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Copulae: On the Crossroads of Mathematics and Economics

dc.date.accessioned2019-10-24T15:04:55Z
dc.date.available2019-10-24T15:04:55Z
dc.date.issued2015
dc.identifier.urihttp://publications.mfo.de/handle/mfo/3467
dc.description.abstractThe central focus of the workshop was on copula theory as well as applications to multivariate stochastic modelling. The programme was intrinsically interdisciplinary and represented areas with much recent progress. The workshop included talks and dynamic discussions on construction, estimation and various applications of copulas to finance, insurance, hydrology, medicine, risk management and related fields.
dc.titleCopulae: On the Crossroads of Mathematics and Economics
dc.identifier.doi10.14760/OWR-2015-20
local.series.idOWR-2015-20
local.subject.msc60
local.subject.msc91
local.subject.msc62
local.sortindex907
local.date-range12 Apr - 18 Apr 2015
local.workshopcode1516b
local.workshoptitleCopulae: On the Crossroads of Mathematics and Economics
local.organizersXiaohong Chen, New Haven; Wolfgang Karl Härdle, Berlin; Piotr Jaworski, Warsaw; Johanna G. Nešlehová, Montréal
local.report-nameWorkshop Report 2015,20
local.opc-photo-id1516b
local.publishers-doi10.4171/OWR/2015/20
local.ems-referenceChen Xiaohong, Härdle Wolfgang Karl, Jaworski Piotr, Nešlehová Johanna: Copulae: On the Crossroads of Mathematics and Economics. Oberwolfach Rep. 12 (2015), 1085-1137. doi: 10.4171/OWR/2015/20


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