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Dependence Modeling Tools for Risk Management

Event

When:
02.10. - 05.10.
Category:
Events in 2017

Description

52°North’s Dr. Ben Gräler presents “Modeling Extremes with Local Spatial and Spatio-Temporal Vine Copulas” at the Workshop: Dependence Modeling Tools for Risk Management from October 2 – 5. 2017 in Montreal, Canada. The workshop is part of the thematic semester “Risk in Complex Systems” at the CRM, University of Montreal. It will address various challenges associated with dependence modeling. Several current issues will be considered, including the construction of stochastic models and the development of inference procedures adapted to specific contexts involving complex data or large collections of variables. Special attention will be devoted to the study of the advantages and limitations of different approaches, and to the computational challenges that need to be resolved.

Leading international researchers from both academia and industry will meet to present their recent work in areas such as the construction of dependence structures, statistical inference for copula models, dependence modeling in econometrics, finance, and insurance, spatio-temporal dependence models, and graphical models.

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Affiliations

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Cooperation Partners

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