Copulae: On the Crossroads of Mathematics and Economics

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Date

Authors

Volume

20

Issue

Journal

Series Titel

Oberwolfach reports : OWR

Book Title

Publisher

Zürich : EMS Publ. House

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Abstract

The 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.

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This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.