Modeling dependent risks has become a central topic in quantitative risk management. The need for advanced dependence modeling arises in a variety of fields, including the environmental sciences, finance, insurance, and the health sciences.
This workshop 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.
This workshop will bring together leading international researchers from both academia and industry. Carefully selected speakers have been invited 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.
Students and postdoctoral fellows are encouraged to present a poster at the workshop. One poster session has been scheduled, as well as two sessions of short lightning talks, so that trainees can introduce themselves and their work to the entire audience.
Limited student travel grants are available. Apply early.