Copulae: on the crossroads of mathematics and economics. Abstracts from the workshop held April 12--18, 2015

DOI10.4171/OWR/2015/20MaRDI QIDQ1697992zbMATH OpenOpenAlexFDO

Authors

Publication date 21 February 2018

Published in Oberwolfach Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4171/owr/2015/20

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Credit risk (91G40) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Collections of abstracts of lectures (00B05)

Recommendations

• Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10--11, 2012
• Copulas: A Review and Recent Developments
• Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
• Copulas: concepts and novel applications
• A review of copula models for economic time series
• Convolution copula econometrics
• An introduction to copulas. Properties and applications
• Copulas, Characterization, Correlation, and Counterexamples
• Copula fields and their applications
• Heavy tails and copulas. Topics in dependence modelling in economics and finance

Cited in

(2)

• Copulæ: some mathematical aspects
• Preface to special issue on high-dimensional dependence and copulas

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