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Call for presentations:
It is our pleasure to announce the upcoming conference at Technische Universitaet Muenchen, Germany:
DEPENDENCE MODELING IN FINANCE, INSURANCE AND ENVIRONMENTAL SCIENCE
taking place on MAY 17-19, 2016.
CONFIRMED INVITED SPEAKERS:
* Carole Bernard, Grenoble Ecole de Management
* Roger Cooke, Technical University Delft
* Paul Embrechts, ETH Zurich
* Fabrizio Durante, Free University Bozen-Bolzano
* Christian Genest, McGill University
* Irene Gijbels, KU Leuven
* Harry Joe, University of British Columbia
* Luis Mediero, Universidad Politecnica de Madrid
* Johanna Neslehova, McGill University
* Giovanni Puccetti, University of Florence
CONTENT:
In our complex and interrelated world, taking care of dependence is a key task for success in stochastic modeling. The copula framework takes a pivotal role in this area. The conference will bring together researchers from different methodological view points and application areas to provide an up to date forum on dependence modeling and their challenges in view of big data issues. This conference is a continuation of workshops held in Delft (2007, 2008), Oslo (2009), Munich (2011), and Beijing (2014). While the first workshops were focused on vine copulas (www.vine-copula.orghttp://www.vine-copula.org), the theme of the last workshop was much broader. This workshop is intended to continue with this broader view.
SUBMISSION INSTRUCTION:
In addition to invited sessions, we will also organize contributed talks. Contributions within the theme of the workshop are welcome and presentation abstracts can be submitted to dominik.mueller@ma.tum.demailto:dominik.mueller@ma.tum.de until Jan 31, 2016.
POST-WORKSHOP SHORT COURSES:
Two short courses (Copulas and Vine copulas) will be arranged on the afternoon of May 19, 2016 directly following the workshop. The targeted audience includes advanced PhD students and junior faculty.
SCIENTIFIC ORGANIZERS:
C. Czado and M. Scherer
LOCAL ORGANIZERS:
B. Haas, M. Killiches, D. Krause, D. Mueller
SUBMISSION AND REGISTRATION INSTRUCTIONS: