Loading Events

« All Events

  • This event has passed.

Dependence Modeling Tools for Risk Management

October 2, 2017 - October 5, 2017

Part of the thematic semester: Risk in Complex Systems

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.

 

Details

Start:
October 2, 2017
End:
October 5, 2017
Website:
http://www.crm.umontreal.ca/2017/Dependence17/index_e.php

Venue

Université de Montréal
Pavillon André-Aisenstadt 2920, Chemin de la tour, 5th floor
Montreal, Quebec H3T 1J4 Canada
+ Google Map
Phone:
514-343-7501
Website:
http://www.crm.umontreal.ca/en/