Programme - timetable

    The list of invited speakers:

  • Tomasz Bielecki (Illinois Institute of Technology, Chicago, USA), Dependence between components of multivariate Markov chains: Markov consistency and Markov copulae (abstract)
  • Umberto Cherubini (Universita di Bologna, Italy), Convolution based copulas in finance (abstract)
  • Christian Genest (McGill University, Montréal, Canada), Beyond simplified pair-copula constructions (abstract)
  • Dorota Kurowicka (Delft University of Technology, Netherlands), Regular vines with nonparametric copulas (abstract)
  • Haijun Li (Washington State University, Seatle, USA), Toward a Copula Theory for Multivariate Regular Variation (abstract)
  • Giovanni Puccetti (Universita di Firenze, Italy), Risk Aggregation: new ideas and quantitative techniques (abstract)
  • Matthias Scherer (Technische Universität München, Germany), Multivariate geometric distributions with limited memory, d-monotone sequences, and infinitely divisible laws (abstract)
  • Peter Song (University of Michigan, Ann Arbor, USA), Copula Regression Analysis of Networked Data (abstract)
  • Contributed talks:

  • Book of abstracts
  • Posters:

  • Book of abstracts