JournalsowrVol. 12, No. 2pp. 1085–1137

Copulae: On the Crossroads of Mathematics and Economics

  • Xiaohong Chen

    Yale University, New Haven, USA

  • Wolfgang Karl Härdle

    Humboldt-Universität zu Berlin, Germany

  • Piotr Jaworski

    Warsaw University, Warszawa, Poland

  • Johanna G. Nešlehová

    McGill University, Montreal, Canada
Copulae: On the Crossroads of Mathematics and Economics cover
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Abstract

The central focus of the workshop was on copula theory as well as applications to multivariate stochastic modelling. The programme was intrinsically interdisciplinary and represented areas with much recent progress. The workshop included talks and dynamic discussions on construction, estimation and various applications of copulas to finance, insurance, hydrology, medicine, risk management and related fields.

Cite this article

Xiaohong Chen, Wolfgang Karl Härdle, Piotr Jaworski, Johanna G. Nešlehová, Copulae: On the Crossroads of Mathematics and Economics. Oberwolfach Rep. 12 (2015), no. 2, pp. 1085–1137

DOI 10.4171/OWR/2015/20