Oberwolfach Reports


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Volume 12, Issue 2, 2015, pp. 1085–1137
DOI: 10.4171/OWR/2015/20

Published online: 2016-02-15

Copulae: On the Crossroads of Mathematics and Economics

Xiaohong Chen[1], Wolfgang Karl Härdle[2], Piotr Jaworski[3] and Johanna G. Nešlehová[4]

(1) Yale University, New Haven, USA
(2) Humboldt-Universität zu Berlin, Germany
(3) Warsaw University, Warszawa, Poland
(4) McGill University, Montreal, Canada

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.

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Chen Xiaohong, Härdle Wolfgang Karl, Jaworski Piotr, Nešlehová Johanna: Copulae: On the Crossroads of Mathematics and Economics. Oberwolfach Rep. 12 (2015), 1085-1137. doi: 10.4171/OWR/2015/20