October 2, 2017 - October 5, 2017
Montréal, Québec, Canada
This workshop will address current dependence modeling issues in quantitative risk management, such as the construction of hierarchical dependence structures in high-dimensional and spatiotemporal contexts, inference for copula models and graphical models, as well as applications in econometrics, finance, and insurance. The workshop will provide a venue for participants to meet leading dependence modelers from academia and industry, with ample opportunities for interaction. Visit the website for a detailed program and register early!