Sixth Brazilian Conference on Statistical Modelling in Insurance and
    Finance
         

Sixth Brazilian Conference on Statistical
Modelling in Insurance and Finance

Maresias, March 24-28, 2013, Brazil

Conference Motto: Stop dreaming, start acting!

Satellite Copula Workshop

IMECC - UNICAMP

March 19-20, 2013

http://www.ime.usp.br/bcsmif     email: bcsmif@ime.usp.br



ORGANIZERS


SPEAKERS

Alfred Müller (University of Siegen, Germany)
Title: Dependence Orderings

Christian Genest (McGill University, Canada)
Title: Measures of Dependence for Discrete Data

Johanna Nešlehová (McGill University, Canada)
Title: Copula Models for Contingency Table Analysis

Nikolai Kolev (University of São Paulo, Brazil)
Title: Copula of the Extended Marshall-Olkin Model

Piotr Jaworski (University of Warsaw, Poland)
Title: On One-parameter Conditioning of Copulas and Chaotic Dynamical Systems

Umberto Cherubini (Bologna University, Italy)
Title: Managed Fund Performance Analysis Using Copulas

Uwe Schmock (Vienna University of Technology, Austria)
Title: Modeling and Estimation of Dependent Credit Rating Transitions

Veronica Gonzalez-Lopez (University of Campinas, Brazil)
Title: A New Index to Measure Positive Dependence in Trivariate Distributions

We invite the interested to present their results in poster session to send a short abstract (1 page) by March 8, 2013 to veronica@ime.unicamp.br.


REGISTRATION FEES

  • R$ 100 (upon arrival) - for University Professors
  • R$ 50 (upon arrival) - for Students
  • R$ 300 (upon arrival) - for others

Contact Information:
veronica@ime.unicamp.br
Phone : +55 19 35215922
Fax: +55 19 35216094