Fifth Brazilian Conference on Statistical Modelling in Insurance and

Fifth Brazilian Conference on Statistical
Modelling in Insurance and Finance

Maresias, April 10-15, 2011, Brazil     email:


Emiliano Valdez (University of Connecticut, USA)
Title: Statistical Concepts of a Priori and a Posteriori Risk Classification in Insurance

Hansjoerg Albrecher (University of Lausanne, Switzerland)
Title: Solvency Modelling with Dependent Risks

José María Sarabia (University of Cantabria, Spain)
Title: A New Method for Enriching a Family of Distributions with Applications in Finance and Insurance

Narayanaswamy Balakrishnan (McMaster University, Canada)
Title: Some Recent Developments on Receiver Operating Characteristcs Analyses


Aristidis K. Nikoloulopoulos (University of East Anglia, UK)
Title: Vine Copulas with Asymmetric Tail Dependence and Applications to Financial Return Data

Dani Gamerman (Federal University of Rio de Janeiro, Brazil)
Title: Modeling Spatio-Temporal Dependence with Factor Models

David Vyncke (Ghent University, Belgium)
Title: The Perfect Dependence

Emily Fox (Duke University, USA)
Title: Dynamic Models for Covariance Matrices: A Rich New Class of Stationary Multivariate Volatility Process Models

Harry Joe (University of British Columbia, Canada)
Title: Vine Copula and Factor Copula Models for Financial Returns

Julio Stern (University of Sao Paulo, Brazil)
Title: The Rules of Logic Composition for Bayesian Epistemic e-Values

Kostas Zografos (University of Ioannina, Greece)
Title: On Global Measures of Multivariate Dependence

Manuel Morales (University of Montreal, Canada)
Title: Risk Measures For Sequences

Roger Nelsen (Lewis & Clark College, USA)
Title: Dependence Concepts and Measures via Copulas

Yurii Suhov (University of Cambridge, UK)
Title: An Unusual Application of Entropy