Dependence modeling using multivariate copulas with applications
This 2-day course:
- Introduces and develops the theoretical aspects of dependence modeling with copulas both for continuous and discrete multivariate data
- Presents real-data applications of multivariate copulas describing features of existing copula software
- Presents the latest developments both in theory and practice
The course is intended for actuarial practitioners, risk professionals, consultants and academics.
The course leader, Dr Aristidis K Nikoloulopoulos, has worked extensively with copula dependence modelling for discrete data with applications in biostatics and his research has also included work on copula dependence modelling for continuous data with applications in finance, and environmental studies.