BEGIN:VCALENDAR VERSION:2.0 PRODID:-//wp-events-plugin.com//7.2.3.1//EN TZID:Europe/Paris X-WR-TIMEZONE:Europe/Paris BEGIN:VEVENT UID:7892@i2m.univ-amu.fr DTSTART;TZID=Europe/Paris:20160222T000000 DTEND;TZID=Europe/Paris:20160226T000000 DTSTAMP:20241216T084648Z URL:https://www.i2m.univ-amu.fr/evenements/extremes-copulas-and-actuarial- science-thematic-month-2016/ SUMMARY:School (CIRM\, Luminy\, Marseille): Extremes\, Copulas and Actuaria l Science (Thematic Month 2016) DESCRIPTION:School: \n\n\n\n\n\n\n\n\n\n\n\n\n Schedule \n\n\n\n\n\n List o f participants \n\n\n\n\n\n Sponsors \n\n\n\n\n\n Abstracts \n\n\n\n\n\n S lides \n\n\n\n\n\n Videos \n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\nTHEMATIC MONTH 2 016\nWeek 4: Extremes\, Copulas and Actuarial Science\nFebruary 22 - 26\, 2016\n\n\n\n\n\n\n\nThis week will be devoted to the following three them es: Extremes\, Copulas and Actuarial Science\, and to the interactions bet ween them.\nThe first two themes will be highlighted in both their theoret ical developments (multivariate modeling\, dependence\, estimation and te sts on\ncopulas) and their applications\, especially in relation to the th ird theme: the actuarial science.\nThe week will be divided into theoreti cal and practical lectures and\nmini courses on these three themes.\n\n\n\ n\n\n\n\n\n \n\n\n\nScientific Committee\n\nAnne-Laure Fougères (Univer sité Claude Bernard Lyon 1)\nStéphane Loisel (ISFA\, Université Claude Bernard Lyon 1)\n\nOrganizing Committee\n\nMohamed Boutahar (Aix-Marseil le Université)\nDenys Pommeret (Aix-Marseille Université)\nManuela Roye r-Carenzi (Aix-Marseille Université)\n\nSpeakers\n\n Hansjoerg Albrecher  (HEC Lausanne)\n\nChallenges in Reinsurance Modelling\n\n Romain Biard  (Université de Besançon)\n\nFractional Poisson process: long-range dep endence and applications in ruin theory\n\n Michel  Broniatovski  (Univ ersité Pierre-et-Marie-Curie)\n\nInference pour des modèles semi paramé triques définis par des conditions sur leurs L-moments\n\n Axel Bucher ( University of Bochum)\n\nWeak convergence of the empirical copula process with respect to weighted metrics\n\n Paul Deheuvels (Université Pierre- et-Marie-Curie)\n\nExtreme-Value Copulae and Applications\n\n Elena Di Be rnardino (CNAM Paris)\n\nOn tail dependence coefficients of transformed mu ltivariate Archimedean copulas \n\n Clément Dombry (Université de Fran che Comté)\n\nFull lilelihood inference for multivariate max-stable distr ibutions\n\n Christophe Dutang (Université du Maine)\n\nParameter Estima tion for Mixed-type Distributions with Application to Destruction Rate Mod eling in Insurance\n\n Jonathan El Methni (Université Paris Descartes)\n \nKernel estimation of extreme risk measures for all domains\nof attractio n\n\n Nicole El Karoui (Université Pierre-et-Marie-Curie)\n\nFast Chang e of time Detection on Proportional Two Populations Hazard Rates\n\n Jean -David Fermanian (Centre de Recherche en Economie et Statistique)\n\nSing le-index copulae\n\n Stéphane Girard (Inria Grenoble Rhône-Alpes)\n\nE stimation of tail risk based on extreme expectiles\n\n Pierre-Olivier Gof fard (AIx-Marseille Université)\n\nOrthogonal polynomials expansions and lognormal sum densities\n\n Armelle Guillou (Université de Strasbourg) \n\nEstimation of the marginal expected shortfall\n\n Anja Janssen (Unive rsité de Hambourg)\n\nApplications of the multivariate tail process for e xtremal inference\n\n Claudia Klueppelberg (TU Munich)\n\nExtremes on di rected acyclic graphs\n\n Ivan Kojadinovic (Université de Pau et des Pa ys de l'Adour)\n\nTesting for changes in series of block maxima\n\n Domi nik Kortschak (TU Graz)\n\nRuin problems for processes in a changing envi ronment\n\n Claude Lefèvre  (Université Libre de Bruxelles)\n\nDiscre te Schur-constant models\n\n Olivier Lopez (LSTA\, Université Pierre-et -Marie-Curie)\n\nNonparametric copula estimation under censoring\n\n Xavi er Milhaud (Centre de Recherche en Economie et Statistique)\n\nBehavioura l risk: correlation and contagion effects\n\n John Nolan (American Unive rsity Washington DC)\n\nA measure of dependence for stable distributions\n \n Bruno Rémillard (HEC Montréal)\n\nCopulas  for Discrete or Mixed D ata and Applications\n\n Mathieu Ribatet (Université de Montpellier)\n\n Probabilities of concurrent extremes\n\n Christian Robert (ISFA\, Univer sité Claude Bernard Lyon 1)\n\nA characterization of the asymptotic clust er size distribution for a\nPoisson Voronoi tessellation\n\n Anne Sabouri n (Telecom Paris)\n\nMarginal standardization of  upper-semicontinuous pr ocesses\, with applications to max-stable processes\n\n Matthias Scherer (TU Munich)\n\nExogenous shock models in high dimensions\n\n Johan Segers  (Université catholique de Louvain)\n\nExtremes in time serie\n\n Gille s Stupfler (Aix-Marseille Université)\n\nExtreme versions of Wang risk m easures and their estimation\n\n Maud Thomas (Chalmers University)\n\nTai l index estimation\, concentration and adaptivity\n\n Gwladys Toulemonde  (Université de Montpellier)\n\nSpatial dependence issues for extremes\n \n Julien Trufin (Université Libre de Bruxelles)\n\nModel points and Tai l-VaR in life insurance\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n \n\n\n\n\n\ n CATEGORIES:École ou Master class,Mois thématique END:VEVENT BEGIN:VTIMEZONE TZID:Europe/Paris X-LIC-LOCATION:Europe/Paris BEGIN:STANDARD DTSTART:20151025T020000 TZOFFSETFROM:+0200 TZOFFSETTO:+0100 TZNAME:CET END:STANDARD END:VTIMEZONE END:VCALENDAR