Stat Trek. An interview with Christian Genest

Fabrizio Durante 1 , Giovanni Puccetti 2 , Matthias Scherer 3 ,  and Steven Vanduffel 4
  • 1 Facoltà di Economia, Libera Università di Bolzano, Italy
  • 2 Dipartimento di Economia, Management e Metodi Quantitativi, Università di Milano, Italy
  • 3 Lehrstuhl für Finanzmathematik, Technische Universität München, Germany
  • 4 Faculteit Economische en Sociale Wetenschappen, Vrije Universiteit Brussel, Belgium

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Dependence Modeling aims to provide a medium for exchanging results and ideas in the area of multivariate dependence modeling. Topics include Copula methods, environmental sciences, estimation and goodness-of-fit tests, extreme-value theory, limit laws, mass transportations, measures of association, multivariate distributions and tests, quantitative risk management, risk assessment, risk models, risk measures and stochastic orders and time series.

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