The world of vines

An interview with Claudia Czado

Christian Genest 1  and Matthias Scherer 2
  • 1 Department of Mathematics and Statistics, McGill University, Montréal, Canada
  • 2 Lehrstuhl für Finanzmathematik, Technische Universität München, , Garching, Germany

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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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