Claudia Klüppelberg and her co-authors received the Lloyd’s Science of Risk Prize 2016 in the category Systems modelling for their paper entitled Risk in a Large Claims Insurance Market with Bipartite Graph Structure. The submission was praised by the judges for providing a valuable contribution to a practical issue facing the insurance industry. They felt that the paper adds directly to insurers’ knowledge, and looks to cover what is a complex, existential issues to most businesses. The need to understand and… [weiterlesen]

One aim of the conference is to celebrate the Carl Friedrich von Siemens Prize of the Alexander von Humboldt Foundation awarded to Steffen Lauritzen from University of Copenhagen. [weiterlesen]

In our complex and interrelated world, taking care of dependence is a key task for success in stochastic modeling. The copula framework takes a pivotal role in this area. The conference will bring together researchers from different methodological view points and application areas to provide an up to date forum on dependence modeling and their challenges in view of big data issues. This conference is a continuation of workshops held in Delft (2007, 2008), Oslo (2009), Munich (2011), and Beijing (2014). While the… [weiterlesen]