Seminar A world of copulas

Abstract
A journey into the most outstanding familìy of aggregation functions given by the Copulas. They are particularly intriguing, because, on the one hand, they offer a theoretically fertile field of study with deep connections with different branches of mathematics such as Differential Calculus and even Group Theory, and, on the other hand, as consequence of the seminal Sklar's Theorem (1969), they are an essential tool for building refined stochastic models able to satisfy properties required by real problems.

Link Microsoft Teams

Organizzazione
Sabrina Mulinacci