A world of copulas

Relatore: Roberto Ghiselli Ricci (Università Ca' Foscari Venezia)

  • Data: 08 maggio 2025 dalle 14:30 alle 15:30

  • Luogo: Aula III - Via Belle Arti, 41

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.

Organizzazione
Sabrina Mulinacci