Multivariate data abound in many applications including insurance, risk management, finance, biology, health and environmental sciences. Copulas are a currently popular way to model multivariate data as they account for the dependence structure and provide a flexible representation of the multivariate distribution. They allow for flexible dependence modelling, different from assuming simple linear correlation structures and normality, which makes them particularly well suited to many applications in finance, insurance and medicine, among others.
This 2-day short course:
The course is intended for actuarial practitioners, risk professionals, consultants and academics.
After the course, the participants will have a firm knowledge on the theory of copulas and the use of copulas for dependence modelling in finance, actuarial science and medicine. The course is worth 10 CPD hours.
Dr Aristidis K. Nikoloulopoulos has worked extensively with copula dependence modelling for discrete data with applications in biostatistics and his research has also included work on copula dependence modelling for continuous data with applications in finance, and environmental studies. His work on copulas has appeared in some of the most prestigious journals in Statistics and he has been invited speaker to numerous international and major conferences, workshops, and seminars all over the world. He has also been invited to give copula courses in other international institutions such as the University of Sao Paulo, Brazil.
Dates: 17-18 September, 2012
Cost: £575 + VAT
Venue: UEA London
There is a 10% discount for UEA alumni, 30% discount for academics and 50% discount for postgraduate students.
This includes course materials, refreshments and lunch.
You can register your interest for this course online, or by returning a completed booking form, or by phone on 01603 591578.
We can also deliver this course at an employer's premises and would be happy to discuss details of this and any customisation.
For more information on the courses and services we can offer please contact:
Centre for Professional Development
Tel: +44 (0) 1603 591578