Mini-Symposium on
Topics on Dependence Models and Multivariate Risk
Rome, June 7-8
Department of Mathematics, University Sapienza
Piazzale A. Moro, 2

Monday, June 7
15,30 Informal Opening

Chair Person: Piotr Jaworski    

15,45 -16,30 Fabrizio Durante  (Libera Univ. di Bolzano)
A copula-based approach to financial contagion

16,45 - 17,30 Marco Tolotti (Univ. di Venezia)
Direct contagion in large portfolios. Modeling aspects.

18,00 - 19,00
Open Discussion
Chair Person: TBA

Tuesday, June 8 
Chair person: Fabrizio Durante

15,45 -16,30 Piotr Jaworski  (Uniwersytet Warszawski)
On copulas subject to increasing conditional dependence.

16,45 - 17,30  Carlo Sempi  (Univ. Salento)
Shuffles of copulas

18,00 - 19,00
Open Discussion and Conclusions
Chair person: Carlo Sempi    

Contacts:
Giovanna Nappo, Fabio Spizzichino
Department of Mathematics, University Sapienza, Piazzale A. Moro, 2

Partially Supported by Projects
"Modelli e Algoritmi Stocastici: Convergenza e Ottimizzazione" 2009
Ateneo Federato Scienza e Tecnologia, Universitą La Sapienza