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This
international meeting was intended as a
sequel to the series of conferences on copulas and
their applications that were held in Rome
(1990), Seattle (1993), Prague (1996) and
Barcelona (2000). The
meeting was held at the Château
Laurier, near Québec City's historical
district, in the heart of French Canada,
from Thursday 20 May to Saturday 22 May,
2004.
As
in previous editions, the meeting
attracted copula specialists and statistical
researchers interested in their development
and use in characterizing and modelling
of dependence (stochastic orderings,
distributions with fixed marginals, etc.).
As the title of the event suggested, however,
the meeting provided special emphasis
on inferential aspects surrounding the
use of copulas, and gave high visibility
to their applications in actuarial science
and finance. Dependence issues and their
treatment in survival analysis and extreme-value
theory were also central to the theme
of the conference.
In total, there were 111 participants from
18 different countries. A list of registrants
and a detailed program of the meeting may be
found elsewhere on this site.
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- The meeting
was a great success, thanks to all participants!
- Special issues of Insurance: Mathematics and Economics (IME) and
The Canadian Journal of Statistics (CJS) will serve as "conference proceedings."
- All submissions will be subject to the appropriate journal's refereeing process.
The allocation of accepted papers to the CJS and IME issues will be made by
the Editorial Board.
- Unless special arrangements have been made with
the Editor in Chief, Christian Genest, it is now too late
to submit a manuscript for these special issues.
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