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UID:20251210T201829EST-2375XDsED8@132.216.98.100
DTSTAMP:20251211T011829Z
DESCRIPTION:Title: Mulitvariate Poisson models based on comonotonic and cou
 nter-monotonic shocks\n\nAbstract: In this talk\, two new classes of bivar
 iate Poisson models will be introduced. The model formulations rely on the
  notion of comonotonic and counter-monotonic shocks and allow for both pos
 itive and negative correlations. The underlying stochastic representation 
 is based on an intuitive construction with an interpretable parametrizatio
 n. The proposed bivariate models yield a fully flexible dependence structu
 re\, with correlations spanning the full spectrum of possible values.\n	Dis
 tributional properties and estimation techniques for the proposed models w
 ill be discussed and illustrated through data applications. A multivariate
  extension to the bivariate comonotonic shock Poisson model will also be i
 ntroduced.\n
DTSTART:20191115T200000Z
DTEND:20191115T210000Z
LOCATION:Room PK-5115 \, CA\, Pavillon President-Kennedy\, 201 Ave. Preside
 nt-Kennedy
SUMMARY:Juliana Schulz\, HEC
URL:/mathstat/channels/event/juliana-schulz-hec-302429
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