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UID:20250809T163343EDT-3225MVaXU2@132.216.98.100
DTSTAMP:20250809T203343Z
DESCRIPTION:A latent-vine factor-copula time series model for extreme flood
  insurance losses\n\n聽\n\nAbstract:\n\nVines and factor copula models are 
 handy tools for statistical inference in high dimension. However\, their u
 se for assessing and predicting the co-occurrence of rare events is subjec
 t to caution when multivariate extreme data are sparse. Motivated by the n
 eed to assess the risk of concurrent large insurance claims in the America
 n National Flood Insurance Program (NFIP)\, I will describe a novel class 
 of copula models that can account for spatio-temporal dependence within cl
 ustered sets of time series. This new class\, which combines the advantage
 s of vines and factor copula models\, provides great flexibility in captur
 ing tail dependence while maintaining interpretability through a parsimoni
 ous latent structure. Using NFIP data\, I will show the value of this appr
 oach in evaluating the risks associated with extreme weather events.\n\nSp
 eaker\n\nChristian聽Genest聽is聽Professor and Canada Research Chair in Stocha
 stic Dependence Modeling at 9I制作厂免费. His research interests incl
 ude multivariate analysis\, nonparametric statistics\, and extreme-value t
 heory.\n\n聽\n\nhttps://mcgill.zoom.us/j/89121567327\n\nMeeting ID: 891 215
 6 7327\n\nPasscode: None\n
DTSTART:20241108T203000Z
DTEND:20241108T213000Z
LOCATION:Room 1104\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue
  Sherbrooke Ouest
SUMMARY:Christian Genest (9I制作厂免费) CANCELED
URL:/mathstat/channels/event/christian-genest-mcgill-u
 niversity-canceled-360892
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