BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//132.216.98.100//NONSGML kigkonsult.se iCalcreator 2.20.4//
BEGIN:VEVENT
UID:20260415T164445EDT-4753eUVUGI@132.216.98.100
DTSTAMP:20260415T204445Z
DESCRIPTION:Title: Comonotonicity and its applications in dependence modell
 ing.\n\nAbstract: The so-called trivariate reduction method is a popular a
 pproach widely used to construct multivariate distributions. It is well kn
 own that this method has two major drawbacks. On the one hand\, it can onl
 y model positive dependence\; on the other hand\, it cannot always span th
 e full range of positive correlation. To remedy these drawbacks\, the como
 notonicity notion can be used to construct new shock model which\, contrar
 y to the original\, spans all possible degrees of dependence. The first pa
 rt of this presentation will show how this novel idea can be used to const
 ruct a new family of bivariate exponential distributions having an interes
 ting stochastic representation. This new distribution models the full rang
 e of positive correlations and improve the Marshall-Olkin bivariate expone
 ntial distribution. Some properties of the proposed model as well as an ex
 tension to negative dependence will be discussed. The second part of the t
 alk emphasizes the usefulness of the comonotonicity to derive the best bou
 nds for certain concordance measures in noncontinuous setting. Some applic
 ations in actuarial science will be presented.\n
DTSTART:20191122T201500Z
DTEND:20191122T211500Z
LOCATION:Room LB 921-4\, CA\, Concordia University
SUMMARY:Mhmed Mesfioui (Université du Québec à Trois-Rivières)
URL:https://www.mcgill.ca/mathstat/channels/event/mhmed-mesfioui-universite
 -du-quebec-trois-rivieres-302633
END:VEVENT
END:VCALENDAR