Talks
- ‚An ordering for the strength of functional dependence‘, DMV Annual Meeting (09/2026), Konstanz (Germany), invited.
- ‚An ordering for the strength of functional dependence‘, IMS Annual Meeting (07/2026), Salzburg (Austria), invited.
- ‚Robust Bernoulli mixture models for credit portfolio risk‚, XIII Bachelier World Congress (06/2026), Bologna (Italy).
- ‚Robust Bernoulli mixture models for credit portfolio risk‚, Workshop on Recent Developments in Dependence Modelling with Applications in Finance, Insurance and Pensions (09/2025), Island of Andros (Greece), invited.
- ‚A new dependence order for Chatterjee’s rank correlation and related dependence measures‘, German Probability and Statistics Days (03/2025), Dresden.
- ‚A new dependence order for dependence measures and multi-factor models‘, Workshop on Recent Developments in Dependence Modeling with Applications in Finance and Insurance (09/24), Ischia (Italy), invited.
- ‚Comparison results for Markov tree distributions‘, Workshop: Dependence models, Vines, and their Applications (07/2024), Technical University of Munich (Germany).
- ‚A simple extension of Azadkia & Chatterjee’s rank correlation to a vector of
endogenous variables‘, Fifth International Workshop on Statistical Analyses of Multi-Outcome Data (07/2024), Salzburg (Austria). - ‚Some Rearrangement-Based Inequalities for Conditionally Independent Random Variables with Applications to Finance and Insurance‘, Workshop on Optimal Transport and Distributional Robustness (03/2024), Banff International Research Station (Canada), invited.
- ‚Recent Developments in Dependence Modeling‘, Lecture Series on Recent Developments in Dependence Modeling (02/24), Department of Mathematical Stochastics, University of Freiburg (Germany), invited.
- ‚A simple extension of Azadkia & Chatterjee’s rank correlation to a vector of endogenous variables‘, CMStatistics (12/2023), Berlin (Germany), invited.
- ‚A model-free and dependence-based variable selection method
for multi-outcome data‘, Seminar on Economic Theory (11/23), Institute of Economics, University of Freiburg (Germany), invited. - ‚Multi-output feature selection‘, International Data Week – a Festival of Data (10/2023), Salzburg (Austria).
- ‚Some Rearrangement-Based Inequalities for Conditionally Independent Random Variables with Applications to Finance and Insurance‘, Workshop on Recent Developments in Dependence Modeling with Applications in Finance and Insurance (09/2023), Agistri (Greece).
- ‚A simple extension of Azadkia & Chatterjee’s rank
correlation to a vector of endogenous variables‘, Linz Seminar on Fuzzy Set Theory: „Copulas – Theory and Applications“ (06/2023), Linz (Austria) - ‚General comparison results for factor models‘, COMPSTAT (08/2022), Bologna (Italy), invited.
- ‚Copula products in completely specified
factor models‘, CMStatistics (12/2021), London, invited. - ‚On generalized copula products‘, Seminar Statistik (07/2022), Salzburg (Austria), invited.
- ‚Ordering properties of risk bounds in risk factor models‘, Dependence Modeling with Applications in Finance and Insurance (09/2019), Aegina (Greece).
- ‚Ordering properties of risk bounds in risk
factor models‘, Oberseminar Stochastic (06/2018), University of Konstanz (Germany), invited. - ‚Ordering properties of risk bounds in risk factor models‘, Model Uncertainty & Robust Finance (03/2018), Milano (Italy).
- ‚Ordering properties of risk bounds in risk factor models‘, 13th German Probability and Statistics Days (02/2018), Freiburg (Germany).