The field of copulas is a very active one from the point of view of both the theory and the applications; from a theoretical point of view the connection with Markov Operators and Mass Transportation are relevant, while the applications in Mathematical Finance and Hydrology have motivated the interest in the theory during the last 15 fifteen years.

• Enrique de Amo (University of Almería, Spain)
• Carlo Sempi (University of Salento, Italy) - carlo.sempi@unisalento.it

Below you can download the schedule and the abstracts of all talks of this special session.

• Fabrizio Durante (Free University of Bozen-Bolzano, Italy)

          Multivariate copulas with hairpin support

• Piotr Jaworski (University of Warsaw, Poland)

          Copulas of self-similar Ito diffusions

• Franco Pellerey (Polytechnic University of Turin, Italy)

          Univariate stochastic orders and joint stochastic orders: conditions on the copula for mutual relationships

• Giovanni Puccetti (University of Florence, Italy)

          General extremal dependence concepts

• Gianfausto Salvadori (University of Salento, Italy)

          Design-risk and structural-risk in environmental applications: a multivariate approach

• Juan Fernández Sánchez (University of Almería, Spain)

          Copulas with fractal support

• Wolfgang Trutschnig (University of Salzburg, Austria)

          Copulas from the Markov kernel perspective