Events 2026
Conference Organizing Committee
IMS Annual Meeting 2026, July 6-9, University of Salzburg (Local Organizing Committee)
SAM 2024, July 9-10, University of Salzburg (Local Organizing Committee)
Scientific Committees
Organization and chair of session Rank-based Correlation Measures. IMS Annual Meeting, Salzburg, 07/2026.
Chair of session at SAM Conference, Salzburg, 07/2024.
Chair of session at SMSA Conference, Delft, 03/2024.
Chair of session at Linz Seminar, Linz, 06/2023.
Chair of session at Soft Methods in Probability and Statistics, Valladolid, 09/2022.
Organization of session Association, Dependence and Copulas. CompStat, Bologna, 08/2022.
Organization and chair of session Analytical Aspects within Dependence Modeling. CFE-CMStatistics, London, 12/2021.
Organization and chair of session Dependence Measures. CFE-CMStatistics, London, 12/2019.
Chair of session at Insurance: Mathematics and Economics Conference, München, 07/2019.
Organization and chair of session Dependence Models and Copulas. CFE-CMStatistics, Pisa, 12/2018.
Chair of session at German Probability and Statistics Days, Freiburg, 02/2018.
Selected Talks
Continuity of Chatterjee’s rank correlation and related dependence measures.
Contributed talk at IMS Annual Meeting, Salzburg, 07/2026.Statistical learning with nearest-neighbor dependence coefficients.
Invited talk at DAS Lecture, University of Salzburg, 06/2026.Quantifying and estimating directed dependence.
Invited talk at Institute of Statistics, TU Graz, 06/2026.An ordering for the strength of functional dependence.
Invited talk at SMSA Conference, Würzburg, 03/2026.Directed dependence revisited: concepts, coefficients and applications.
Invited talk at Workshop on Dependence Modelling with Applications in Finance, Insurance and Pensions, Andros (Greece), 09/2025.Quantifying and Estimating Directed Dependence.
Invited talk at Eurandom Workshop on Dependence Modeling, Eindhoven, 07/2025.Quantifying and estimating dependence via sensitivity of conditional distributions.
Contributed talk at German Probability and Statistics Days, Dresden, 03/2025.How simplifying and flexible is the simplifying assumption in pair-copula constructions.
Contributed talk at Workshop: Dependence models, Vines, and their Applications, München, 07/2024.A model-free and dependence-based feature selection method for multi-outcome data.
Invited talk at 4th Italian Meeting on Probability and Mathematical Statistics, Rome, 06/2024.Hierarchical variable clustering based on the predictive strength between random vectors.
Invited talk at SMSA Conference, Delft, 03/2024.A model-free and dependence-based variable selection method for multi-outcome data.
Invited talk at Institute of Mathematics, Universität Rostock, 11/2023.A model-free feature selection method for multi-outcome data based on a measure of predictability.
Invited talk at Workshop on Dependence Modelling with Applications in Finance, Insurance and Pensions, Agistri (Greece), 09/2023.A model-free and dependence-based forward feature selection for multi-response data and a tool for identifying networks between variables.
Contributed talk at Linz Seminar, Linz, 06/2023.Using dimension reduction for quantifying and estimating predictability and explainability in regression analysis.
Contributed talk at German Probability and Statistics Days, Essen, 03/2023.Using dimension reduction for quantifying and estimating predictability and explainability in regression analysis.
Invited talk at Institute of Applied Statistics, JKU Linz, 01/2023.Risiko und Risikomanagement - Vom Finanzcrash zur Finanzmarktregulierung (und zurück).
Habilitation colloquium, University of Salzburg, 12/2022.Using dimension reduction for quantifying and estimating predictability and explainability in regression analysis.
Invited talk at Faculty of Mathematics, TU Dortmund, 11/2022.Quantifying Directed Dependence via Dimension Reduction.
Contributed talk at Statistische Woche, Münster, 09/2022.The Simplifying Assumption in Pair-copula Constructions from an Analytic Perspective.
Invited talk at Soft Methods in Probability and Statistics, Valladolid, 09/2022.Quantifying Directed Dependence via Dimension Reduction.
Invited talk at CompStat, Bologna, 08/2022.How Simplifying and Flexible is the Simplifying Assumption in Pair-Copula Constructions.
Invited talk at CFE-CMStatistics, London, 12/2021.Dissimilarity Functions for Rank-Based Hierarchical Clustering of Continuous Variables.
Invited talk at Statistics and Econometrics Seminar, KU Leuven, 05/2020.On a Class of Measures of Concordance for Bivariate Copulas.
Invited talk at CFE-CMStatistics, London, 12/2019.On Kendall’s Tau for Order Statistics.
Contributed talk at 10th International Workshop on Simulation and Statistics, Salzburg, 09/2019.On Minimal Copulas under the Concordance Order.
Contributed talk at Insurance: Mathematics and Economics Conference, München, 07/2019.Dissimilarity Functions for Copula-Based Hierarchical Clustering of Continuous Variables.
Invited talk at Institute of Operations Research, Karlsruhe Institute of Technology (KIT), 06/2019.Dissimilarity Functions for Copula-Based Hierarchical Clustering of Continuous Variables.
Contributed talk at DAGStat, München, 03/2019.On Kendall’s tau for Order Statistics.
Invited talk at Stochastic Models, Statistics and their Applications, Dresden, 03/2019.On Kendall’s tau for Order Statistics.
Invited talk at CFE-CMStatistics, Pisa, 12/2018.Extreme Negative Dependence and Kendall’s tau.
Invited talk at Institute of Mathematics, University of Mannheim, 11/2018.Dissimilarity Functions for Copula-Based Hierarchical Clustering of Continuous Variables.
Invited talk at 2nd Workshop on Clustering Methods and their Applications, Bozen-Bolzano, 10/2018.Countermonotonicity Based on Kendall’s tau.
Contributed talk at Recent Developments in Dependence Modelling with Applications in Finance and Insurance, Aegina (Greece), 09/2018.Minimizer of Kendall’s tau and Kendall’s tau for the Order Statistic.
Invited talk at Faculty of Mathematics, Dortmund University of Technology, 06/2018.Characterizations of Copulas for which the Bounds of Kendall’s tau are Attained.
Contributed talk at German Probability and Statistics Days, Freiburg, 02/2018.Characterizations of Copulas for which the Bounds of Kendall’s tau are Attained.
Invited talk at Department of Mathematics, University of Salzburg, 01/2018.Dissimilarity Functions for Copula-Based Hierarchical Clustering of Continuous Variables.
Invited talk at CFE-CMStatistics, London, 12/2017.Estimators for a Class of Bivariate Measures of Concordance for Copulas.
Contributed talk at Copulas and their Applications Conference, Almeria, 07/2017.Copula-Induced Measures of Concordance.
Contributed talk at Salzburg Workshop on Dependence Models & Copulas, Salzburg, 09/2016.On Order Statistics and their Copulas.
Invited talk at Faculty of Civil and Environmental Engineering, Dresden University of Technology, 04/2016.Separierung von Abwicklungsdreiecken.
Invited talk at DAV/DGVFM Autumn Conference, ASTIN-Group, Stuttgart, 11/2013.Consistent Loss Prediction of a Portfolio and its Subportfolios.
Contributed talk at Insurance: Mathematics and Economics Conference, Copenhagen, 07/2013.