Dean Fantazzini: “Discussing copulas with Sergey Aivazian: A memoir” (in memory of Sergey Aivazian)

Dean Fantazzini, Professor of the Department of Econometrics and Mathematical Methods of Economics, Doctor of Economics, published an article “Discussing copulas with Sergey Aivazian: A memoir”, dedicated to the memory of the outstanding econometrician, who headed the Department of EMME MSE MSU until 12.03.2019, Honored Scientist of Russia, Member of the National Academy of Sciences of the Republic of Armenia; Honored Professor of Moscow Lomonosov State University, Professor S. A. Aivazian.

The article was published in the Journal: Model Assisted Statistics and Applications, vol. 15, no. 4, pp. 363-370, 2020.


Sergey Aivazian was the head of my department at the Moscow School of Economics, but he was much more than that. He played an important role in my life, and he contributed to my studies devoted to copula modelling. This small memoir reports how this amazingly polite and smart scientist helped me to develop my academic skills and to further stimulate my interest in multivariate modelling and risk management. Some open questions related to multivariate discrete models that were among the last topics I discussed with Sergey are reported, hoping they can be of interest to young researchers for further studies.

In more detail see here.

And on the site Repec.

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