EVA 2017

10th Extreme Value Analysis Conference
TU Delft ⎯ June 26-30, 2017

Wednesday, June 28

Contributed Session C21: Ruin probability
(9:00-10:25, Room: Boole, Chair: Paul Embrechts) 
9:00-9:25 Jiajun Liu, Ruin with dependent insurance and financial risks in a discrete-time risk model with investment
9:30-9:55 Julian Sun, Multivariate subexponential distributions and their applications
10:00-10:25 Charles Tillier, Regular variation of a random length sequence of random variables and application to risk assessment

Contributed Session C22: Extremal dependence (statistics)

(9:00-10:25, Room: Chip, Chair: Anja Janßen) 
9:00-9:25 Dora Prata Gomes, Improving extremal index blocks estimators through resampling procedures
9:30-9:55 Ioannis Papastathopoulos, Modelling time series extremes
10:00-10:25 Natalia Soja-Kukieła, Asymptotics of the order statistics for a process with a regenerative structure

Contributed Session C23: Gaussian processes - II

(9:00-10:25, Room: Data, Chair: Jürg Hüsler) 
9:00-9:25 Peng Liu, Extremes of transient Gaussian fluid queues
9:30-9:55 Vladimir Panov, Distribution of maximal deviation for Lévy density estimators
10:00-10:25 Zhichao Weng, Asymptotic distributions of exceedances point processes in the plane for stationary Gaussian sequences with data missing

Contributed Session C24: Earthquake

(9:00-10:25, Room: Pi, Chair: Daniel Cooley) 
9:00-9:25 Andrzej Kijko, Estimation of the upper limit of distribution and its application to assessment of the maximum earthquake magnitude mmax
9:30-9:55 Tom Reynkens, Estimating the maximum earthquake magnitude
10:00-10:25 Ansie Smit, Process characteristic extreme value distributions

Coffee Break (10:30-11:00)

Contributed Session C25: Markov processes - II
(11:00-11:55, Room: Boole, Chair: Martin Schlather)
11:00-11:25 Barbara Jasiulis-Gołdyn, Asymptotic properties of max-AR(1) sequences of the Kendall type
11:30-11:55 Chang-Han Rhee, Sample-path large deviations for heavy-tails: the principle of multiple big jumps

Contributed Session C26: Bootstrap
(11:00-11:55, Room: Chip, Chair: Enkelejd Hashorva)
11:00-11:25 Laurens de Haan, The bootstrap in extreme value theory
11:30-11:55 Eunju Hwang, A bootstrap test for the tail index of autoregressive models with heavy-tailed innovations

Contributed Session C27: Medical applications
(11:00-11:55, Room: Data, Chair: Cláudia Neves)
11:00-11:25 Bernhard Spangl, Robust prediction of extreme length of stays in intensive care
11:30-11:55 Maud Thomas, Predicting extreme influenza epidemics

Contributed Session C28: Records
(11:00-11:55, Room: Pi, Chair: Pavle Mladenovic)
11:00-11:25 Marie-Françoise Barme-Delcroix, Limit laws for a class of multidimensional record values
11:30-11:55 Amir Khorrami Chokami, Some results on joint record events

Lunch to go (12:00-12:30)

Excursion to The Largest Storm Barrier/Middelburg (12:30-21:30)

© EVA 2017 Delft