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)