Risk Quantification and Extreme Values in Applications
The meeting is now over. Thanks to all participants and sponsors for the great week!
More photos available here (usual password).
The Chair of Statistics and the Bernoulli Center of EPFL is hosting a workshop on extremes during three days from 15-17 February 2017. Talks will take place in auditorium CE2, coffee breaks and the poster session at L’Épicure. The scientific goal is to identify risk-related problems arising in practical applications, and to discuss the recent statistical tools and extreme value methodology that provide solutions to these questions. The program of each of the three days will focus on one of the main topics:
- recent advances in the statistical methodology of extremes,
- risk applications in hydrology and meteorology,
- risk applications in finance and insurance.
Besides the invited presentations, we are accepting applications for several contributed talks and a poster session that cover further aspects of the above subjects. Young researchers are especially encouraged to take part in the workshop and in the two-day PhD Winter School that will take place on 13-14 February 2017. It will feature lectures by Jonathan Tawn and Clément Dombry.
- Valérie Chavez-Demoulin, Université de Lausanne
- Paul Embrechts, ETH Zürich
- Anne-Catherine Favre, Institut national polytechnique de Grenoble
- Raphaël Huser, King Abdullah University of Science and Technology
- Philippe Naveau, Laboratoire des Sciences du Climat et l’Environnement, CNRS
- Marco Oesting, Universität Siegen
- Anne Sabourin, Université Paris-Saclay
- Martin Schlather, Universität Mannheim
- Jenny Wadsworth, Lancaster University
- Stefan Wager, Stanford University
- Dirk Tasche, Swiss Financial Market Supervisory Authority FINMA
- Chen Zhou, Erasmus University Rotterdam and De Nederlandsche Bank
Registration and abstract submission
Registration is closed
Attendees presenting must provide an abstract with the payment form. Details on the payment will be sent by email to registered participants. The deadline for registration was November 30th, 2016. Payment must be completed by January 16th, 2016.
The tentative registration fee of CHF 100 (workshop alone) includes coffee breaks, lunches, the apéro reception on Wednesday evening, and the conference dinner on Thursday evening.
On-campus accommodation is available at the Swiss Tech Hotel and the Starling hotel. We have reserved 30 rooms at the Swiss Tech Hotel at a fixed rate of CHF 125 per night. If you would like to use this offer, you have to provide the code EXTREMES17 when reserving the room on the website Swiss Tech Hotel or directly by email. Numerous hotels can be found in the city center of Lausanne, including the Regina Hotel and the Lausanne Guesthouse. The city center is connected to EPFL campus by the M1 metro line. A Lausanne Transportation Card is included with your hotel fee, valid from the day of arrival until your departure (see also here).