Program

Monday

 

Coffee, Bagels and Registration (8:00-8:20)

Welcoming Remarks (8:20-8:30, Room: Forum Hall)

Invited Session I1.1.a Extremes in economics and finance (8:30-10:15, Room: Great Lakes Central, Chair: P. Embrechts)

Invited Session I1.1.b Extremes in insurance (8:30-10:15, Room: Forum Hall, Chair: Th. Mikosch)

Coffee Break and Registration (10:15-10:35)

Contributed Session C1.1.a Large deviations and limit theorems (10:35-12:15, Room: Great Lakes Central, Chair: H. Drees)

Contributed Session C1.1.b Storms, hurricanes, and floods (10:35-12:15, Room: Great Lakes North, Chair: S. Stoev)

Contributed Session C1.1.c Multivariate extremes (10:35-12:15, Room: Forum Hall, Chair: M. Falk)

Lunch Break (12:15-13:30)

Invited Session I1.2.a Statistics of multivariate extremes (13:30-15:15, Room:  Great Lakes Central, Chair: A.-L. Fougères)

Invited Session I1.2.b Extremes and numerical experiments. Prediction and scores (13:30-15:15, Room:  Forum Hall, Chair: Ph. Naveau)

Coffee Break (15:15-15:45)

Contributed Session C1.2.a Limit theorems (15:45-17:25, Room: Great Lakes Central, Chair: J. Segers)

Contributed Session C1.2.b Tail dependence (15:45-17:25, Room: Great Lakes North, Chair: S. Padoan)

Contributed Session C1.2.c Quantiles and inference (15:45-17:25, Room: Forum Hall, Chair: J. Einmahl)

Welcoming Reception (18:00-20:00, Location: Michigan League)

Tuesday

Coffee, Bagels and Registration (8:00-8:30)

Invited Session I2.1.a Recent advances in rare event analysis (8:30-10:15, Room: Great Lakes Central, Chair: J. Liu)

Invited Session I2.1.b Regression, robustness and bias reduction (8:30-10:15, Room: Forum Hall, Chair: A. Guillou)

Coffee Break and Registration (10:15-10:35)

Contributed Session C2.1.a Rare event simulation (10:35-11:50, Room: Great Lakes Central, Chair: H. Hult)

Contributed Session C2.1.b RARE: Risk analysis, ruin and extremes (10:35-11:50, Room: Great Lakes North, Chair: P. Roy)

Contributed Session C2.1.c Time series (10:35-12:15, Room: Forum Hall, Chair: R. Kulik)

Lunch Break (12:15-13:30)

Invited Session I2.2.a Extremes for time series (13:30-15:15, Room:  Great Lakes Central, Chair: R. Kulik)

Invited Session I2.2.b Extreme quantiles and regression (13:30-15:15, Room:  Forum Hall, Chair: S. Girard)

Coffee Break (15:15-15:45)

Contributed Session C2.2.a Gaussian laws (15:45-17:25, Room: Great Lakes Central, Chair: J.-M. Azais)

Contributed Session C2.2.b Insurance (15:45-17:25, Room: Great Lakes North, Chair: L. Peng)

Contributed Session C2.2.c Regular variation, implicit extremes, inference (15:45-17:25, Room: Forum Hall, Chair: Ph. Soulier)

Poster Session (18:00-20:00, Room: Great Lakes Central)

Wednesday

Coffee, Bagels and Registration (8:00-8:30)

Invited Session I3.1.a Gaussian processes and extremes (8:30-10:15, Room: Great Lakes Central, Chair: J. Huesler)

Invited Session I3.1.b Max-stable processes and applications (8:30-10:15, Room: Forum Hall, Chair: Cl. Dombry)

Coffee Break and Registration (10:15-10:35)

Invited Session I3.2.a Likelihood-based inference for multivariate extremes (10:35-12:20, Room: Great Lakes Central, Chair: J. Wadsworth)

Invited Session I3.2.b RARE: Risk analysis, ruin and extremes (10:35-12:20, Room: Forum Hall, Chair: M. Kratz)

Lunch and Excursion to the Henry Ford Museum (12:30-17:30, registration in advance required)

Thursday

Coffee, Bagels and Registration (8:00-8:30)

Invited Session I4.1.a Geometry and extremes (8:30-10:15, Room: Great Lakes Central, Chair: Cl. Dombry)

Invited Session I4.1.b Extremal behavior of random graphs and networks (8:30-10:15, Room: Forum Hall, Chair: R. Davis)

Coffee Break and Registration (10:15-10:35)

Invited Session C4.1 History and future (10:35-12:15, Room: Great Lakes combined, Chair: T. Hsing)

  • 10:35-10:55: Ross Leadbetter
  • 11:00-11:20: Juerg Huesler
  • 11:25-11:45: Paul Embrechts (slides)
  • 11:50-12:10: Anthony Davison (slides)

Lunch Break (12:15-13:30)

Invited Session I4.2.a Extremes in high dimensions (13:30-15:15, Room: Great Lakes Central, Chair: H. Rootzén)

Invited Session I4.2.b Statistics for environmental and weather extremes (13:30-15:15, Room:  Forum Hall, Chair: D. Cooley)

Coffee Break (15:15-15:45)

Contributed Session C4.2.a Inference for multivariate extremes (15:45-17:25, Room: Great Lakes Central, Chair: J. Nolan)

Contributed Session C4.2.b Risk measures (15:45-17:25, Room: Great Lakes North, Chair: N. Nolde)

Contributed Session C4.2.c Tail inference (15:45-17:25, Room: Forum Hall, Chair: A. Guillou)

Conference Dinner  (18:00-21:30, Michigan League, the Ball Room)

Friday

Coffee, Bagels and Registration (8:00-8:30)

Invited Session I5.1.a Rare events in random topology (8:30-10:15, Room: Great Lakes Central, Chair: P. Embrechts)

Invited Session I5.1.b Spatio-temporal models and inference (8:30-10:15, Room: Forum Hall, Chair: A. Davison)

Coffee Break and Registration (10:15-10:35)

Contributed Session C5.1.a Wave and climate extremes (10:35-12:15, Room: Great Lakes Central, Chair: Ph. Naveau)

Contributed Session C5.1.b Inference methodology (10:35-12:15, Room: Great Lakes North, Chair: J. Beirlant)

Contributed Session C5.1.c Space and time (10:35-11:45, Room: Forum Hall, Chair: M. Ribatet)

Lunch Break (12:15-13:30)

Contributed Session C5.2.a Location of extremes and level crossings (13:30-15:10, Room: Great Lakes Central, Chair: T. Hsing)

Contributed Session C5.2.b Modeling extreme events: terrorism and electricity (13:30-15:10, Room: Great Lakes North, Chair: Cl. Klueppelberg)

Contributed Session C5.2.c Modeling extreme events: precipitation and floods (13:30-15:10, Room: Forum Hall, Chair: P. Whitfield)

Coffee Break (15:10-15:30)

Invited Session I5.2.a Extremes for random fields (15:30-17:15, Room: Great Lakes Central, Chair: S. Stoev)

Invited Session I5.2.b Detection and attribution of climate extremes (15:30-17:15, Room: Forum Hall, Chair: R. Smith)

Conference ends (17:15)