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)[expand, expanded=”true”, title=”(more)”]
- 8:30-9:00: Juerg Huesler, Urn-based bivariate extreme shock models
- 9:05-9:35: Yimin Xiao, Excursion probability of Gaussian random fields on sphere
- 9:40-10:10: Gongjun Xu, Rare-event analysis for extremal eigenvalues of the beta-Laguerre ensemble[/expand]
Invited Session I2.1.b Regression, robustness and bias reduction (8:30-10:15, Room: Forum Hall, Chair: A. Guillou)[expand, expanded=”true”, title=”(more)”]
- 8:30-9:00: Miguel de Carvalho, Predictor-dependent multivariate extremes at work
- 9:05-9:35: Anne-Laure Fougères, Bias correction in multivariate extremes
- 9:40-10:10: Armelle Guillou, Robust and bias-corrected estimation in multivariate extremes[/expand]
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)[expand, expanded=”true”, title=”(more)”]
- 10:35-10:55: Konstantinos Spiliopoulos, Rare event simulation in the neighborhood of a rest point
- 11:00-11:20: Pierre Nyquist, Min-max representations of viscosity solutions of Hamilton-Jacobi equations and applications in rare-event simulation
- 11:25-11:45: Karthyek Murthy, Tail probabilities of infinite series of regularly varying random sums – Exact and efficient simulation[/expand]
Contributed Session C2.1.b RARE: Risk analysis, ruin and extremes (10:35-11:50, Room: Great Lakes North, Chair: P. Roy)[expand, expanded=”true”, title=”(more)”]
- 10:35-10:55: Ayan Bhattacharya, Point process convergence for branching random walks with regularly varying steps
- 11:00-11:20: Yogeshwaran Dhandapani, Comparison of point processes and applications to random geometric networks
- 11:25-11:45: Moumanti Podder, Inverse problem for weighted sums with dependent weights and regularly varying tails[/expand]
Contributed Session C2.1.c Time series (10:35-12:15, Room: Forum Hall, Chair: R. Kulik)[expand, expanded=”true”, title=”(more)”]
- 10:35-10:55: Michal Warchol, Statistics for tail processes
- 11:00-11:20: Zhigang Tong, Multivariate tail estimation under extremal dependence and independence
- 11:25-11:45: Yuwei Zhao, The integrated periodogram of a dependent extremal event sequence
- 11:50-12:10: Michel Broniatowski, Estimation for models defined by conditions on their L-moments[/expand]
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)[expand, expanded=”true”, title=”(more)”]
- 13:30-14:00: Philippe Soulier, Practical conditions for weak convergence of tail empirical processes
- 14:05-14:35: Johan Segers, Extreme value copula estimation based on block maxima of a multivariate stationary time series
- 14:40-15:10: Jonathan Hill, Heavy-tail robust and optimally bias-corrected GMM[/expand]
Invited Session I2.2.b Extreme quantiles and regression (13:30-15:15, Room: Forum Hall, Chair: S. Girard)[expand, expanded=”true”, title=”(more)”]
- 13:30-14:00: Holger Drees, Analysis of residuals in boundary regression
- 14:05-14:35: Gilles Stupfler, On the asymptotic behaviour of extreme geometric quantiles
- 14:40-15:10: Benjamin Shaby, Downscaling extremes for fire risk assessment[/expand]
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)[expand, expanded=”true”, title=”(more)”]
- 15:45-16:05: Emmanuel Afuecheta, On the distribution of maximum of multivariate normal random vectors
- 16:10-16:30: Malika Chassan, Bound for the discretization error for the maximum of a Gaussian stationary random field
- 16:35-16:55: Sinisa Stamatovic, On the maximum distribution of Gaussian non centered fields
- 17:00-17:20: Dong-Yun Kim, A test for abrupt change in hazard regression models with Weibull baselines[/expand]
Contributed Session C2.2.b Insurance (15:45-17:25, Room: Great Lakes North, Chair: L. Peng)[expand, expanded=”true”, title=”(more)”]
- 15:45-16:05: Qihe Tang, Extreme risks in insurance and finance with multivariate regular variation
- 16:10-16:30: Fan Yang, Risk concentration based on expectiles for extreme risks under FGM copula
- 16:35-16:55: Farzad Alavi Fard, Pricing participating products with semi-heavy tailed risks: The case of Meixner process
- 17:00-17:20: Jonathan El Methni, Extreme versions of Wang risk measures and their estimation[/expand]
Contributed Session C2.2.c Regular variation, implicit extremes, inference (15:45-17:25, Room: Forum Hall, Chair: Ph. Soulier)[expand, expanded=”true”, title=”(more)”]
- 15:45-16:05: Anja Janssen, Joint extremal behavior of power products
- 16:10-16:30: Adrien Hitz, One-component regular variation for multivariate extremes
- 16:35-16:55: Phyllis Wan, Choice of threshold with a view towards inference on angular distribution of regularly varying data
- 17:00-17:20: Peter Scheffler, Implicit extremes and implicit max-stable laws [/expand]
Poster Session (18:00-20:00, Room: Great Lakes Central)
