Previous EVA conferences have been held in Leuven, Belgium (2001), Aveiro, Portugal (2004), twice in Gothenburg, Sweden (1998 and 2005), Bern, Switzerland (2007), and most recently in Fort Collins, USA (2009). As with the previous meetings, the 2011 meeting will schedule presentations on all aspects of risk and extreme value theory and their applications. The emphasis will be on probabilistic modeling, statistical analyses, and applications in
- Climate and Atmospheric Science
- Industrial Risks
- Geosciences
- Hydrology
- Finance, Economics and Insurance
- Biosciences
- Physics
- Telecommunications and Stochastic Networks
It is the aim of the conference to bring together a wide range of researchers, practitioners, and graduate students whose work is related to the analysis of extreme values in a wide sense. Topics of interest include:
- Classical Extreme Value Theory
- Multivariate extreme value statistics and dependence modelling
- Functional extremes
- Rare events
- High dimensional / Dimension reduction
- Spatial/spatio-temporal extremes
- Risk analysis
- Stochastic processes for extremes
Scientific Committee: | Organizing Committee: |
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Jean-Marc AZAIS (Toulouse 3 University)
| Institut Camille Jordan, Lyon 1 University |
Richard DAVIS (Columbia University)
| Anne-Laure FOUGÈRES eva2011@math.univ-lyon1.fr |
Holger DREES (Hamburg University) |
Cécile MERCADIER eva2011@math.univ-lyon1.fr |
Paul EMBRECHTS (Zurich University)
|
Laurent AZEMA (computer support) |
Anne-Laure FOUGÈRES (Lyon 1 University)
|
Sybil CARABOEUF (finances) |
Henrik HULT (Royal Institute of Technology, Stockholm)
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Monique GAFFIER (administrative staff) |
Juerg HUESLER (Bern University)
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Philippe NAVEAU (CNRS LSCE)
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Johan SEGERS (Universite Catholique de Louvain) | |
Jonathan TAWN (Lancaster University)
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For questions please email us at eva2011@math.univ-lyon1.fr
Conference posters (small resolution)
Most of the images come from the ESA gallery