EVA 2005

4th Conference on

Extreme Value Analysis

Gothenburg, August 15-19, 2005

Stochastic centre





Paper: Copulas: Tales and Facts by Thomas Mikosch

Summary of the posters
Slides for download

Check-in information

The Program
with abstratcs is now available.

Information about the excursion .

How to find the conference center?

Registration form now available.

Announcement for the software session. ( PDF )

Announcement for the copula discussion. ( PDF )

The content of this website is tentative and will frequently be updated.

Abstract submission

The deadline for the submission of abstracts is 30 April, 2005. Please indicate in your submisson whether you prefer to give a talk or whether you want to participate in the poster sessions. The maximum length of abstracts is one page. The Scientific Committee will send information about the acceptance of the contributions by 15 May, 2005. Speakers will be asked to submit one paper (or electronic) copy of the slides for their talks (6 slides per page, at most 4 pages). These will then be duplicated and distributed to the participants at the start of the conference. Similarly, participants with poster presentation are encouraged to submit a paper or electronic copy of their poster, in a format which is suitable for copying and distribution.


Abstracts should be written using the template latex-file Submit your abstract (the LaTeX file) by email to hult@math.ku.dk. Please pay particular attention to the emphasized topics.

As in the previous meetings, the 2005 meeting will schedule review papers and original research on all aspects of risk and extreme value theory and their applications. The emphasis will be on probabilistic modeling, statistical analyses, and applications in
  Hydrology and Atmospheric Sciences
  Finance, Economics and Insurance
  Telecommunications and Stochastic Networks
  Material Sciences

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
  Novel applications of extreme value theory
  Statistics of extremal events
  Heavy-tailed phenomena
  Large deviations
  Methods of risk analysis
  Stochastic processes for extremes
  Rare event simulation
  Multivariate extremes
  Dependence and extremes
  Spatio-temporal models

Software packages on extreme value theory and related fields will be presented



For questions and comments contact: Thomas Mikosch mikosch@math.ku.dk