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 abstracts 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.

4th Conference on
Extreme Value Analysis
Probabilistic and Statistical Models and their Applications

Gothenburg, August 15-19, 2005



The Fourth International Conference on Extreme Value Analysis will be hosted by the Stochastic Centre of Chalmers University Gothenburg and by MaPhySto, The Danish Research Network for Mathematical Physics and Stochastics.

The First Conference was held in Gothenburg (1998), the Second in Leuven (2001), and the Third in Aveiro (2004). 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. See the announcement

The conference will start on Monday, August 15, 2005, at 9 a.m. and end on Friday, August 19, 2005, at 4 p.m.


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