Abstracts

Speaker	Affiliation	Title
Abdous, Belkacem	Université du Québec à Trois-Rivières Canada	Non-parametric estimation of the limit dependence function of multivariate extremes (Full paper)
Adler, Robert J.	Technion ISRAEL	Euler Characteristics and Exceedence Probabilities
Albin, Patrik	Chalmers tekniska högskola Sweden	Extremes and Upcrossing Intensities for P-differentiable Stationary Processes
Anderson, Clive	University of Sheffield UK	The Largest Inclusions Within a Piece of Steel
Asmussen, Søren	Lunds Universitet Sweden	Extreme value theory for M/G/1 type queueing models with subexponential increments
Beirlant, Jan	Katholieke Universiteit Leuven Belgium	Linear Models in Extreme Value Modelling
Bermudez, Patricia	Universidade de Lisboa Portugal	Bayesian approach to extreme quantile estimation through threshold methods
Berred, Alexandre M.	Université du Havre France	Tolerance regions for record values
Borell, Christer	Chalmers tekniska högskola Sweden	A Brownian motion approach to log-concave measures and an application to the option on the minimum of several assets
Bortot, Paola	Università di Padova Italy	Models for Extremes of Markov Chains under Asymptotic Independence
Buishand, Adri	Het Koninklijk Nederlands Meteorologisch Instituut The Netherlands	Generation of daily precipitation in the Rhine basin as part of a new methodology to estimate extreme river discharges
Chandran, C.	University of Sheffield UK	Clustered Models for Gaussian Extremes
Coles, Stuart	Lancaster University UK	Bayesian Inference for Extreme Value Modelling
Coles, Stuart	Lancaster University UK	Splus functions for extreme value modelling
Cont, Rama	Ecole Polytechnique Fédérale de Lausanne Switzerland	Clustering and dependence in extreme market returns
Davis, Richard	Colorado State University USA	Limit Theory for Autocorrelations of Heavy-Tailed Nonlinear Time Series Models
Ditlevsen, Ove	Danmarks Tekniske Universitet Denmark	Lévy noise driven system - with applications in geophysics
Dixon, Mark	University of Newcastle upon Tyne UK	Finite sample inference for extreme value distributions
Drees, Holger	Universität zu Köln Germany	Asymptotic Minimax Risk Bounds in Univariate Extreme Value Statistics
Dupuis, D. J.	Dalhousie University Canada	Exceedances over High Thresholds: A Guide to Threshold Selection
Einmahl, John	Technische Universiteit Eindhoven The Netherlands	Nonparametric estimation of the spectral measure of an extreme value distribution
Gomes, Ivette	Universidade de Lisboa Portugal	The Bootstrap Methodology in Statistical Extremes
Guillou, Armelle	Centre de Calcul recherche et Réseau Jussieu France	On the Influence of Weights on Extremes
de Haan, Laurens	Erasmus Universiteit Rotterdam The Netherlands	Penultimate approximations for (sums of) extremes
Haiman, George	Centre de Calcul Recherche et Réseau Jussieu France	Records and 2-block records of 1-dependent stationary sequences under local dependence
Hall, Andreia	Universidade de Aveiro Portugal	Extremes of Integer-valued Moving Average Models
Helminen, Jaakko	Ilmatieteen Laitos Finland	Absolute Maximum and Minimum Temperature Extreme-Value Distributions vs. Circulation Regimes over Nordic Countries
Hsing, Tailen	National University of Singapore Singapore	Some extreme value problems in geometric probability
Hüsler, Jürg	Universität Bern Switzerland	Extremes of some Gaussian processes
Katz, Richard W.	National Center for Atmospheric Research USA	Extreme Weather Events and Climate Change
Kaufmann, Edgar	Universität Gesamthochschule Siegen Germany	Approximation of the Hill Estimator Process
Klüppelberg, Claudia	Technische Universität München Germany	Risk management in finance: an application of extreme value theory
Kratz, Marie F.	Université René Descartes, Paris V France	Central limit theorems for non-smooth functionals related to crossings (via the Hermite polynomial expansion)
Leadbetter, M.R.	University of North Carolina at Chapel Hill USA	Reliability of ocean structures -a problem in "penultimate extremes"
Leadbetter, M.R.	University of North Carolina at Chapel Hill USA	On extremes and central limit theory for random fields
Ledford, Anthony W.	University of Surrey UK	Modelling dependence in joint tails
Lindgren, Georg	Lunds Universitet Sweden	Extremes of sea state variables as seen from earth observing satellites - some problems with spatial and temporal coverage
Mason, David	University of Delaware USA	Some extreme value behavior associated with the Hopfield model
Mikosch, Thomas	Rijksuniversiteit Groningen The Netherlands	The extremes of the periodogram
Nadarajah, Saraleesan	University of Plymouth UK	Multivariate Declustering Techniques
Novak, Serguei	University of Sussex at Brighton UK	On the limiting distribution of extremes
Pereira, Theresa Themido	Universidade de Lisboa Portugal	Efficient Estimation of the Extreme Value Index
Piterbarg, Vladimir I.	Russia	lp valued Gaussian processes: large deviations
Reiss, Rolf	Universität-Gesamthochschule Siegen Germany	Old and New Features of XTREMES
Resnick, Sid	Cornell University USA	Fluid Queues, On-Off Processes and Teletraffic Modeling
Rosbjerg, Dan	Danmarks Tekniske Universitet Denmark	Recent advances in modelling of extreme hydrologic events
Samorodnitsky, Gennady	Cornell University USA	The supremum of a negative drift random walk with dependent heavy--tailed steps
Schlather, Martin	Lancaster University UK	Limit distributions of lalpha-norms of vectors of positive i. i. d. random variables
Starica, Catalin	Chalmers tekniska högskola Sweden	Estimation of the extreme value distribution for Constant Conditional Correlation models
Stedinger, Jery	Cornell University USA	Generalized Maximum Likelihood GEV quantile estimators from Partial Duration and Annual Maximum Series employing complete and censored information
Tajvidi, Nader	Linköpings universitet Sweden	Confidence and prediction intervals computed from Poisson sequences of extreme events
Takahashi, Rinya	Japan	Prediction of the maximum size in Wicksell's corpuscle problem
Teugels, Jef	Katholieke Universiteit Leuven Belgium	Limit Theorems for Extremes with Random Sample Size
de Vries, Casper	Erasmus Universiteit Rotterdam The Netherlands	Second Order Diversification Effects
Walshaw, David	University of Newcastle upon Tyne UK	Assessing the Risk of Frost Damage
Willinger, Walter	AT&T USA	Data network traffic: Heavy tails are here to stay!