Unless otherwise indicated, the lectures are in the Aula, the Nordic School of Public Health

Monday, Aug 17
Time	Event	Location
16.00-19.00	Registration	Main entrance, Nordic School of Public Health
19.00-	Reception	Göteborgsrummet, Nordic School of Public Health

Tuesday, Aug 18
Time	Speaker	Title of talk
8.00-8.45	Registration	Main entrance, Nordic School of Public Health
8.45-9.00	Opening
Stochastic processes Chairman: Sid Resnick
9.00-9.30	Jef Teugels	Limit Theorems for Extremes with Random Sample Size
9.35-10.05	David Mason	Some extreme value behavior associated with the Hopfield model
10.10-10.40	Robert Adler	Euler Characteristics and Exceedence Probabilities
10.40-11.10	Coffee
11.10-11.40	Tailen Hsing	Some extreme value problems in geometric probability
11.45-12.15	Laurens de Haan	Penultimate approximations for (sums of) extremes
12.15-12.40	Discussion
12.40-14.30	Lunch
Oceanography, hydrology Chairman: Dan Rosbjerg
14.30-15.00	Ross Leadbetter	Reliability of ocean structures---a problem in ``penultimate extremes''
15.05-15.35	Jery Stedinger	Generalized Maximum Likelihood GEV quantile estimators from Partial Duration and Annual Maximum Series employing complete and censored information
15.35-16.00	Coffee
16.00-16.30	Georg Lindgren	Extremes of sea state variables as seen from earth observing satellites - some problems with spatial and temporal coverage
16.35-17.05	D. J. Dupuis	Exceedances over High Thresholds: A Guide to Threshold Selection
17.05-17.30	Discussion

Wednesday, Aug 19
Time	Speaker	Title of talk
Statistics: Chairman: John Einmahl
9.00-9.30	Stuart Coles	Bayesian Inference for Extreme Value Modelling
9.35-10.05	Ivette Gomes	The Bootstrap Methodology in Statistical Extremes
10.10-10.40	Holger Drees	Asymptotic Minimax Risk Bounds in Univariate Extreme Value Statistics
10.40-11.10	Coffee
Heavy-tailed modeling Chairman: Walter Willinger
11.10-11.40	Richard Davis	Limit Theory for Autocorrelations of Heavy-Tailed Nonlinear Time Series Models
11.45-12.15	Søren Asmussen	Extreme value theory for M/G/1 type queueing models with subexponential increments
12.15-12.40	Discussion
12.40-14.30	Lunch
Telecommunication Chairman: Richard Davis
14.30-15.00	Walter Willinger	Data network traffic: Heavy tails are here to stay!
15.05-15.35	Sidney I. Resnick	Fluid Queues, On-Off Processes and Teletraffic Modeling
15.35-16.00	Coffee
16.00-16.25	Discussion
17.45-19.00	Buffet, Göteborgsrummet Nordic School of Public Health
Extreme value software Chairman: Nader Tajvidi
19.00-19.20	Clive Anderson	Introduction and general remarks
19.25-19.50	Rolf Reiss	Old and New Features of XTREMES
19.55-20.10	Jan Beirlant	Annex
20.15-20.30	Stuart Coles	Some S+ routines for extreme value analysis

Thursday, Aug 20, Session I, the Aula
Time	Speaker	Title of talk
Financial risk, catastrophe insurance Chairman: Rolf Reiss
9.00-9.30	Casper de Vries	Second Order Diversification Effects
9.35-10.05	Nader Tajvidi	Confidence and prediction intervals computed from Poisson sequences of extreme events
10.10-10.40	Rama Cont	Clustering and dependence in extreme market returns
10.40-11.10	Coffee
Probability Chairman: Robert Adler
11.10-11.40	Andreia Hall	Extremes of Integer-valued Moving Average Models
11.45-12.15	Marie-France Kratz	Central limit theorems for non-smooth functionals related to crossings (via the Hermite polynomial expansion)
12.15-12.45	Patrik Albin	Extremes and Upcrossing Intensities for P-differentiable Stationary Processes
12.45-13.10	Discussion
15.15-appr. 17.30	Excursion to Älvsborgs fästning	Starts and ends on dock at Nordic School of Public Health

Thursday, Aug 20, Session II, the Aula of the Nordic Folk Academy
Time	Speaker	Title of talk
Statistics Chairman: Holger Drees
9.00-9.30	Theresa Pereira	Efficient Estimation of the Extreme Value Index
9.35-10.05	Paola Bortot	Models for Extremes of Markov Chains under Asymptotic Independence
10.10-10.40	Edgar Kaufmann	Approximation of the Hill Estimator Process
10.40-11.10	Coffee
Probability Chairman: Milan Borkovec
11.10-11.40	C. Chandran	Clustered Models for Gaussian Extremes
11.45-12.15	Armelle Guillou	On the Influence of Weights on Extremes
12.15-12.45	Gennady Samorodnitsky	The supremum of a negative drift random walk with dependent heavy--tailed steps
12.45-13.10	Discussion
15.15-appr. 17.30	Excursion to Älvsborgs fästning	Starts and ends on dock at Nordic School of Public Health

Friday, Aug 21, Session I, the Aula
Time	Speaker	Title of talk
Stochastic processes Chairman: Lars Holst
9.00-9.30	Jürg Hüsler	Extremes of some Gaussian processes
9.35-10.05	Sergei Novak	On the limiting distribution of extremes
10.10-10.40	Vladimir Piterbarg	lp valued Gaussian processes: large deviations
10.40-11.10	Coffee
11.10-11.40	Thomas Mikosch	The extremes of the periodogram
11.45-12.15	Christer Borell	A Brownian motion approach to log-concave measures and an application to the option on the minimum of several assets
12.15-12.40	Discussion
12.40-14.30	Lunch
Metal fatigue, geophysics Chairman: Thomas Svensson
14.30-15.00	Rinya Takahashi	Prediction of the maximum size in Wicksell's corpuscle problem
15.05-15.35	Clive Anderson	The Largest Inclusions Within a Piece of Steel
15.35-16.00	Coffee
16.00-16.30	Ove Ditlevsen	Lévy noise driven system - with applications in geophysics
16.30-16.55	Discussion
19.00-19.30	Guided walking tour of Kulturreservatet Klippan	Starts and ends at Sjömagasinet
19.30-	Conference dinner at Sjömagasinet

Friday, Aug 21, Session II, the Aula of the Nordic Folk Academy
Time	Speaker	Title of talk
Statistics, multivariate Chairman: Ivette Gomes
9.00-9.30	Belkacem Abdous	Non-parametric estimation of the limit dependence function of multivariate extremes
9.35-10.05	Saraleesan Nadarajah	Multivariate Declustering Techniques
10.10-10.40	John Einmahl	Nonparametric estimation of the spectral measure of an extreme value distribution
10.40-11.10	Coffee
11.10-11.40	Patricia Bermudez	Bayesian approach to extreme quantile estimation through threshold methods
11.45-12.15	Anthony Ledford	Modelling dependence in joint tails
12.15-12.40	Discussion
12.40-14.30	Lunch
Statistical methods Chairman: Kamil Turkman
14.30-15.00	Mark Dixon	Finite sample inference for extreme value distributions
15.05-15.35	Alexandre M. Berred	Tolerance regions for record values
15.35-16.00	Coffee
Probability Chairman: Jürg Hüsler
16.00-16.30	Martin Schlather	Limit distributions of lalpha-norms of vectors of positive i. i. d. random variables
16:35-17.05	George Haiman	Records and 2-block records of 1-dependent stationary sequences under local dependence
17.10-17.35	Discussion
19.00-19.30	Guided walking tour of Kulturreservatet Klippan	Starts and ends at Sjömagasinet
19.30-	Conference dinner at Sjömagasinet

Saturday, Aug 22
Time	Speaker	Title of talk
Hydrology, climatology Chairman: Jery Stedinger
9.00-9.30	Adri Buishand	Generation of daily precipitation in the Rhine basin as part of a new methodology to estimate extreme river discharges
9.35-10.05	Dan Rosbjerg	Recent advances in modelling of extreme hydrologic events
10.10-10.40	Richard W. Katz	Extreme Weather Events and Climate Change
10.40-11.10	Coffee
Climatology Chairman: Adri Buishand
11.10-11.40	David Walshaw	Assessing the Risk of Frost Damage
11.45-12.15	Jaakko Helminen	Absolute Maximum and Minimum Temperature Extreme-Value Distributions vs. Circulation Regimes over Nordic Countries
12.15-12.40	Discussion
12.40-14.30	Lunch
Financial risk, catastrophe insurance Chairman: Thomas Mikosch
14.30-15.00	Jan Beirlant	Linear Models in Extreme Value Modelling
15.05-15.35	Catalin Starica	Estimation of the extreme value distribution for Constant Conditional Correlation models
15.35-16.00	Coffee
16.00-16.30	Claudia Klüppelberg	Risk management in finance: an application of extreme value theory
16.30-16.40	Closing

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