---------------------------------------------------------------------------
Recent advances in the statistical analysis of extreme environmental and
actuarial risk
---------------------------------------------------------------------------
(Meeting supported by an LMS Celebrating New Appointments grant)
Location, Date & Time:
University of Nottingham, Tuesday 10th July 2018, 13:00-17:30
Extreme value theory is a probabilistic framework which is relevant to
the analysis of atypical, extreme events in a very large range of
real-life situations. An important field of application is actuarial
statistics, where one crucial problem is to assess the typical magnitude
and frequency of the highest losses of an insurance company. Another
area where extreme value analysis is now widely used is environmental
statistics, in order to study various extreme phenomena such as
heatwaves, hurricanes, storms and floods. The fields of environmental
science and actuarial risk modelling have a natural intersection, since
extreme climate events tend to result in very high aggregated claim
amounts that can have adverse consequences on insurance companies.
In this workshop, we will look at some recent techniques and tools for
the statistical analysis of extreme risk in these two fields. The
workshop will be organised around the following three talks:
- On trend estimation and testing with application to extreme rainfall
(Claudia Neves, University of Reading),
- Recent advances in models for dependent extremes (David Walshaw,
University of Newcastle)
- Asymmetric least squares techniques for extreme risk estimation
(Gilles Stupfler, University of Nottingham)
Everyone is welcome, and limited travel support is available for PhD
students willing to attend. More information can be found on the webpage
of the workshop:
https://www.maths.nottingham.ac.uk/personal/pmzgs/LMS_meeting.html
and you can also email the organiser (Gilles Stupfler) at
[log in to unmask]
This message and any attachment are intended solely for the addressee
and may contain confidential information. If you have received this
message in error, please contact the sender and delete the email and
attachment.
Any views or opinions expressed by the author of this email do not
necessarily reflect the views of the University of Nottingham. Email
communications with the University of Nottingham may be monitored
where permitted by law.
You may leave the list at any time by sending the command
SIGNOFF allstat
to [log in to unmask], leaving the subject line blank.
|