Keynote Speaker

John Einmahl (Tilburg)

Sidney Resnick (Cornell)

Holger Rootzén (Chalmers)

Richard Smith (UNC Chapel Hill)

Invited Speaker

Tim Boonen (HKU)

Zaoli Chen (Ottawa)

Bikramjit Das (SUTD)

Jiaying Gu (UToronto)

Mihyun Kim (West Virginia)

Jeongjin Lee (U of Namur)

Yongcheng Qi (Minnesota Duluth)

Yi Shen (Waterloo)

Hoi Ying Wong (CUHK)

Phillip Yam (CUHK)

Fan Yang (Waterloo)

Ting Zhang (U of Georgia)

Schedule

Date Time
Title
7.29 Morning
08:15-08:45
Registration
08:45-09:15
Opening and Photos
09:15-10:15

Keynote Talk:Distinguishing Forms of Asymptotic Dependence in Heavy Tailed Data

Speaker:Sidney Resnick(Cornell University)

10:15-10:30
Tea Break
10:30-11:30

Keynote Talk:Extreme and Quantitative Risk Management in Climate Science

Speaker:Richard Smith(University of North Carolina Chapel Hill)

11:30-14:00
Lunch
7.29 Afternoon
14:00-14:50

Invited Talk:Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis

Speaker:Ting Zhang(The University of Georgia)

14:50-15:30

Invited Talk:Some new results on Empirical Bayes Method in Economics

Speaker:Jiaying Gu(University of Toronto)

15:30-16:00
Tea Break
16:00-16:50

Invited Talk:Extreme Values in Random Matrix Theory

Speaker:Yongcheng Qi(University of Minnesota Twin Cities)

17:00-20:00
Dinner
7.30 Morning
09:15-10:15

Keynote Talk:Is there a cap on how long a human can live? Truncation, censoring and extreme value modelling

Speaker:Holger Rootzén(Chalmers University of Technology)

10:15-10:30
Tea Break
10:30-11:30

Keynote Talk:Extreme value inference for general heterogeneous data

Speaker:John Einmahl(Tilburg University)

11:30-14:00
Lunch
7.30 Afternoon
14:00-14:50

Invited Talk:Tail association in higher dimensions with applications to systemic risk

Speaker:Bikramjit Das(Singapore University of Technology and Design)

14:50-15:30

Invited Talk:Invited Talk:Extremal correlation coefficient for functional data

Speaker:Mihyun Kim(West Virginia University WV USA)

15:30-16:00
Tea Break
16:00-16:50

Invited Talk:X-vine models for multivariate extremes

Speaker:Jeongjin Lee(University of Namur)

17:00-20:00
Dinner
7.31 Morning
09:15-10:05

Invited Talk:Robust Dividend Policy: Equivalence of Epstein-Zin and Meanhout Preferences

Speaker:Hoi Ying Wong(The Chinese University of Hong Kong)

10:05-10:20
Tea Break
10:20-11:10

Invited Talk:Taylor’s Law of Fluctuation Scaling for Heavy-tailed Data and Networks

Speaker:Phillip Yam(The Chinese University of Hong Kong)

11:10-12:00

Invited Talk:Flood risk insurance: A micro-economic foundation

Speaker:Tim Boonen(The University of Hong Kong)

12:00-14:00
Lunch
7.31 Afternoon
14:00-14:50

Invited Talk:Systemic risk shift

Speaker:Fan Yang(University of Waterloo)

14:50-15:30

Invited Talk:Partially Law-Invariant Risk Measures

Speaker:Speaker:Yi Shen(University of Waterloo)

15:30-16:00
Tea Break
16:00-16:50

Invited Talk:Moderately Heavy-Tailed Extremes under Long-Range Dependence

Speaker:Zaoli Chen(University of Ottawa)

17:00-20:00
Dinner
8.1
All time
Leaving the meeting