EVA 2017


10th Extreme Value Analysis Conference
TU Delft ⎯ June 26-30, 2017

Welcome!




UPDATED FINAL PROGRAM: visit here or download!
You can also download the
Book of Abstracts.
Please notice that the Book of Abstracts will not be printed.

For last-minute changes in the program, please click here.

NEW: Program for accompanying persons on Tuesday 27 June

The results of the Challenge are now available.
9 Candidates have been selected for the Best Student Paper Award.

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The 10th international conference on Extreme Value Analysis will take place at Delft University of Technology (TU Delft), The Netherlands, from June 26-30, 2017.
All talks will take place at the EEMCS (EWI) Faculty.

It will schedule presentations on all probabilistic and statistical aspects of Extreme Value Analysis, and applications in

  • Climate and Atmospheric Science  
  • Industrial Risks
  • Geosciences
  • Hydrology
  • Finance, Economics and Insurance
  • Biosciences
  • Physics
  • Telecommunications and Stochastic Networks

This conference will bring together a diverse range of researchers, practitioners, and graduate students whose work is related to the analysis of extreme values in a broad sense.
Topics of interest include:

  • Univariate, multivariate, infinite dimensional extreme value theory
  • Heavy tails/light tails
  • Order statistics and records
  • Rare events and risk analysis, and
  • Spatial/spatio-temporal extremes

Come back often for news and updates!





Download our posters in high definition! Click on the image you prefer.


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© EVA 2017 Delft