EVA 2017

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


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.


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.



© EVA 2017 Delft