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.
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
- Finance, Economics and Insurance
- 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!
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