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The modeling of rare events: from methodology to practice and back

Presented by: 
P Embrechts ETH Zürich
Date: 
Thursday 31st October 2013 - 13:40 to 14:15
Venue: 
INI Seminar Room 1
Abstract: 
In this talk I give a brief overview of the historical development of Extreme Value Theory (EVT), discuss some applications, highlighting EVT's strengths and weaknesses, and indicate relevant research themes going forward.
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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute The Leverhulme Trust London Mathematical Society Microsoft Research NM Rothschild and Sons