School of Mathematical Sciences
   
   
  

Meeting: Recent advances in the statistical analysis of extreme environmental and actuarial risk

Location
Physics Building
Date(s)
Tuesday 10th July 2018 (13:00-17:30)
Contact
Gilles Stupfler
Description
Meeting supported by an LMS Celebrating New Appointments (Scheme 9) grant
Recent advances in the statistical analysis of extreme environmental and actuarial risk
Extreme value theory is a probabilistic framework which is relevant to the analysis of atypical, extreme events in a very large range of real-life situations. An important field of application is actuarial statistics, where one crucial problem is to assess the typical magnitude and frequency of the highest losses of an insurance company. Another area where extreme value analysis is now widely used is environmental statistics, in order to study various extreme phenomena such as heatwaves, hurricanes, storms and floods. The fields of environmental science and actuarial risk modelling have a natural intersection, since extreme climate events tend to result in very high aggregated claim amounts that can have adverse consequences on insurance companies.
In this workshop, we will look at some recent techniques and tools for the statistical analysis of extreme risk in these two fields. The workshop will be organised around the following three talks:
  • On trend estimation and testing with application to extreme rainfall (Claudia Neves, University of Reading),
  • Recent advances in models for dependent extremes (David Walshaw, University of Newcastle),
  • Asymmetric least squares techniques for extreme risk estimation (Gilles Stupfler, University of Nottingham).
Everyone is welcome, and limited travel support is available for PhD students willing to attend. More information can be found on the webpage of the workshop: 
or by contacting the workshop organiser (Gilles Stupfler) by email

 

School of Mathematical Sciences

The University of Nottingham
University Park
Nottingham, NG7 2RD

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