Sixth International Conference on Extreme Value Analysis

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This grant will used to support the Sixth International Conference On Extreme Value Analysis, to be held in June of 2009 at Colorado State University, Fort Collins, Colorado. While extreme value theory has always played an important role in probability and statistics, recent events such as the economic meltdown of the international banking system and the heightened threats of climate change have underscored the pressing need to develop and expand methodologies in extremes to tackle these new and critical challenges. Many of the first applications of extremes were tied to hydrology. Engineers were interested in designing dams that would cope with maximum river flow. This led naturally to the concept of a one hundred year flood. Analogues of the concept of the 100 year flood have spread to atmospheric science, where one may be interested in the 100 year rainfall, and to finance where the 100 year flood is replaced by the 10 day or 1 year VaR (value at risk). In the last ten years there has been a rapid development of new theory and methodology in extreme value theory. This has been motivated by applications in climate and atmospheric science; geosciences; hydrology; finance, economics, and insurance; and telecommunications and stochastic networks. Recent events such as the economic meltdown of the international banking system and the heightened threats of climate change have underscored the pressing need to develop and expand methodologies in extremes to tackle these new and critical challenges. The ? Sixth International Conference On Extreme Value Analysis? will bring together a wide range of researchers, practitioners, and graduate students whose work is related to the analysis of extreme values. All aspects of risk and extreme value analysis and their applications will be included with participants from a variety of disciplines in the physical sciences, engineering and economics. There will, however, be greater focus on more pressing needs in atmospheric science and finance.