22nd Apr

14.15-14.45 Benedek Math
B. Basrak, N. Milincevic, P. Zugec: On extremes of random clusters and marked renewal cluster processes

14.45-15.15 Ikachai Collins
B. L. S. P. Rao: On some characterizations of probability distributions based on maxima or minima of some families of dependent random variables

15.15-15.45 Csaba Kiss
M. Falk, G. Stupfler: An offspring of multivariate extreme value theory: the max-characteristic function

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29th Apr

14.15-14.45 Ankit Sharma
T. Mikosch, J. Yslas: Gumbel and Frechet convergence of the maxima of independent random walks

14.45-15.15 Balint Kovacs
J. A. Fill: Breaking bivariate records

15.15-15.45 Isil Bilenoglu
M. Conroy, S. Sethuraman: Gumbel laws in the symmetric exclusion process

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6th May

14.00-14.30 Adam Nemes
F. Higgs, M. D. Penrose, X. Yang: Covering one point process with another

14.30-15.00 Zhangylay Kalybay
G. L. Akolo: Analysis of financial risk using extreme value theory

15.00-15.30 Mate Szoke
J. Danielsson: Financial Risk Forecasting, Extreme Value Theory

15.30-16.00 Remember Mbhiza
G. S. Chauhan: Modeling of Extreme Market Risk using Extreme Value Theory (EVT): An Empirical Exposition for Indian and Global Stock Indices

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13th May

14.15-14.45 Nazi Omarova
M. Gilli, E. Kellezi: An Application of Extreme Value Theory for Measuring Financial Risk

14.45-15.15 Adrienn Czako
P. Embrechts, S. I. Resnick, G. Samorodnitsky: Extreme value theory as a risk management tool

15.15-15.45 Patrik Marozsan
G. Magnou: An application of extreme value theory for measuring financial risk in the Urugayan pension fund

15.45-16.15 Marton Meszaros
S. B. Muela, C. L. Martín, R. A. Sanz: An application of extreme value theory in estimating liquidity risk

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oral exam:
Evelin Korpas