Extremes Day


“The Extremes Day” will be centered around the “Gulbenkian Lecture” of Laurens de Haan. The Calouste Gulbenkian Foundation conferred a “Gulbenkian Professorship” to Laurens de Haan, Professor at the Faculty of Economics, Erasmus University Rotterdam, and Honorary Professor at Peking University, China, and Honorary Doctor at Lisbon University, Portugal. Laurens de Haan has one of the most prominent careers in the XX century Statistics. He may indeed be considered as one of the world exponents in the area of Statistics of Extremes and his Ph.D. thesis, written at 1970, is still an almost compulsory reference in the field. Laurens de Haan has contributed to the development of well-built theories in areas like Extended Regular Variation, Multivariate Extremes, Semi-Parametric Estimation and Extremes for Dependent Sequences. Recently, he has been paying special attention to the field of Extremes in Infinite-Dimensional Spaces. Beyond the building of a unified and rigorous Extreme Value Theory, Laurens de Haan has also had a pioneering work in the solution of important environmental problems, related to the modelling of rivers, sea and dams, and the specification of new standards for the Dutch sea defences. Since 1997, Laurens de Haan has regularly visited Lisbon, and this has led to the development of joint research work with several members of CEAUL (Centro de Estatística e Aplicações da Universidade de Lisboa), as well as inspired the scientific cooperation with other members of the Portuguese statistical community. On the grounds of the strong cooperation developed between Laurens de Haan and members of DEIO/FCUL (Departamento de Estatística e Investigação Operacional/Faculdade de Ciências da Universidade de Lisboa) and CEAUL, M. Ivette Gomes (DEIO, FCUL) put forward a proposal for the award of a Gulbenkian Professorship, which naturally has been granted. Under this Gulbenkian Professorship, Laurens de Haan has been a visiting professor at FCUL (DEIO), from the 1st of January until the 31st of December 2005. On the occasion of the Gulbenkian Lecture, “On extreme value theory. Or: how to learn from almost disastrous events”, CEAUL and the ERAS’ project, POCI / MAT 58876 / 2004, are organizing an “Extremes Day” in honour of Laurens de Haan. In this “Extremes Day” we are interested in detecting the new advances in the field of Statistics of Extremes, and their applications to Risk, Safety and the Environment, the main topics of ERAS’ project.