May 2

12.15-12.45 Sebastien Michel
R. Peled, Y. Peres, J. Pitman, R. Tanaka: Random Dirichlet series arising from records

12.45-13.15 Gergo Lukats
G. Alsmeyer, Z. Kabluchko, A. Marynych: Leader election using random walks

13.15-13.45 Fahrozi
M. Odening, J. Hinrichs: Using Extreme Value Theory to Estimate Value-at-Risk

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May 9

12.15-12.45 Brieuc Evanno
V. Fasen, C. Kluppelberg, A. Menzel: Quantifying Extreme Risks

12.45-13.15 Petra Harjan
A. J. McNeil: Extreme Value Theory for Risk Managers

13.15-13.45 Richard Bene
K. Avdulaj: The Extreme Value Theory as a Tool to Measure Market Risk

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May 16

12.15-12.45 Dora Szekrenyes
M. Krusper: The application of multivariate extreme value distributions to insurance and financial data

12.45-13.15 Bruno Queguiner
L. Homolka: Extreme value theory and bootstrap approach for robust value at risk estimation under Basel II

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Mate Baranyi: oral exam

Katinka Pall: oral exam