Past events

  • Maphysto/CAF/DYNSTOCH Advanced Concentrated Course Long Range Dependence, Heavy Tails and Rare Events in Copenhagen, May 6-10, 2002, jointly organized with Soren Asmussen and Michael Sorensen. Main lecturer was Gennady Samorodnitsky. For a course description and lecture notes see here www.math.ku.dk/~mikosch/maphysto/empproc.html

  • Scientific Chair of the Programme Committee of the European Meeting of Statisticians in Prague, August 19-23, 2002. See here http://siprint.utia.cas.cz/24_ems/main.html

  • Organizer (jointly with David Lando and Michael Sorensen) The Second Thiele Symposium on Financial Econometrics in Copenhagen, Denmark, October 17-18, 2002. For a programme see here http://www.math.ku.dk/~michael/thiele2/

  • Organizer (jointly with Søren Asmussen, Ole E. Barndorff-Nielsen, Bent Jesper Christensen, Thomas Møller, Mogens Steffensen and Michael Sørensen) Maphysto/CAF/DYNSTOCH workshop Financial methods in insurance in Copenhagen, Denmark, February 20-21, 2003. For a tentative programme see here http://www.math.ku.dk/~tmoller/maphysto/

  • Organizer (jointly with Søren Asmussen, Martin Jacobsen, Michael Sørensen) Maphysto/DYNSTOCH Concentrated Advanced Course Statistical methods for financial risk management in Copenhagen, Denmark, May 26-30, 2003. For a tentative programme see here http://www.math.ku.dk/~mikosch/maphysto_alex/alex.html and here http://www.maphysto.dk/news2/Issue1/Past/PastCAC.html

  • Organizer (jointly with Boualem Djehiche (Sweden), Pål Lillevold (Norway), Harri Nyrhinen (Finland), Holger Rootzen (Sweden), Vibeke Thingaard (Denmark)) of the Nordic Summer School in Insurance Mathematics New financial products in insurance at Såstaholm Konferens in Täby (ca 20 min from Stockholm, 25 min from Arlanda airport), Monday Sep 8, 2003 - Friday Sep 12, 2003. For a tentative programme see here http://www.math.kth.se/~hult/summerschool.htm

  • Member of Scientific Programme Committee of the 3rd Conference in Actuarial Science and Finance to be held in Samos, September 2-5, 2004. http://www.stat.ucl.ac.be/Samos2004

  • Organizer (jointly with Søren Asmussen, Henrik Hult, Michael Sørensen) Maphysto Concentrated Advanced Course and Workshop Non-Linear Time Series Modeling in Copenhagen, Denmark, September 27- October 1, 2004. Main lecturer will be Richard A. Davis. For more information see here http://www.math.ku.dk/~mikosch/maphysto_richard/richard.html

  • Organizer (jointly with Stuart Coles, Richard A. Davis, Claudia Kluppelberg, Holger Rootzen) Maphysto Conference, jointly organized with the Department of Statistics of Chalmers University Gothenburg, Conference on Extreme Value Analysis IV, Probabilistic and Statistical Models and their Applications in Gothenburg, Sweden, August 15 - August 19, 2005. For more information see here http://www.math.ku.dk/~mikosch/maphysto_extremes_2005/extremes.html

  • PhD Course Limit Theorems of Probability Theory by Professor Valentin V. Petrov, University of St. Petersburg, in Copenhagen, Denmark, October 3, 4, and 6, 2006. For more information see here
  • The 5th Conference on Levy Processes: Theory and Applications in Copenhagen, Denmark, August 13 - August 17, 2007.

    The Conference is preceeded by a Satellite Summerschool in Sandbjerg, Denmark, August 9 - August 12, 2007. For more information see here http://www.math.ku.dk/conf/levy2007/levy.html

  • Advanced Concentrated Course on Long Range Dependence by Gennady Samorodnitsky (Cornell University) Copenhagen, Denmark, October 20-23, 2008. For more information see here

  • 100 Years of Queueing - The Erlang Centennial in Copenhagen on April 1-3, 2009. For more information see here

  • 6th International Conference on Extreme Value Analysis in Fort Collins Colorado on June 22-26, 2009. For more information see here

  • Symposiun in Honour of Martin Jacobsen at Copenhagen, Denmark, March 25, 2011.

    For more information see here

  • New Frontiers in Applied Probability - A Conference in Honour of Soeren Asmussen at Sandbjerg Estate, Denmark, August 1-5, 2011.

    For more information see here

  • PhD Course and Workshop on Extremes in Space and Time Copenhagen, May 27-31, 2013.

    For more information see here.