Harald Bohr Lecture: Paul Embrechts
Title: The mathematics of risk
Speaker: Paul Embrechts, Professor of Mathematics, ETH Zurich.
Abstract: Current events around the world bring the consequences of natural catastrophes almost daily to our attention.
In this talk I will discuss how mathematical and statistical methodology, through the field of Extreme Value Theory (EVT), offers a scientific language useful in a broader societal discussion around such devastating events. I will review some of the main mathematical results and indicate where necessary future research is needed.
After the lecture there will be a reception in “Vandrehallen” (HC Ørsted Institute, Universitetsparken 5), at the stairs to the MATH-buidling