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.

Read more about Paul Embrechts

After the lecture there will be a reception in “Vandrehallen” (HC Ørsted Institute, Universitetsparken 5), at the stairs to the MATH-buidling