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C.A.S.E. - Distinguished Lecture Series 2012

The Impact of Rare Extreme Events

27 - 28 January 2012

Professor Dr. Jürg Hüsler

Universität Bern


Professor Dr. Nassim Nicholas Taleb

New York University


The Distinguished Lecture Series in 2012 is organized by C.A.S.E. (Center for Applied Statistics and Economics) and CRC 649 (Collaborative Research Center 649: Economic Risk) in cooperation with WIWEX and the event will take place on 27 and 28 January 2012 at School of Business and Economics, in the Heilig-Geist Kapelle.

The participation fee will be:

Academia:75 €/day
Industry:150 €/day
Students:25 €/day


Friday, 27 January 2012 Saturday, 28 January 2012
Professor Dr. Jürg Hüsler, Universität Bern

Extreme Value Statistics and Applications
Professor Dr. Nassim Nicholas Taleb, New York University

How to Measure Fragility
9:00 Topic #1: Extreme Value Theory With Applications 9:00 - How To Measure Fragility
10:30 Coffee break 12:30 (with one coffee break)
11:00 Topic #2: Peaks Over Threshold With Applications 12:30 Lunch
12:30 Lunch 14:00 - Practical Implications and Examples
14:00 Topic #3: Multivariate Extremes With Applications 16:00 Frau Prof. Dr. Ute Werner from the
15:30 Coffee break "Workshop for research of risks and natural catasrophes" at the KIT Karlsruhe
16:00 Topic #4: Simple Risk Models For Forecasting With Applications (with one coffee break)


To register, please use our registration form. Note that there is no deadline for registration. We accept registrations until we have full capacity. At present there are still spaces available.

Organization and Contact Information

Prof. Dr. Wolfgang Härdle
Prof. Dr. Thorsten Dickhaus
Emma Hennig

in cooperation with


Humboldt - Universität zu Berlin
C.A.S.E. - Center for Applied Statistics and Economics
School of Business and Economics
Unter den Linden 6
10099 Berlin

Tel.: +49 - 30 - 2093 5841
+49 - 30 - 2093 5630
Fax: +49 - 30 - 2093 5649


School of Business and Economics (Heilig-Geist Kapelle)
Spandauer Str. 1
10178 Berlin


CASE - Center for Applied Statistics and Economics
Humboldt-Universität zu Berlin
Wirtschaftswissenschaftliche Fakultät
Spandauer Str. 1
10178 Berlin
Phone: +49(0)30-2093-5630
Fax: +49(0)30-2093-5649

Last updated: 28th October 2010