Workshop | Mathematical Advances in Dependence and Extremes (MADE @ KIT)

Motivation & Concept:

The workshop aims to strengthen international research relations and to contribute both to methodological progress and to the understanding of dependence structures and extreme risks in complex systems.

Dependence structures and extreme value analysis are central to understanding complex systems where uncertainty, rare events and interactions play decisive roles. Applications in finance, insurance, climate science, and network reliability demand rigorous mathematical frameworks to quantify joint variability and tail dependence. Recent advances in copula theory, multivariate extreme value theory and theory for stochastic processes, including Lévy processes and max-stable processes, have deepened our understanding of such dependencies. These achievements not only advance theoretical insight but also provide statistical tools for inference from data, enabling the estimation and validation of complex dependence structures in empirical settings. The proposed workshop on Mathematical Advances in Dependence and Extremes (MADE@KIT) is scientifically motivated by the aim to integrate rigorous mathematical theory with practical, data-driven applications from SEE disciplines.

The workshop will bring together researchers from mathematics, statistics, and applied domains to discuss methodological innovations and emerging application areas. The scientific focus is on the interface between dependence modeling and extreme value analysis. Particular emphasis is placed on new copula constructions for high-dimensional dependence models, the relationships between asymptotic tail dependence and stochastic process representations, multivariate dependence concepts for extremes, data-driven estimation methods, and general computational techniques for rare-event inference. The applications range across risk management, actuarial, and climate science. The workshop’s pioneering character lies in its integrative approach, bringing together theoretical and applied perspectives on dependence and extreme value models. Through invited talks and structured discussion sessions, the event will promote scientific exchange and provide a basis for sustainable collaboration.

Contact Persons for workshop content:

Prof. Dr. Vicky Fasen-Hartmann (vicky.fasen∂kit.edu)
Prof. Dr. Oliver Grothe (grothe∂kit.edu)