Heavy-tailed distribution theory, alongside with extreme value theory, provide a framework and an indispensable set of tools aiming to analyze the data's atypical behaviors. The eld is driven by and oers applications to a large number of elds such as network analysis, power engineering, meteorology, seismology, insurance and nance, to mention but a few. Heavy-tailed phenomena refer to the dynamical behaviors of stochastic systems involving random variables with heavy-tailed distribution functions. They provide suitable mathematical de-scriptions for a wide range of concerns in today's world, such as extreme weather patterns or the global nancial crisis. Within China, they have received great attention thanks to the boom, reform and modernization processes in economics.
To promote the communications between Chinese and international scholars, the 4th Inter-national Workshop on Statistical Modeling of Heavy-Tail Phenomena with Applications will be held at Xian jiaotong-Liverpool University (XJTLU), China, from June 1-4, 2018. This is a continuation of conferences previously held in Nanjing Normal University (2012), Soochow University (2014) and Zhejiang Gongshang University (2016).
This conference aims to bring together researchers, practitioners and graduate students whose work is related to the analysis of extreme values in a broad sense. Topics of interest include statistical modeling of heavy-tailed phenomena, such as heavy-tailed or light-tailed distributions, modeling tail dependence, measurement of tail risk, extreme value analysis, applications to nance, insurance, engineering and other elds.