WORKSHOP ON TIME SERIES ANALYSIS, Monday, February 13. LOCATION: Store auditorium, Nørre Alle 53, NEXS (Idraet). (Next to HCØ. For a map, see https://nexs.ku.dk/kontakt/findvej/kort_norre-campus/kort_2012_a4.pdf) SCHEDULE: 13:15-13:45 Jeffrey Collamore, Large deviations and conditioned limit laws for matrix recursive sequences 13:45-14:15 Johannes Heiny, Eigenvalues of large heavy-tailed random matrices. 14:15-14:30 Break 14:30-15:00 Claudia Klüppelberg, Risk in a large claims insurance market with bipartite graph structure. 15:00-15:30 Richard Davis, Extreme Value Analysis Without the Largest Values: What Can Be Done? Organizer: Jeffrey Collamore