Statistical Analysis of Extreme Values,
with Applications to Insurance, Finance, Hydrology and Other Fields
3rd, revised and extended edition of the Birkhäuser bestseller for many years,
by R.-D. Reiss and M. Thomas, University of Siegen,
published in Birkhäuser, June 2007.
Xtremes 4.1, Academic Version
The statistical analysis of extreme data is important for various disciplines, including hydrology, insurance, finance, engineering and environmental sciences. This book provides a self-contained introduction to the parametric modeling, exploratory analysis and statistical inference for extreme values.
The entire of this third edition has been thoroughly updated and rearranged to meet the new requirements. Additional sections and chapters, elaborated on more than 100 pages, are particularly concerned with topics like dependencies, the conditional analysis and the multivariate modeling of extreme data. Parts I - III about the basic extreme value methodology remain unchanged to some larger extent, yet notable are, e.g., the new sections about
Applications of extreme value analysis are collected in