Book Statistical Analysis of Extreme Values,
from Insurance, Finance, Hydrology and Other Fields

extended 2nd edition, a Birkhäuser bestseller in mathematics again

by R.-D. Reiss and M. Thomas ,

464 pp, 178 illustr, 2001, ISBN 3-7643-6487-4, including Academic Xtremes 3.0 on CD-ROM, Birkhäuser / Springer NY / BirkhäuserBoston

Overview

The statistical analysis of extreme data is important for the risk analysis in various disciplines, including insurance, finance, hydrology, engineering and environmental sciences. This book provides a self-contained introduction to the parametric modeling, exploratory analysis and statistical inference for extreme events and risk analysis. In this 2nd edition there is a significant amount of new material incorporated on about 160 new pages. We refer to

Besides numerous data-based examples, the book contains

  • special extended chapters about insurance (coauthored by M. Radtke), returns in asset prices (coauthored by C.G. de Vries and S. Caserta) and flood frequency analysis (coauthored by J.R.M. Hosking),
  • further chapters and sections which were written with coauthors: about rates of convergence and longevity of humans (E. Kaufmann), statistics of univariate and multivariate sum-stable distributions (J.P. Nolan), bivariate peaks over threshold (M. Falk),
  • five longer, new case studies contributed by J.A. Villasenor, H. Vaquera, S. Coles, D. Dietrich, J. Hüsler, D. Pfeifer, P. van Gelder, D. Lungu.
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