2000 | OriginalPaper | Chapter
Extreme Value Analysis
Authors : Rolf-Dieter Reiss, Michael Thomas
Published in: XploRe — Learning Guide
Publisher: Springer Berlin Heidelberg
Included in: Professional Book Archive
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The extreme (upper or lower) parts of a sample, such as flood discharges;high concentration of air pollutants;claim sizes over a higher priority in reinsurance business;larger losses on financial markets; have exhibited an increasing risk potential during the last decades. This is the reason why the statistical analysis of extremes has become an important question in theory and practice.