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2000 | OriginalPaper | Chapter

Extreme Value Analysis

Authors : Rolf-Dieter Reiss, Michael Thomas

Published in: XploRe — Learning Guide

Publisher: Springer Berlin Heidelberg

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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.

Metadata
Title
Extreme Value Analysis
Authors
Rolf-Dieter Reiss
Michael Thomas
Copyright Year
2000
Publisher
Springer Berlin Heidelberg
DOI
https://doi.org/10.1007/978-3-642-60232-0_13

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