Globally and yearly, individual hazards and hazard interrelations have the potential to result
in socio-economic losses. Here, in this critical review, we use grey-and peer-review …

The areal modeling of the extremes of a natural process such as rainfall or temperature is
important in environmental statistics; for example, understanding extreme areal rainfall is …

Extreme value theory is unique as a statistical discipline in that it develops techniques and
models for describing the unusual rather than the usual. As an abstract study of random …

The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …

Cryptocurrencies are one of the most promising financial innovations of the last decade.
Different from major stock indices and the commodities of gold and crude oil, the …

Extreme Value Theory offers a careful, coherent exposition of the subject starting from the
probabilistic and mathematical foundations and proceeding to the statistical theory. The …

Research in the statistical analysis of extreme values has flourished over the past decade:
new probability models, inference and data analysis techniques have been introduced; and …

This important book provides an up-to-date comprehensive and down-to-earth survey of the
theory and practice of extreme value distributions? one of the most prominent success …

Non‐Gaussian processes of Ornstein–Uhlenbeck (OU) type offer the possibility of capturing
important distributional deviations from Gaussianity and for flexible modelling of …

This comprehensive text gives an interesting and useful blend of the mathematical,
probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of …