Author of this section: Dr. Christof Luchsinger

EKM is a very detailed and broad introduction. RT has less proofs and focusses more on application. For the Practicioner we suggest BTV as a compact introduction.

• Modelling extremal events for Insurance and finance. P. Embrechts, C. Klüppelberg and T. Mikosch (EKM). Springer, Berlin, 1997
• Statistical Analysis of Extreme Values by R.-D. Reiss and M. Thomas (RT), Birkhäuser, 2001
• Practical Analysis of extremal Events by J. Beirlaut, J.L. Teuges and P. Vynckier (BTV), Leuven University Press, 1996

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