An introduction to the parametric modeling, exploratory analysis and statistical inference for extreme events. Contains special chapters on insurance, returns in asset prices and flood frequency analysis. Paper. CD ROM included.

Ⅰ Modeling and Data Analysis
1 Parametric Modeling
2 Diagnostic Tools

Ⅱ Statistical Inference in Parametric Models
3 An Introduction to Parametric Inference
4 Extreme Value Models
5 Generalized Pareto Models
6 Advanced Statistical Analysis

Ⅲ Elements of Multivariate Statistical Analysis
7 Basic Multivariate Concepts and Visualization
8 Multivariate Maxima

Ⅳ Topics in Insurance, Finance and Hydrology
9 The Impact of Large Claims on Actuarial Decisions
10 Extreme Returns in Asset Prices
11 Site-Specific Flood Frequency Analysis

Ⅴ Case Studies in Extreme Value Analysis
Appendix An Introduction to Xtremes

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