Statistical Analysis of Extreme Values

This book provides a self-contained introduction to the parametric modelling, exploratory analysis and statistical inference for extreme events.
Besides numerous data-based examples, the book contains special chapters about insurance, returns in asset prices and flood frequency analysis. In addition, five longer case studies are included.
The assessment of the adequacy of the parametric modelling and the statistical inference is facilitated by the included statistical software XTREMES, an interactive menu-driven system which runs under Windows 3.1 (16 bit version) and Windows 95, NT (32 bit version). The applicability of the system is enhanced by the Pascal-like integrated programming language XPL.