Risk Management
Task Force

Extreme Value Models (EVM)

  Bibliography of Published Materials on the Topic of Extreme Value Modelling

 
Title of Material
Author of Material
Source of Material
Type of Material (i.e., Book, Magazine Article, etc.)
Description/Comments about contents of Material
1 Extremes and
Integrated Risk
Management
Embrechts (ed.) Risk Books Book
2 Introduction to Statistical Modelling of Extreme Values Coles Springer-Verlag Book  
3 Mathematics of Natural Catastrophes Woo Imperial College Press Book  
4 Modelling Extremal Events for Insurance and Finance Embrechts, et.al. Springer-Verlag Book Modelling_extremal.pdf

Modelling_extremal2.pdf
5 Statistical Analysis of Extreme Values Reiss & Thomas Birkhauser Book Statistical_analysis.pdf
6 Catastrophe: An Investigation into the Origins of the Modern World Keys Ballantine Books Book Catastrophe.pdf


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