Risk Management Task Force - EVM Bibliography

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	Extreme.pdf
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