A moment estimator for the index of an extreme-value distribution / A.L.M. Dekkers, L. de HaanA moment estimator for the index of an extreme-value distribution : a.s. convergence / J.H.J. Einmahl, L. de HaanOn extreme-value estimation / Arnoldus Louis Maria DekkersModelling momentary electricity demand : an application to the Netherlands / Adriaan Hendrik PerrelsA study about singularities with non-isolated critical locus / Alexandru ZahariaEstimation of the tail index of a distribution / Rudolf Grübel, Peter-Paul de WolfAlmost sure convergence in extreme value theory / Shihong Cheng, Liang Peng, Yongcheng QiRate of convergence for bivariate extremes (uniform metric) / L. de Haan, L. PengRate of convergence for bivariate extremes (total variation metric) / L. de Haan, L. PengComparison of tail index estimators / L. de Haan, L. PengSecond order regular variation and rates of convergence in extreme value theory / L. de Haan, Sidney ResnickOperationalizing safety first portfolio selection using extreme value theory / Dennis W. Jansen, Kees G. Koedijk, Casper G. de VriesElements of the theory of extrema / V. TikhomirovEstimating failure probability when failure is rare : multidimensional case / Ashoke Kumar SinhaBeyond the sample : extreme quantile and probability estimation / Jón Daníelsson, Casper G. de VriesValue-at-risk and extreme returns / Jón Daníelsson, Casper G. de VriesSecond order condition and extreme value theory / Liang PengApproximation by penultimate extreme value distributions / Laurens F.M. de HaanNonparametric estimation of the spectral measure of an extreme value distribution / Einmahl J.H.J., Haan L.F.M. de, & Piterbarg V.IParametric and semi-parametric methods in extreme value theory / Gerrit DraismaTesting for productive efficiency with errors-in-variables : with an application to the Dutch ecectricity sector / Timo Kuosmanen, Thierry Post, Stefan ScholtesTesting for productive efficiency with errors-in-variables : with an application to the Dutch electricity sector / Timo Kuosmanen, Thierry Post, Stefan ScholtesStatistics of extremes in the space of continuous functions / Tao LinExtreme values in auctions and risk analysis / Silvia Paola CasertaMeasuring credit spread risk : incorporating the tails / Rachel Campbell, Ronald HuismanStatistics of extremes: estimation and optimality / Ana Maria Santos Ferreira Gorjão HenriquesA new proof for Weber's characterization of the random order values / Jean DerksMeasuring credit spread risk : incorporating the tails / Rachel Campbell and Ronald HuismanExtreme events in financial risk management / Thorsten LehnertStatistics of extremes: estimation and optimality / Ana Maria Santos Ferreira Gorjão HenriquesStress testing with student's T dependence / Erik Kole, Kees Koedijk, Marno VerbeekFat tails in power prices / Ronald Huisman and Christian HuurmanStress testing with student's T dependence / Erik Kole, Kees Koedijk and Marno VerbeekTesting for multiple regimes in the tail behavior of emerging currency returns / Bertrand Candelon and Stefan StraetmansOn extreme value approximation to tails of distribution functions / Deyuan LiThe size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance / Gerald Silverberg & Bart VerspagenNon-parametric inference for bivariate extreme-value copulas / by J.J.J. SegersThe size distribution of innovations revisited: an application of extreme value statistics to citation and value measures of patent significance / Gerald Silverberg & Bart VerspagenMandelbrot's extremism / by J. Beirlant, W. Schoutens, J.J.J. SegersEnergy stress testing : estimation of extreme tail risk in the NYMEX energy division : an unconditional extreme value approach / R.P. Kneepkens