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Recent increases in energy prices, especially oil prices, have become a principal concern for consumers, corporations, and… Expand It has been widely known that one of the key design parameters in orthogonal frequency division multiplexing (OFDM) systems is… Expand This treatment of extreme value theory is unique in book literature in that it focuses on some beautiful theoretical results… Expand Assessing the probability of rare and extreme events is an important issue in the risk management of financial portfolios… Expand Nord Pool, the first multinational exchange for electricity trading, has existed since January 1996. Typical characteristics of… Expand The financial industry, including banking and insurance, is undergoing major changes. The (re)insurance industry is increasingly… Expand Abstract Extreme value theory for the maximum of a time series of daily precipitation amount is described. A chain-dependent… Expand Recent literature has trumpeted the claim that extreme value theory (EVT) holds promise for accurate estimation of extreme… Expand This article presents an application of extreme value theory to compute the value at risk of a market position. In statistics… Expand Introduction and Motivation. Order Statistics. Asymptotic Distributions of Maxima and Minima (I.D. Case). Shortcut Procedures… Expand