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Résumé :
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Both in insurance and finance applications, questions involving extremal events (such as large insurance claims, large fluctua- tions in financial data, stock market shocks, risk management, ...) play an increasingly important role. This book sets out to bridge the gap between the existing theory and practical appli- cations both from a probabilistic as well as from a statistical point of view. Whatever new theory is presented is always moti- vated by relevant real-life examples. The numerous illustrations and examples, and the extensive bibliography make this book an ideal reference text for students, teachers and users in the in- dustry of extremal event methodology
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