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The chapters in this volume are the invited papers presented at the fifth S´eminaire Europ´een de Statistique (SemStat) on extreme value theory and applications, held under the auspices of Chalmers and Gothenburg University at the Nordic Folk Academy in Gothenburg, 10–16 December, 2001. The volume is thus the most recent in a sequence of conference volumes that have appeared as a result of each S´eminaire Europ´een de Statistique. The first of these workshops took place in 1992 at Sandbjerg Manor in the southern part of Denmark | Extreme Values in Finance Telecommunications and the Environment Edited by Barbel Finkenstadt and Holger Rootzen CHAPMAN HALL CRC A CRC Press Company Boca Raton London New York Washington D.C. Library of Congress Cataloging-in-Publication Data Séminaire européen de statistique 5th 2001 Gothenburg Sweden Extreme values in finance telecommunications and the environment edited by Barbel Finkenstadt Holger Rootzen. p. cm. Monographs on statistics and applied probability 99 Includes bibliographical references and index. ISBN 1-58488-411-8 alk. paper 1. Extreme value theory Congresses. I. Finkenstadt Barbel. II. Rootzén Holger. III. Title. IV. Series. QA273.6.S45 2001 519.2 4 dc21 2003051602 This book contains information obtained from authentic and highly regarded sources. Reprinted material is quoted with permission and sources are indicated. A wide variety of references are listed. Reasonable efforts have been made to publish reliable data and information but the authors and the publisher cannot assume responsibility for the validity of all materials or for the consequences of their use. Neither this book nor any part may be reproduced or transmitted in any form or by any means electronic or mechanical including photocopying microfilming and recording or by any information storage or retrieval system without prior permission in writing from the publisher. All rights reserved. Authorization to photocopy items for internal or personal use or the personal or internal use of specific clients may be granted by CRC Press LLC provided that 1.50 per page photocopied is paid directly to Copyright Clearance Center 222 Rosewood Drive Danvers MA 01923 USA. The fee code for users of the Transactional Reporting Service is ISBN 1-58488-411-8 04 0.00 1.50. The fee is subject to change without notice. For organizations that have been granted a photocopy license by the CCC a separate system of payment has been arranged. The consent of CRC Press LLC does not extend to copying for .
