The two-dimensional Poisson process and extremal processes

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Stationary self-similar extremal processes
A flexible extreme value mixture model
Decomposition for multivariate extremal processes
Stationary min-stable stochastic processes
Multilevel clustering of extremes.
Modeling non-stationary extreme waves using a point process approach and wavelets
Strong approximation of the number of renewal paced record times
Seasonal effects of extreme surges
Statistical downscaling of extreme precipitation events using extreme value theory
André Dabrowski's work on limit theorems and weak dependence
Complete convergence and records for dynamically generated stochastic processes
A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes
Fighting the arch–enemy with mathematics‘
The extremal process of critical points of the pure p-spin spherical spin Glass model
Trend in high tropospheric ozone levels. Application to paris monitoring sites
Extreme value modelling of water-related insurance claims
Extremal point processes and intermediate quantile functions
Accounting for choice of measurement scale in extreme value modeling
Valuing multirisk catastrophe reinsurance based on the Cox-Ingersoll-Ross (CIR) model
Model-based inference of conditional extreme value distributions with hydrological applications
Modelling of extremal events in insurance and finance
Exact Distributions of the Number ofr-Records and ther-Record and Inter-r-Record Times
Bayesian mixture modeling for spatial Poisson process intensities, with applications to extreme value analysis
A directional Poisson point process for univariate extremes
Compound Poisson process with a Poisson subordinator
\(k\)th-order Markov extremal models for assessing heatwave risks
An extended class of univariate and multivariate generalized Pólya processes
On the extreme order statistics for a stationary sequence
The Research of Wim Vervaat
\(K\)-th record values and their basic properties
Improved threshold diagnostic plots for extreme value analyses
Bayesian inference for extremes: accounting for the three extremal types
Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing
On tail trend detection: modeling relative risk
On the exceedance point process for a stationary sequence
On the characterization of certain point processes
Modeling and predicting Chinese stock downside risks via Gaussian mixture models and marked self-exciting point process
Convergence to the maximum process of a fractional Brownian motion with shot noise
Marginal standardization of upper semicontinuous processes with application to MAX-stable processes

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