The two-dimensional Poisson process and extremal processes

Cited in

(38)

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

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