1. Exceedances over High Thresholds: A Guide to Threshold Selection

   • D.J. Dupuis

   OriginalPaper Pages: 251 - 261

2. Smoothing the Moment Estimator of the Extreme Value Parameter

   • Sidney Resnick
   • Caătaălin Staăricaă

   OriginalPaper Pages: 263 - 293

3. Compound Poisson Approximation of the Number of Exceedances in Gaussian Sequences

   • Mikael Raab

   OriginalPaper Pages: 295 - 321

4. Lan of Thinned Empirical Processes with an Application to Fuzzy Set Density Estimation

   • Michael Falk
   • Friedrich Liese

   OriginalPaper Pages: 323 - 349

5. The Asymptotic Distributions of Sums of Records

   • Barry C. Arnold
   • Jose´ A. Villasen~or

   OriginalPaper Pages: 351 - 363

6. Modelling Extremal Events for Insurance and Finance, by P. Embrechts, C. Klu¨ppelberg, and T. Mikosch. Springer, Applications of Mathematics vol. 33, 1997, ISBN 3-540-60931-8, DM 118:-

   • Anders Martin-Lo¨f

   OriginalPaper Pages: 365 - 366

7. Tails of Le´vy Measure of Geometric Stable Random Variables

   • Tomasz J. Kozubowski
   • Krzysztof Podgo´rski
   • Gennady Samorodnitsky

   OriginalPaper Pages: 367 - 378