1. On ruin probabilities with risky investments in a stock with stochastic volatility

   • Anastasiya Ellanskaya
   • Yuri Kabanov

   OriginalPaper 20 May 2021 Pages: 687 - 697

2. Functional strong laws of large numbers for Euler characteristic processes of extreme sample clouds

   • Andrew M. Thomas
   • Takashi Owada

   OriginalPaper 20 May 2021 Pages: 699 - 724

   

3. Extremal clustering in non-stationary random sequences

   • Graeme Auld
   • Ioannis Papastathopoulos

   OriginalPaper Open access 12 May 2021 Pages: 725 - 752

   

4. Extreme value theory for spatial random fields – with application to a Lévy-driven field

   • Mads Stehr
   • Anders Rønn-Nielsen

   OriginalPaper 07 May 2021 Pages: 753 - 795

5. Conditional marginal expected shortfall

   • Yuri Goegebeur
   • Armelle Guillou
   • Jing Qin

   OriginalPaper 06 May 2021 Pages: 797 - 847

   

6. New characterizations of multivariate Max-domain of attraction and D-Norms

   • Michael Falk
   • Timo Fuller

   OriginalPaper Open access 05 May 2021 Pages: 849 - 879

7. Threshold selection in univariate extreme value analysis

   • Laura Fee Schneider
   • Andrea Krajina
   • Tatyana Krivobokova

   OriginalPaper Open access 16 April 2021 Pages: 881 - 913

   

8. Randomly stopped extreme Zipf extensions

   • Ariel Duarte-López
   • Marta Pérez-Casany
   • Jordi Valero

   OriginalPaper 23 March 2021 Pages: 915 - 948