Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability) / Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch

"A reader's first impression on leafing through this book is of the large number of graphs and diagrams, used to illustrate shapes of distributions...and to show real data examples in various ways. A closer reading reveals a nice mix of theory and applications, with the copious graphical illustrations alluded to. Such a mixture is of course dear to the heart of the applied probabilist/statistician, and should impress even the most ardent theorists." --MATHEMATICAL REVIEWS