extreme value theory:

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Advanced Probability for Actuaries: Distributions, Dependence, and Extreme Value Theory (Actuary Mastery Series II - The Advanced Collection)
Advanced Probability for Actuaries: Distributions, Dependence, and Extreme Value Theory (Actuary Mastery Series II - The Advanced Collection)
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Extreme Value Theory for Time Series: Models with Power-Law Tails (Springer Series in Operations Research and Financial Engineering)
Extreme Value Theory for Time Series: Models with Power-Law Tails (Springer Series in Operations Research and Financial Engineering)
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Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk
Applied Extreme Value Theory: Modeling Rare Events in Finance, Climate, and Risk
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Catastrophe Risk Modeling and Extreme Value Theory With Python (Quantitative Risk and Actuarial Modeling Collection)
Catastrophe Risk Modeling and Extreme Value Theory With Python (Quantitative Risk and Actuarial Modeling Collection)
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