1. A Poisson process reparameterisation for Bayesian inference for extremes

   • Paul Sharkey
   • Jonathan A. Tawn

   OriginalPaper Open access 17 December 2016 Pages: 239 - 263

2. Implicit extremes and implicit max–stable laws

   • Hans-Peter Scheffler
   • Stilian Stoev

   OriginalPaper 14 December 2016 Pages: 265 - 299

3. Maximum loss and maximum gain of spectrally negative Lévy processes

   • Ceren Vardar-Acar
   • Mine Çağlar

   OriginalPaper 13 December 2016 Pages: 301 - 308

4. Statistical post-processing of forecasts for extremes using bivariate brown-resnick processes with an application to wind gusts

   • Marco Oesting
   • Martin Schlather
   • Petra Friederichs

   OriginalPaper Open access 13 December 2016 Pages: 309 - 332

5. Extremes of Gaussian random fields with regularly varying dependence structure

   • Krzysztof Dȩbicki
   • Enkelejd Hashorva
   • Peng Liu

   OriginalPaper 23 November 2016 Pages: 333 - 392

6. kth-order Markov extremal models for assessing heatwave risks

   • Hugo C. Winter
   • Jonathan A. Tawn

   OriginalPaper Open access 23 November 2016 Pages: 393 - 415

7. Detecting distributional changes in samples of independent block maxima using probability weighted moments

   • Ivan Kojadinovic
   • Philippe Naveau

   OriginalPaper 17 October 2016 Pages: 417 - 450

8. On the asymptotics of supremum distribution for some iterated processes

   • Marek Arendarczyk

   OriginalPaper Open access 13 October 2016 Pages: 451 - 474

9. Excursion probabilities of isotropic and locally isotropic Gaussian random fields on manifolds

   • Dan Cheng

   OriginalPaper 29 September 2016 Pages: 475 - 487

10. Book review: quantitative risk management: concepts, techniques and tools, revised edition, by A.F. McNeil, R. Frey and P. Embrechts. Princeton University Press, 2015, ISBN 978-0-691-16627-8, xix + 700 pp.

    • Chen Zhou

    BookReview 07 February 2017 Pages: 489 - 491