Extreme Value Analysis for a Markov Additive Process Driven by a Nonirreducible Background Chain

• Lucas van Kreveld

  Lucas van Kreveld

  [email protected]

  https://orcid.org/0000-0001-9588-6083

  Korteweg-de Vries Institute for Mathematics, University of Amsterdam, 1098 XH Amsterdam, Netherlands;

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• Michel Mandjes

  Michel Mandjes

  [email protected]

  Korteweg-de Vries Institute for Mathematics, University of Amsterdam, 1098 XH Amsterdam, Netherlands;Eurandom, Eindhoven University of Technology, 5612 AZ Eindhoven, Netherlands;Amsterdam Business School, Faculty of Economics and Business, University of Amsterdam, 1098 XH Amsterdam, Netherlands

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• Jan-Pieter Dorsman

  Jan-Pieter Dorsman

  [email protected]

  Korteweg-de Vries Institute for Mathematics, University of Amsterdam, 1098 XH Amsterdam, Netherlands;

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