M. Abramowitz and I. A. Stegun, Handbook of mathematical functions with formulas, graphs and mathematical tables, 1965.

C. Albert, A. Dutfoy, and S. Girard, Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles, 2018.
URL : https://hal.archives-ouvertes.fr/hal-01692544

I. Alves, L. De-haan, and C. Neves, A test procedure for detecting super-heavy tails, Journal of Statistical Planning and Inference, vol.139, issue.2, pp.213-227, 2009.
DOI : 10.1016/j.jspi.2008.04.026

J. Beirlant, M. Broniatowski, J. Teugels, and P. Vynckier, The mean residual life function at great age: Applications to tail estimation, Journal of Statistical Planning and Inference, vol.45, issue.1-2, pp.21-48, 1995.
DOI : 10.1016/0378-3758(94)00061-1

N. H. Bingham, C. M. Goldie, and J. L. Teugels, Regular Variation, 1987.
DOI : 10.1017/CBO9780511721434

S. Coles, L. R. Pericchi, and S. Sisson, A fully probabilistic approach to extreme rainfall modeling, Journal of Hydrology, vol.273, issue.1-4, pp.1-4, 2003.
DOI : 10.1016/S0022-1694(02)00353-0

A. Dekkers, J. Einmhal, and L. De-haan, A moment estimator for the index of an extreme-value distribution, The Annals of Statistics, pp.1833-1855, 1989.

E. Methni, J. Gardes, L. Girard, S. Guillou, and A. , Estimation of extreme quantiles from heavy and light tailed distributions, Journal of Statistical Planning and Inference, vol.142, issue.10, pp.142-2735, 2012.
DOI : 10.1016/j.jspi.2012.03.025
URL : https://hal.archives-ouvertes.fr/hal-00627964

P. Embrechts, C. Klüppelberg, and T. Mikosch, Modelling of extremal events in insurance and finance, ZOR Zeitschrift f???r Operations Research Mathematical Methods of Operations Research, vol.73, issue.1, 1997.
DOI : 10.1007/978-3-662-02847-6

P. Embrechts, Extremes and integrated risk management, Risk Books, 2000.

L. Gardes and S. Girard, Estimation of the Weibull tail-coefficient with linear combination of upper order statistics, Journal of Statistical Planning and Inference, vol.138, issue.5, pp.1416-1427, 2008.
DOI : 10.1016/j.jspi.2007.04.026
URL : https://hal.archives-ouvertes.fr/hal-00009161

L. Gardes, S. Girard, and A. Guillou, Weibull tail-distributions revisited: A new look at some tail estimators, Journal of Statistical Planning and Inference, vol.141, issue.1, pp.429-444, 2011.
DOI : 10.1016/j.jspi.2010.06.018
URL : https://hal.archives-ouvertes.fr/hal-00340661

L. Gardes and S. Girard, Comparison of Weibull tail-coefficients estimators, REVS- TAT, Statistical Journal, vol.4, pp.163-188, 2006.

Y. Goegebeur, J. Beirlant, D. Wet, and T. , Generalized Kernel Estimators for the Weibull-Tail Coefficient, Communications in Statistics - Theory and Methods, vol.4, issue.20, pp.3695-3716, 2010.
DOI : 10.1016/S0378-3758(00)00321-9

L. De-haan and A. Ferreira, Extreme Value Theory: An introduction, Series in Operations Research and Financial Engineering, 2006.
DOI : 10.1007/0-387-34471-3

T. H. Jagger and J. B. Elsner, Climatology Models for Extreme Hurricane Winds near the United States, Journal of Climate, vol.19, issue.13, pp.3220-3236, 2006.
DOI : 10.1175/JCLI3913.1

R. W. Katz, M. B. Parlange, and P. Naveau, Statistics of extremes in hydrology, Advances in Water Resources, vol.25, issue.8-12, pp.8-12, 2002.
DOI : 10.1016/S0309-1708(02)00056-8

L. R. Muir and A. H. Shaarawi, On the calculation of extreme wave heights: A review, Ocean Engineering, vol.13, issue.1, pp.93-118, 1986.
DOI : 10.1016/0029-8018(86)90006-5

A. J. Mcneil, R. Frey, and P. Embrechts, Quantitative risk management: concepts, techniques, and tools, 2005.

N. V. Smirnov, Limit distributions for the terms of a variational series, Trudy Matematicheskogo Instituta im. V.A. Steklova, pp.3-60, 1949.

C. De-valk, Approximation of high quantiles from intermediate quantiles, Extremes, pp.661-686, 2016.

C. De-valk, Approximation and estimation of very small probabilities of multivariate extreme events, Extremes, vol.45, issue.5B, pp.686-717, 2016.
DOI : 10.1007/BF00635964

C. De-valk and J. Cai, A high quantile estimator based on the log-generalized Weibull tail limit, Econometrics and Statistics, vol.6, pp.107-128, 2018.
DOI : 10.1016/j.ecosta.2017.03.001