Title: Multivariate generalized Pareto distributions: parametrizations, representations, and properties,
Abstract: Multivariate generalized Pareto distributions arise as the limit
distributions of exceedances over multivariate thresholds of random vectors in
the domain of attraction of a max-stable distribution. These distributions can
be parametrized and represented in a number of different ways. Moreover,
generalized Pareto distributions enjoy a number of interesting stability
properties. An overview of the main features of such distributions are given,
expressed compactly in several parametrizations, giving the potential user of
these distributions a convenient catalogue of ways to handle and work with
generalized Pareto distributions.