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Showing results 1 to 16 of 16

The COGARCH: a review, with news on option pricing and statistical inference

Author(s)Klüppelberg, Claudia; Maller, Ross; Szimayer, Alexander
TypeBook chapter
Date Published2011
Date Created-
01_Ipsen_The_Effects_of_Largest_Claim_2017.pdf.jpg

The Effects of Largest Claim and Excess of Loss Reinsurance on a Company's Ruin Time and Valuation

Author(s)Fan, Yuguang; Griffin, Philip S; Maller, Ross, et al
TypeJournal article
Date Published2017
Date Created-
01_Maller_Extensions_of_Regularity_for_a_2018.pdf.jpg

Extensions of Regularity for a Levy Process

Author(s)Maller, Ross
TypeJournal article
Date Published8-Aug-2018
Date Created-
01_Maller_Extensions_of_Regularity_for_a_2018.pdf.jpg

Extensions of Regularity for a Levy Process

Author(s)Maller, Ross
TypeJournal article
Date Published2018
Date Created-
01_Buchmann_Functional_laws_for_trimmed_2017.pdf.jpg

Functional laws for trimmed Lévy processes

Author(s)Buchmann, Boris; Ipsen, Yuguang; Maller, Ross
TypeJournal article
Date Published2017
Date Created-

A generalised Dickman distribution and the number of species in a negative binomial process model

Author(s)Ipsen, Yuguang; Maller, Ross; Shemehsavar, Soudabeh
TypeJournal article
Date Published2021
Date Created-
01_Jiang_A_Hypothesis_Test_Method_for_2020.pdf.jpg

A Hypothesis Test Method for Detecting Multifractal Scaling, Applied to Bitcoin Prices

Author(s)Jiang, Chuxuan; dev, priya; Maller, Ross
TypeJournal article
Date Published2020
Date Created-
01_Maller_Matrix_normalised_stochastic_2018.pdf.jpg

Matrix normalised stochastic compactness for a Levy process at zero

Author(s)Maller, Ross; Mason, David M
TypeJournal article
Date Published2018
Date Created-
1502.03901.pdf.jpg

Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing

Author(s)Buchmann, Boris; Kaehler, Benjamin; Maller, Ross, et al
TypeJournal article
Date Published2017
Date Created-
art2220_04.pdf.jpg

Negative Binomial Construction of Random Discrete Distributions on the Infinite Simplex

Author(s)Ipsen, Yuguang; Maller, Ross
TypeJournal article
Date Published2017
Date Created-
Process of rlargest-AAM.pdf.jpg

Processes of rth largest

Author(s)Buchmann, Boris; Maller, Ross; Resnick, Sidney I.
TypeJournal article
Date Published2018
Date Created-

Ratios of ordered points of point processes with regularly varying intensity measures

Author(s)Ipsen, Yuguang; Maller, Ross; Resnick, Sidney I.
TypeJournal article
Date Published2019
Date Created-

Small time convergence of subordinators with regularly or slowly varying canonical measure

Author(s)Maller, Ross; Schindler, Tanja
TypeJournal article
Date Published2019
Date Created-
Maller.Schmidli.Adv.Prob.Rev1_AAM.pdf.jpg

Small-Time almost-sure behaviour of extremal processes

Author(s)Maller, Ross; Schmidli, Peter
TypeJournal article
Date Published2017
Date Created-

The Recidivism of Homicide Offenders in Western Australia

Author(s)Broadhurst, Roderic; Maller, Ross; Maller, Max, et al
TypeConference paper
Date Published2016
Date CreatedMay 25-27 2016
01_Ipsen_Trimmed_Lvy_processes_and_2020.pdf.jpg

Trimmed Lvy processes and their extremal components

Author(s)Ipsen, Yuguang; Maller, Ross; Resnick, Sidney I.
TypeJournal article
Date Published2020
Date Created-
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Updated:  12 April 2016/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator