Browsing by Author f1d814cc-4d26-43f4-ab43-0b4b768f3372
Showing results 1 to 20 of 21
The COGARCH: a review, with news on option pricing and statistical inference
Author(s) | Klüppelberg, Claudia; Maller, Ross; Szimayer, Alexander |
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Type | Book chapter |
Date Published | 2011 |
Date Created | - |
Compactness and continuity properties for a Levy process at a two-sided exit time
Author(s) | Maller, Ross; Mason, David M |
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Type | Journal article |
Date Published | 2020 |
Date Created | - |
Convergence of extreme values of Poisson point processes at small times
Author(s) | Buchmann, Boris; Ferreira, Ana; Maller, Ross |
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Type | Journal article |
Date Published | 2021 |
Date Created | - |
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 |
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Type | Journal article |
Date Published | 2017 |
Date Created | - |
Extensions of Regularity for a Levy Process
Author(s) | Maller, Ross |
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Type | Journal article |
Date Published | 8-Aug-2018 |
Date Created | - |
Extensions of Regularity for a Levy Process
Author(s) | Maller, Ross |
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Type | Journal article |
Date Published | 2018 |
Date Created | - |
Extremes of censored and uncensored lifetimes in survival data
Author(s) | Maller, Ross; Resnick, Sidney I. |
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Type | Journal article |
Date Published | 2021 |
Date Created | - |
Functional laws for trimmed Lévy processes
Author(s) | Buchmann, Boris; Ipsen, Yuguang; Maller, Ross |
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Type | Journal article |
Date Published | 2017 |
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 |
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Type | Journal article |
Date Published | 2021 |
Date Created | - |
A Hypothesis Test Method for Detecting Multifractal Scaling, Applied to Bitcoin Prices
Author(s) | Jiang, Chuxuan; dev, priya; Maller, Ross |
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Type | Journal article |
Date Published | 2020 |
Date Created | - |
Matrix normalised stochastic compactness for a Levy process at zero
Author(s) | Maller, Ross; Mason, David M |
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Type | Journal article |
Date Published | 2018 |
Date Created | - |
Modelling life tables with advanced ages: An extreme value theory approach
Author(s) | Huang, Fei; Maller, Ross; Ning, Nickson |
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Type | Journal article |
Date Published | 2020 |
Date Created | - |
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 |
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Type | Journal article |
Date Published | 2017 |
Date Created | - |
Negative Binomial Construction of Random Discrete Distributions on the Infinite Simplex
Author(s) | Ipsen, Yuguang; Maller, Ross |
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Type | Journal article |
Date Published | 2017 |
Date Created | - |
No-Tie Conditions for Large Values of Extremal Processes
Author(s) | Ipsen, Yuguang; Maller, Ross |
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Type | Book chapter |
Date Published | 2021 |
Date Created | - |
Processes of rth largest
Author(s) | Buchmann, Boris; Maller, Ross; Resnick, Sidney I. |
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Type | Journal article |
Date Published | 2018 |
Date Created | - |
Ratios of ordered points of point processes with regularly varying intensity measures
Author(s) | Ipsen, Yuguang; Maller, Ross; Resnick, Sidney I. |
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Type | Journal article |
Date Published | 2019 |
Date Created | - |
Small time convergence of subordinators with regularly or slowly varying canonical measure
Author(s) | Maller, Ross; Schindler, Tanja |
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Type | Journal article |
Date Published | 2019 |
Date Created | - |
Small-Time almost-sure behaviour of extremal processes
Author(s) | Maller, Ross; Schmidli, Peter |
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Type | Journal article |
Date Published | 2017 |
Date Created | - |
The Recidivism of Homicide Offenders in Western Australia
Author(s) | Broadhurst, Roderic; Maller, Ross; Maller, Max, et al |
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Type | Conference paper |
Date Published | 2016 |
Date Created | May 25-27 2016 |
Updated: 12 April 2016/ Responsible Officer: University Librarian/ Page Contact: Library Systems & Web Coordinator