Ross Maller
Identifiers
- name variant Ross Maller 0.60 · backfill
Papers (8)
- Small Time Convergence of Subordinators with Regularly or Slowly Varying Canonical Measure math.PR · 2018 · author #1
- Trimmed L\'evy Processes and their Extremal Components math.PR · 2018 · author #2
- Ratios of Ordered Points of Point Processes with Regularly Varying Intensity Measures math.PR · 2017 · author #2
- Processes of rth Largest math.PR · 2016 · author #2
- Multivariate Subordination using Generalised Gamma Convolutions with Applications to V.G. Processes and Option Pricing q-fin.MF · 2015 · author #3
- Passage time and fluctuation calculations for subexponential L\'evy processes math.PR · 2013 · author #3
- On the Ruin Probability of the Generalised Ornstein-Uhlenbeck Process in the Cram\'er Case math.PR · 2011 · author #3
- Curve crossing for random walks reflected at their maximum math.PR · 2007 · author #2
Mentions
Frequent Coauthors
- Sidney Resnick 3 shared papers
- Boris Buchmann 2 shared papers
- Claudia Kl\"uppelberg 2 shared papers
- Ron Doney 2 shared papers
- Yuguang Ipsen 2 shared papers
- Alexander Szimayer 1 shared papers
- Benjamin Kaehler 1 shared papers
- Damien Bankowski 1 shared papers
- Tanja Schindler 1 shared papers