pith. sign in

Ross Maller

Identifiers

  • name variant Ross Maller 0.60 · backfill

Papers (8)

  1. Small Time Convergence of Subordinators with Regularly or Slowly Varying Canonical Measure math.PR · 2018 · author #1
  2. Trimmed L\'evy Processes and their Extremal Components math.PR · 2018 · author #2
  3. Ratios of Ordered Points of Point Processes with Regularly Varying Intensity Measures math.PR · 2017 · author #2
  4. Processes of rth Largest math.PR · 2016 · author #2
  5. Multivariate Subordination using Generalised Gamma Convolutions with Applications to V.G. Processes and Option Pricing q-fin.MF · 2015 · author #3
  6. Passage time and fluctuation calculations for subexponential L\'evy processes math.PR · 2013 · author #3
  7. On the Ruin Probability of the Generalised Ornstein-Uhlenbeck Process in the Cram\'er Case math.PR · 2011 · author #3
  8. Curve crossing for random walks reflected at their maximum math.PR · 2007 · author #2

Mentions

  • 1306.1720 #3 · backfill · confidence 0.70 Ross Maller
  • 1101.1034 #3 · backfill · confidence 0.70 Ross Maller
  • 0708.1676 #2 · backfill · confidence 0.70 Ross Maller

Frequent Coauthors