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Finite time ruin probabilities for tempered stable insurance risk processes
Griffin, Philip S.; Maller, Ross A.; Roberts, Dale - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 478-489
Persistent link: https://www.econbiz.de/10010175080
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Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases
Griffin, Philip S.; Maller, Ross A.; Schaik, Kees van - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 382-393
Persistent link: https://www.econbiz.de/10010011620
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The expectations hypothesis with non-negative rates
Griffin, Philip S. - In: Finance and stochastics 6 (2002) 2, pp. 265
Persistent link: https://www.econbiz.de/10008216435
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Theory and Methods - Estimating the Expected Total Number of Events in a Process
Maller, Ross A.; Sun, Liuquan; Zhou, Xian - In: Journal of the American Statistical Association : JASA 97 (2002) 458, pp. 577-589
Persistent link: https://www.econbiz.de/10006616695
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A best choice among asset pricing models? The Conditional Capital Asset Pricing Model in Australia
Durack, Nick; Durand, Robert B.; Maller, Ross A. - In: Accounting and finance : journal of the Accounting … 44 (2004) 2, pp. 139-162
Persistent link: https://www.econbiz.de/10006247050
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A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS
Maller, Ross A.; Solomon, David H.; Szimayer, Alex - In: Mathematical finance : an international journal of … 16 (2006) 4, pp. 613-634
Persistent link: https://www.econbiz.de/10008222417
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The risk–return tradeoff: A COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-321
Persistent link: https://www.econbiz.de/10008849036