Browsing All of EconStor by Author Maller, Ross
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2003 | Stationarity and second order behaviour of discrete and continuous time GARCH(1,1) processes | Klüppelberg, Claudia; Lindner, Alexander M.; Maller, Ross |
2005 | Continuous time volatility modelling: COGARCH versus Ornstein-Uhlenbeck models | Klüppelberg, Claudia; Lindner, Alexander M.; Maller, Ross |
2005 | A continuous time GARCH process driven by a Levy process: stationarity and second order behaviour | Klüppelberg, Claudia; Lindner, Alexander M.; Maller, Ross |
2017 | The effects of largest claim and excess of loss reinsurance on a company's ruin time and valuation | Fan, Yuguang; Griffin, Philip S.; Maller, Ross; Szimayer, Alexander; Wang, Tiandong |