activity
20052021
most citedRuin Probabilities and Overshoots for General Levy Insurance Risk Processes

161 citations · 333 across the 25 of their papers we have counts for

collaborators

29 papers

math.ST2021

Exact and Asymptotic Tests for Sufficient Followup in Censored Survival Data

Ross Maller, Sidney Resnick, Soudabeh Shemehsavar

The existence of immune or cured individuals in a population and whether there is sufficient followup in a sample of censored observations on their lifetimes to be confident of the…

math.ST2021

Splitting the Sample at the Largest Uncensored Observation

Ross Maller, Sidney Resnick, Soudabeh Shemehsavar

We calculate finite sample and asymptotic distributions for the largest censored and uncensored survival times, and some related statistics, from a sample of survival data generate…

math.ST2020

Extremes of Censored and Uncensored Lifetimes in Survival Data

Ross A. Maller, Sidney I. Resnick

The i.i.d. censoring model for survival analysis assumes two independent sequences of i.i.d. positive random variables, and . The data…

stat.AP2019★ 1 cited

Models for Genetic Diversity Generated by Negative Binomial Point Processes

Yuguang F. Ipsen, Soudabeh Shemehsavar, Ross A. Maller

We develop a model based on a generalised Poisson-Dirichlet distribution for the analysis of genetic diversity, and illustrate its use on microsatellite data for the genus Dasyurus…

math.PR2018

Small Time Convergence of Subordinators with Regularly or Slowly Varying Canonical Measure

Ross Maller, Tanja Schindler

We consider subordinators in the domain of attraction at 0 of a stable subordinator (where ); thus, with the property that $\…

math.PR2018

Trimmed Lévy Processes and their Extremal Components

Yuguang Ipsen, Ross Maller, Sidney Resnick

We analyse a trimmed stochastic process of the form , where is a driftless subordinator on with its jumps…