Bachelor of Science, National University of Singapore
Ph.D, Australian National Unviersity
Fan, Y., Convergence of trimmed Lévy process to trimmed stable random variables at 0. Stochastic Process. Appl. 125(10), October 2015, 3691–3724. arXiv:1503.05290
Fan, Y., Tightness and convergence of trimmed Lévy process to normality at small times. Journal of Theoretical Probability, Dec 2015, 1-25. DOI:10.1007/s10959-015-0658-0. arXiv:1410.
Buchmann, B., Fan, Y. and Maller R. A., Distributional representations and dominance of a Lévy process over its maximal jump processes. Bernoulli. 22(4), 2016, 2325-2371. arXiv:1409.4050
Fan, Y., Wang, T., Griffin, P., Maller, R. A. and Szimayer, A., The effects of largest claim and excess of loss reinsurance on a company’s ruin time and valuation. Risks. 5, 3, 2017. DOI:10.3390/risks5010003.
Buchmann, B., Ipsen, Y. F. and Maller R. A., Functional laws for trimmed Lévy processes, to appear in Journal of Applied Probability. 2017. arXiv:1609.07206
Ipsen, Y. F. and Maller R. A. Negative Binomial Construction of Random Discrete Distributions on the Infinite Simplex. Theory of Stochastic Processes. Vol. 22(38), no.2, 2017 arXiv:1802.02655
Ipsen Y. F., Maller R. A. and Resnick S. I., Ratios of ordered points of point processes with regularly varying intensity measures, to appear in Stochastic Processes and Applications, 2018. DOI:10.1016/j.spa.2018.02.015 arXiv:1707.09653
Ipsen Y. F., Kevei P. and Maller R. A., Convergence to stable limits for ratios of trimmed Lévy processes and their jumps. to appear in Markov Processes and Related Fields, 2018. arXiv:1708.08344
STAT3004 Stochastic Modelling, Semester 1, 2019