Maller, Prof. R.A.

E-Professor,  School of Finance, Actuarial Studies & Statistics, Australian National University.

Prof. Maller has held a variety of positions relating to Statistics, Probability and Financial Mathematics, ranging from consultant statistician at the CSIRO (1968-1988,  including Senior Regional Officer, WA Branch of the Division of  Mathematics and Statistics, 1985-1988), to Lecturer and later Professor in the Departments of Mathematics and Statistics and Accounting and Finance at the University  of  Western Australia. Most recently,  he has been Professor of Financial Mathematics, Centre for Mathematical Analysis and  School of Finance and Applied Statistics, at the Australian National University, before taking his present position.

He has extensive lecturing experience, having taught Probability and Statistics at all levels from first year through to Honours, and Advanced Finance and Derivatives courses at second,  third year and Honours levels. Supervision includes over 24 completed Honours/Diploma students and 9 completed PhD students to date. 

Current research interests include Probability, Statistics, Insurance and Quantitative Finance, Quantitative Criminology (Recidivism Studies), Medical Statistics, Survival Analysis.

He has editorial, refereeing, and reviewing experience with major international  and Australian mathematical,  statistical and applications journals.

Professional visitors  and collaborators  have included major international figures in Probability/Statistics from the US, UK and Europe. He has been involved in many collaborative research projects in Australia, varying over agriculture, fisheries, medical and especially criminology, applications. He is author of over 150 research papers in  probability, statistics and applications journals, and co-author of two books: "Survival Analysis with Long-term Survivors" (with Xian Zhou, Wiley, 1996) and "Mathematical Ecology of Plant Species Competition" (with A.G. Pakes, Camb.Univ. Press, 1989).

He has held a number of ARC and other grants including an  ARC Discovery Grant and Australian Professorial Fellowship, 2010-2014.

PRIZES AND HONOURS
G. W. Snedecor Prize, 1984 (American Statistical Association).

RESEARCH INTERESTS
Stochastic Processes, Statistics, Applied Statistics,  Probability, Quantitative Finance, Options, Portfolio Analysis, Random Walks, Medical Statistics, Survival Analysis.

BSc (UWA) PhD (ANU)