RSFAS
Research School of Finance, Actuarial Studies & Statistics
Probability, Statistics, Insurance and Quantitative Finance,
Quantitative Criminology (Recidivism Studies)
Maller, Prof. R.A.
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 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).
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, and especially criminology, applications. He is author of over 100 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).
EMPLOYMENT
2014 – Professor, School of Finance, Actuarial Studies & Statistics, Australian National University.
2010-2014 Professor of Mathematical Finance,
Mathematical Sciences Institute, Australian National University.
2003-2010 Professor of Mathematical Finance,
joint appointment, School of Finance, Actuarial Studies & Applied Statistics and Mathematical Sciences Institute, Australian National University.
1999 - June 2003, Professor of Quantitative Finance,
Dept. of Accounting & Finance, University of WA.
1998 -1999, Professorial Research Fellow, Univ of
Manchester, UK.
1988-1999, Associate Professor, Dept. of
Mathematics & Statistics, University of WA.
1968-1988, Principal Research Scientist, CSIRO
Division of Mathematics & Statistics.
RESEARCH INTERESTS
Stochastic Processes, Statistics, Applied Statistics, Probability, Quantitative Finance, Options, Portfolio Analysis, Random Walks.