Obituary: Christopher Charles Heyde AM, DSc, FAA, FASSA

DOI10.1239/JAP/1222441814zbMath1149.60301OpenAlexW1964855187MaRDI QIDQ3535622

Eugene Seneta, J.M.Gani

Publication date: 13 November 2008

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1222441814

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70) History of probability theory (60-03)

Related Items (1)

Joseph Mark Gani AM, DSc, FAA, FASSA

Cites Work

• On the controversy over tailweight of distributions.
• On changes of measure in stochastic volatility models
• On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions
• Scaling issues for risky asset modelling
• Nonstandard limit theorem for infinite variance functionals
• A generalization of the Riesz-Fischer theorem
• Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims
• Asymptotics and Criticality for a Correlated Bernoulli Process
• On the martingale property of stochastic exponentials
• Student processes

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