Philip S. Griffin
Affiliations: | Syracuse University, Syracuse, NY, United States |
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MathematicsGoogle:
"Philip Griffin"
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Publications
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| Griffin PS. (2020) General tax structures for a Lévy insurance risk process under the Cramér condition Stochastic Processes and Their Applications. 130: 1368-1387 |
| Griffin PS. (2016) Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions Annals of Applied Probability. 26: 360-401 |
| Griffin PS, Roberts DO. (2016) Sample paths of a Lévy process leading to first passage over high levels in finite time Stochastic Processes and Their Applications. 126: 1331-1352 |
| Griffin PS. (2013) Convolution equivalent lévy processes and first passage times Annals of Applied Probability. 23: 1506-1543 |
| Griffin PS, Maller RA. (2013) Small and large time stability of the time taken for a Lévy process to cross curved boundaries Annales De L'Institut Henri Poincare (B) Probability and Statistics. 49: 208-235 |
| Griffin PS, Maller RA, Roberts D. (2013) Finite time ruin probabilities for tempered stable insurance risk processes Insurance: Mathematics and Economics. 53: 478-489 |
| Griffin PS, Maller RA. (2012) Path decomposition of ruinous behavior for a general lÉvy insurance risk process Annals of Applied Probability. 22: 1411-1449 |
| Griffin PS, Maller RA, Schaik Kv. (2012) Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases Insurance: Mathematics and Economics. 51: 382-392 |
| Griffin PS, Maller RA. (2011) The time at which a lévy process creeps Electronic Journal of Probability. 16: 2182-2202 |
| Doney RA, Griffin PS. (2004) Overshoots over curved boundaries. II Advances in Applied Probability. 36: 1148-1174 |