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Browsing by Author Griffin, Philip S

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Showing results 2 to 6 of 6
01_Ipsen_The_Effects_of_Largest_Claim_2017.pdf.jpg

The Effects of Largest Claim and Excess of Loss Reinsurance on a Company's Ruin Time and Valuation

Author(s)Fan, Yuguang; Griffin, Philip S; Maller, Ross, et al
TypeJournal article
Date Published2017
Date Created-

Finite time ruin probabilities for tempered stable insurance risk processes

Author(s)Griffin, Philip S; Maller, Ross; Roberts, Dale
TypeJournal article
Date Published2013
Date Created-

Small and large time stability of the time taken for a Lévy process to cross curved boundaries

Author(s)Griffin, Philip S; Maller, Ross
TypeJournal article
Date Published2013
Date Created-

Stability of the exit time for Levy processes

Author(s)Griffin, Philip S; Maller, Ross
TypeJournal article
Date Published2011
Date Created-

The time at which a levy process creeps

Author(s)Griffin, Philip S; Maller, Ross
TypeJournal article
Date Published2011
Date Created-

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