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Browsing by Author Griffin, Philip S

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Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases

Author(s)Griffin, Philip S; Maller, Ross; van Schaik, Kees
TypeJournal article
Date Published2012
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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