• 209 Citations
  • 9 h-Index
1985 …2019
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Fingerprint Dive into the research topics where Philip S Griffin is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Overshoot Mathematics
Risk Process Mathematics
Insurance Mathematics
Trimmed Sums Mathematics
Partial Sums Mathematics
Law of the Iterated Logarithm Mathematics
Curved Boundary Mathematics
Convolution Mathematics

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Projects 2012 2017

Levy Processes and Insurance Risk

Griffin, P. S.

Simons Foundation

9/1/128/31/17

Project: Research project

Research Output 1985 2019

  • 209 Citations
  • 9 h-Index
  • 30 Article
Risk Process
Insurance
Tax
Taxation
Direct analogs

Cramér's estimate for the reflected process revisited

Doney, R. A. & Griffin, P. S., Dec 1 2018, In : Annals of Applied Probability. 28, 6, p. 3629-3651 23 p.

Research output: Contribution to journalArticle

Excursion
Estimate
Applied Probability
Tail Behavior
Tail
2 Citations (Scopus)
Risk Process
Sample Path
Insurance
Convolution
Excursion Theory

Sample paths of a Lévy process leading to first passage over high levels in finite time

Griffin, P. S. & Roberts, D. O., May 1 2016, In : Stochastic Processes and their Applications. 126, 5, p. 1331-1352 22 p.

Research output: Contribution to journalArticle

First Passage Time
Sample Path
10 Citations (Scopus)

Convolution equivalent lévy processes and first passage times

Griffin, P. S., Aug 2013, In : Annals of Applied Probability. 23, 4, p. 1506-1543 38 p.

Research output: Contribution to journalArticle

First Passage Time
Convolution
Insurance
Precise Asymptotics
Overshoot

Press and Media

Deans' Lists

Philip S Griffin

9/11/11

1 item of Media coverage

Press/Media: Expert Comment