• 213 Citations
  • 9 h-Index
1985 …2019

Research output per year

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Projects

Levy Processes and Insurance Risk

Griffin, P. S.

Simons Foundation

9/1/128/31/17

Project: Research project

Research Output

  • 213 Citations
  • 9 h-Index
  • 30 Article
  • Cramér's estimate for the reflected process revisited

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

    Research output: Contribution to journalArticle

  • 2 Scopus citations

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

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

    Research output: Contribution to journalArticle

  • Convolution equivalent lévy processes and first passage times

    Griffin, P. S., Aug 1 2013, In : Annals of Applied Probability. 23, 4, p. 1506-1543 38 p.

    Research output: Contribution to journalArticle

  • 10 Scopus citations