Research output per year
Research output per year
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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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Research output
- 32 Article
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Path decomposition of a reflected Lévy process on first passage over high levels
Griffin, P. S., Mar 2022, In: Stochastic Processes and their Applications. 145, p. 29-47 19 p.Research output: Contribution to journal › Article › peer-review
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General tax structures for a Lévy insurance risk process under the Cramér condition
Griffin, P. S., Mar 2020, In: Stochastic Processes and their Applications. 130, 3, p. 1368-1387 20 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
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 journal › Article › peer-review
2 Scopus citations -
The effects of largest claim and excess of loss reinsurance on a company’s ruin time and valuation
Fan, Y., Griffin, P. S., Maller, R., Szimayer, A. & Wang, T., Mar 2017, In: Risks. 5, 1, 3.Research output: Contribution to journal › Article › peer-review
Open Access3 Scopus citations -
Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions
Griffin, P. S., Feb 2016, In: Annals of Applied Probability. 26, 1, p. 360-401 42 p.Research output: Contribution to journal › Article › peer-review
Open Access4 Scopus citations