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Convolution equivalent lévy processes and first passage times
Philip S. Griffin
Department of Mathematics
Research output
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Contribution to journal
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Article
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peer-review
11
Scopus citations
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Dive into the research topics of 'Convolution equivalent lévy processes and first passage times'. Together they form a unique fingerprint.
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Mathematics
First Passage Time
79%
Convolution
56%
Insurance
48%
Overshoot
30%
Precise Asymptotics
28%
Asymptotic Estimates
24%
Limiting
18%
Context
14%
Estimate
10%
Business & Economics
First Passage Time
100%
Convolution
95%
Insurance Risk
57%
Overshoot
32%