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Philip S. Griffin

Philip S. Griffin


304C Carnegie Library

Research Interests

  • Weak and strong limit theorems for random walks and Levy processes
  • Fluctuation theory for Levy processes
  • Insurance risk


Ph.D. in Mathematics, University of Minnesota, 1982

Contact Information

Mailing Address:
215 Carnegie Building
Syracuse, NY 13244-1150

Fax: (315) 443-1475

Teaching Spring 2014

  • On leave

Recent Papers

  • Sample path behavior of a Levy insurance risk process, under Cramer-Lundberg and convolution equivalent conditions. pdf file
  • Finite time ruin probabilites for tempered stable insurance risk processes. Insurance: Mathematics and Economics, 53, 478-489 (2013) (with R.A. Maller and D. Roberts) pdf file
  • Convolution equivalent Levy processes and first passage times. Ann. Appl. Probab. 23, 1506-1543 (2013)  pdf file
  • Small and large time stability of the time taken for a Levy process to cross curved  boundaries. Annales de l'Institut Henri Poincare, 49, 208-235 (2013) (with R.A. Maller)   pdf file
  • Asymptotic distributions of the overshoot and undershoots for the Levy insurancece risk process in the Cramer and  convolution equivalent cases. Insurance: Mathematics and Economics, 51, 382-392 (2012) (with R.A. Maller and K. van Schaik)  pdf file
  • Path decomposition of ruinous behaviour for a general Levy insurance risk process.  Ann. Appl. Probab. 22, 1411-1449 (2012) (with R.A. Maller)  pdf file
  • The time at which a Levy processes creeps. Electron. J. Probab. 16, 2182-2202 (2011) (with R.A. Maller) 
  • Stability of the exit time for Levy processes.  Adv. Appl. Probab. 43, 712-734 (2011) (with R.A. Maller)  pdf file
  • Pruitt's estimates in Banach Space.  J. Theor. Probab. 23, 1092-1109  (2010)  pdf file