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20112018
most citedAsymptotic Distributions of the Overshoot and Undershoots for the Lévy Insurance Risk Process in the Cramér and Convolution Equivalent Cases

4 citations · 6 across the 4 of their papers we have counts for

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math.PR2011★ 4 cited

Asymptotic Distributions of the Overshoot and Undershoots for the Lévy Insurance Risk Process in the Cramér and Convolution Equivalent Cases

Philip S Griffin, Ross A Maller, Kees van Schaik

Recent models of the insurance risk process use a Lévy process to generalise the traditional Cramér-Lundberg compound Poisson model. This paper is concerned with the behaviour of t…

math.PR2011

Pruitt's Estimates in Banach Space

Philip S. Griffin

Pruitt's estimates on the expectation and the distribution of the time taken by a random walk to exit a ball of radius r are extended to the infinite dimensional setting. It is sho…