Prof. Griffin’s research interests include weak and strong limit theorems for random walks and Levy processes; fluctuation theory for Levy processes; and insurance risk.

His most recent papers include:

  • Convolution equivalent levy processes and first passage times.
  • Asymptotic distributions of the overshoot and undershoots for the Levy insurance risk process in the Cramer and  convolution equivalent cases. (with R.A. Maller and K. van Schaik)
  • Path decomposition of ruinous behaviour for a general Levy insurance risk process. Ann. Appl. Probab. (with R.A. Maller)
  • Small and large time stability of the time taken for a Levy process to cross curved boundaries. Annales de l’Institut Henri Poincare.  (with R.A. Maller)
  • 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)
  • Pruitt’s estimates in Banach Space.  J. Theor. Probab. 23, 1092-1109  (2010)

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