Harri Nyrhinen

Available identifiers

Publication	Date of Publication	Type
On real growth and run-off companies in insurance ruin theory	2016-11-01	Paper
On stochastic difference equations in insurance ruin theory	2012-08-17	Paper
Economic Factors and Solvency	2011-02-01	Paper
On large deviations of multivariate heavy-tailed random walks	2009-04-24	Paper
Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory	2007-06-26	Paper
Upper bounds of the Gärtner-Ellis theorem for the sequences of random variables	2005-11-25	Paper
Power estimates for ruin probabilities	2005-10-17	Paper
Finite and infinite time ruin probabilities in a stochastic economic environment.	2004-09-22	Paper
On the ruin probabilities in a general economic environment	2002-08-29	Paper
Large deviations for the time of ruin	2000-11-06	Paper
Rough descriptions of ruin for a general class of surplus processes	1999-06-29	Paper
On the typical level crossing time and path	1996-01-15	Paper
Rough limit results for level-crossing probabilities	1995-03-12	Paper
On asymptotically efficient simulation of ruin probabilities in a Markovian environment	1993-02-18	Paper
Simulating level-crossing probabilities by importance sampling	1993-02-04	Paper

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