Harri Nyrhinen

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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