Edit Profile (opens in new tab) Nyrhinen, Harri Compute Distance To: Compute Author ID: nyrhinen.harri Published as: Nyrhinen, Harri; Nyrhinen, H. Documents Indexed: 16 Publications since 1992 Co-Authors: 1 Co-Author with 2 Joint Publications 3 Co-Co-Authors Co-Authors 13 single-authored 2 Lehtonen, Tapani all top 5 Serials 4 Advances in Applied Probability 4 Stochastic Processes and their Applications 2 Journal of Applied Probability 2 Journal of Theoretical Probability 1 Scandinavian Actuarial Journal 1 Statistics & Probability Letters 1 Journal of Difference Equations and Applications 1 ASTIN Bulletin Fields 15 Probability theory and stochastic processes (60-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Statistics (62-XX) 2 Numerical analysis (65-XX) 1 Difference and functional equations (39-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 13 Publications have been cited 241 times in 145 Documents Cited by ▼ Year ▼ Finite and infinite time ruin probabilities in a stochastic economic environment. Zbl 1047.60040Nyrhinen, Harri 76 2001 On the ruin probabilities in a general economic environment. Zbl 0997.60041Nyrhinen, Harri 66 1999 Simulating level-crossing probabilities by importance sampling. Zbl 0779.65003Lehtonen, T.; Nyrhinen, H. 23 1992 Rough descriptions of ruin for a general class of surplus processes. Zbl 0932.60046Nyrhinen, Harri 23 1998 Large deviations for the time of ruin. Zbl 0947.60048Nyrhinen, Harri 11 1999 Large deviations view points for heavy-tailed random walks. Zbl 1068.60038Hu, Y.; Nyrhinen, H. 11 2004 On asymptotically efficient simulation of ruin probabilities in a Markovian environment. Zbl 0755.62080Lehtonen, Tapani; Nyrhinen, Harri 9 1992 Rough limit results for level-crossing probabilities. Zbl 0808.60042Nyrhinen, Harri 6 1994 On the typical level crossing time and path. Zbl 0829.60023Nyrhinen, Harri 4 1995 Power estimates for ruin probabilities. Zbl 1087.60038Nyrhinen, Harri 4 2005 On stochastic difference equations in insurance ruin theory. Zbl 1258.91107Nyrhinen, Harri 4 2012 On real growth and run-off companies in insurance ruin theory. Zbl 1350.91012Nyrhinen, Harri 2 2016 Economic factors and solvency. Zbl 1235.91101Nyrhinen, Harri 2 2010 On real growth and run-off companies in insurance ruin theory. Zbl 1350.91012Nyrhinen, Harri 2 2016 On stochastic difference equations in insurance ruin theory. Zbl 1258.91107Nyrhinen, Harri 4 2012 Economic factors and solvency. Zbl 1235.91101Nyrhinen, Harri 2 2010 Power estimates for ruin probabilities. Zbl 1087.60038Nyrhinen, Harri 4 2005 Large deviations view points for heavy-tailed random walks. Zbl 1068.60038Hu, Y.; Nyrhinen, H. 11 2004 Finite and infinite time ruin probabilities in a stochastic economic environment. Zbl 1047.60040Nyrhinen, Harri 76 2001 On the ruin probabilities in a general economic environment. Zbl 0997.60041Nyrhinen, Harri 66 1999 Large deviations for the time of ruin. Zbl 0947.60048Nyrhinen, Harri 11 1999 Rough descriptions of ruin for a general class of surplus processes. Zbl 0932.60046Nyrhinen, Harri 23 1998 On the typical level crossing time and path. Zbl 0829.60023Nyrhinen, Harri 4 1995 Rough limit results for level-crossing probabilities. Zbl 0808.60042Nyrhinen, Harri 6 1994 Simulating level-crossing probabilities by importance sampling. Zbl 0779.65003Lehtonen, T.; Nyrhinen, H. 23 1992 On asymptotically efficient simulation of ruin probabilities in a Markovian environment. Zbl 0755.62080Lehtonen, Tapani; Nyrhinen, Harri 9 1992 all cited Publications top 5 cited Publications all top 5 Cited by 185 Authors 11 Tang, Qihe 10 Macci, Claudio 9 Yang, Yang 7 Nyrhinen, Harri 5 Albrecher, Hansjörg 5 Chen, Yiqing 5 Chen, Yu 5 Šiaulys, Jonas 5 Torrisi, Giovanni Luca 5 Yuen, Kam Chuen 4 Collamore, Jeffrey F. 4 Cossette, Hélène 4 Marceau, Étienne 4 Wang, Kaiyong 4 Wang, Yuebao 3 Cheng, Dongya 3 Grandits, Peter 3 Hu, Xiang 3 Leipus, Remigijus 3 Li, Jinzhu 3 Miao, Yu 3 Paulsen, Jostein 3 Pergamenshchikov, Sergeĭ Markovich 3 Stoica, George 3 Trufin, Julien 3 Zhang, Yi 2 Cheng, Fengyang 2 Constantinescu, Corina D. 2 De Gregorio, Alessandro 2 Denuit, Michel M. 2 Dieker, A. B. 2 Hu, Yijun 2 Jaunė, Eglė 2 Kabanov, Yuriĭ Mikhaĭlovich 2 Kostadinova, Radostina 2 Lehtomaa, Jaakko 2 Li, Deli 2 Mandjes, Michel Robertus Hendrikus 2 Maume-Deschamps, Véronique 2 Nakata, Toshio 2 Ng, Kai Wang 2 Shen, Xinmei 2 Stabile, Gabriele 2 Su, Chun 2 Tsitsiashvili, Gurami Sh. 2 Vernic, Raluca 2 Wang, Dehui 2 Wang, Xuejun 2 Weng, Chengguo 2 Yang, Yingying 2 Yuan, Zhongyi 2 Zhang, Lianzeng 1 Akahori, Jirô 1 Asmussen, Søren 1 Bankovsky, Damien 1 Barbe, Philippe 1 Beghin, Luisa 1 Blanchet, Jose H. 1 Boxma, Onno Johan 1 Buraczewski, Dariusz 1 Cai, Jun 1 Cammarota, Valentina 1 Chan, Hock Peng 1 Chen, Mi 1 Chen, Yang 1 Cheng, Jianhua 1 Coen, Arrigo 1 Damek, Ewa 1 Dassios, Angelos 1 De Angelis, Paolo 1 De Marchis, Roberto 1 Dickson, David C. M. 1 D’Onofrio, Giuseppe 1 Dorea, Chang Yu 1 Duan, Baige 1 Dupuis, Paul G. 1 Eckert, Johanna 1 Fasen, Vicky 1 Ferreira, Débora B. 1 Fougères, Anne-Laure 1 Gaier, Johanna 1 Ganesh, Ayalvadi J. 1 Gao, Miaomiao 1 Gatzert, Nadine 1 Ghosh, Souvik 1 Glasserman, Paul 1 Gonchar, N. S. 1 Goovaerts, Marc J. 1 Guan, Guohui 1 Guo, Junyi 1 Gut, Allan 1 Hao, Yuan-Yuan 1 Hu, Shuhe 1 Huang, Yin 1 Hult, Henrik 1 Hussain, Sultan 1 Imamura, Yuri 1 Irgens, Christian 1 Jiang, Tao 1 Kaas, Rob ...and 85 more Authors all top 5 Cited in 49 Serials 18 Stochastic Processes and their Applications 16 Insurance Mathematics & Economics 15 Scandinavian Actuarial Journal 13 Statistics & Probability Letters 7 The Annals of Applied Probability 6 Journal of Applied Probability 4 Advances in Applied Probability 4 Lithuanian Mathematical Journal 4 Acta Mathematicae Applicatae Sinica. English Series 4 Communications in Statistics. Theory and Methods 4 Methodology and Computing in Applied Probability 3 Journal of Theoretical Probability 3 Finance and Stochastics 3 Journal of the Korean Statistical Society 2 Bernoulli 2 Extremes 2 Applied Stochastic Models in Business and Industry 2 Stochastic Models 2 North American Actuarial Journal 1 Computers & Mathematics with Applications 1 Journal of Mathematical Analysis and Applications 1 Journal of Statistical Physics 1 Mathematical Notes 1 The Annals of Probability 1 Applied Mathematics and Computation 1 Automatica 1 Journal of Computational and Applied Mathematics 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Proceedings of the Japan Academy. Series A 1 Stochastic Analysis and Applications 1 Acta Mathematica Hungarica 1 Queueing Systems 1 Science in China. Series A 1 Communications in Statistics. Simulation and Computation 1 European Journal of Operational Research 1 Cybernetics and Systems Analysis 1 Applied Mathematics. Series B (English Edition) 1 Journal of Difference Equations and Applications 1 Journal of Inequalities and Applications 1 Probability in the Engineering and Informational Sciences 1 Brazilian Journal of Probability and Statistics 1 Applied Mathematics E-Notes 1 Iranian Journal of Science and Technology. Transaction A: Science 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 ASTIN Bulletin 1 Stochastics 1 Science China. Mathematics 1 East Asian Journal on Applied Mathematics all top 5 Cited in 14 Fields 100 Probability theory and stochastic processes (60-XX) 98 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 60 Statistics (62-XX) 13 Numerical analysis (65-XX) 4 Systems theory; control (93-XX) 2 Integral equations (45-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Operations research, mathematical programming (90-XX) 1 Real functions (26-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Convex and discrete geometry (52-XX) 1 Global analysis, analysis on manifolds (58-XX) Citations by Year