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Nyrhinen, Harri

Co-Author Distance
Author ID: nyrhinen.harri Recent zbMATH articles by "Nyrhinen, Harri"
Published as: Nyrhinen, Harri; Nyrhinen, H.
Documents Indexed: 16 Publications since 1992
Co-Authors: 2 Co-Authors with 3 Joint Publications
70 Co-Co-Authors

Co-Authors

13 single-authored
2 Lehtonen, Tapani
1 Hu, Yijun
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 252 times in 155 Documents Cited by ▼ Year ▼
Finite and infinite time ruin probabilities in a stochastic economic environment. Zbl 1047.60040
Nyrhinen, Harri
78
2001
On the ruin probabilities in a general economic environment. Zbl 0997.60041
Nyrhinen, Harri
69
1999
Rough descriptions of ruin for a general class of surplus processes. Zbl 0932.60046
Nyrhinen, Harri
24
1998
Simulating level-crossing probabilities by importance sampling. Zbl 0779.65003
Lehtonen, T.; Nyrhinen, H.
23
1992
Large deviations view points for heavy-tailed random walks. Zbl 1068.60038
Hu, Y.; Nyrhinen, H.
16
2004
Large deviations for the time of ruin. Zbl 0947.60048
Nyrhinen, Harri
11
1999
On asymptotically efficient simulation of ruin probabilities in a Markovian environment. Zbl 0755.62080
Lehtonen, Tapani; Nyrhinen, Harri
9
1992
Rough limit results for level-crossing probabilities. Zbl 0808.60042
Nyrhinen, Harri
6
1994
On the typical level crossing time and path. Zbl 0829.60023
Nyrhinen, Harri
4
1995
Power estimates for ruin probabilities. Zbl 1087.60038
Nyrhinen, Harri
4
2005
On stochastic difference equations in insurance ruin theory. Zbl 1258.91107
Nyrhinen, Harri
4
2012
On real growth and run-off companies in insurance ruin theory. Zbl 1350.91012
Nyrhinen, Harri
2
2016
Economic factors and solvency. Zbl 1235.91101
Nyrhinen, Harri
2
2010
On real growth and run-off companies in insurance ruin theory. Zbl 1350.91012
Nyrhinen, Harri
2
2016
On stochastic difference equations in insurance ruin theory. Zbl 1258.91107
Nyrhinen, Harri
4
2012
Economic factors and solvency. Zbl 1235.91101
Nyrhinen, Harri
2
2010
Power estimates for ruin probabilities. Zbl 1087.60038
Nyrhinen, Harri
4
2005
Large deviations view points for heavy-tailed random walks. Zbl 1068.60038
Hu, Y.; Nyrhinen, H.
16
2004
Finite and infinite time ruin probabilities in a stochastic economic environment. Zbl 1047.60040
Nyrhinen, Harri
78
2001
On the ruin probabilities in a general economic environment. Zbl 0997.60041
Nyrhinen, Harri
69
1999
Large deviations for the time of ruin. Zbl 0947.60048
Nyrhinen, Harri
11
1999
Rough descriptions of ruin for a general class of surplus processes. Zbl 0932.60046
Nyrhinen, Harri
24
1998
On the typical level crossing time and path. Zbl 0829.60023
Nyrhinen, Harri
4
1995
Rough limit results for level-crossing probabilities. Zbl 0808.60042
Nyrhinen, Harri
6
1994
Simulating level-crossing probabilities by importance sampling. Zbl 0779.65003
Lehtonen, T.; Nyrhinen, H.
23
1992
On asymptotically efficient simulation of ruin probabilities in a Markovian environment. Zbl 0755.62080
Lehtonen, Tapani; Nyrhinen, Harri
9
1992
all cited Publications top 5 cited Publications
all top 5

Cited by 194 Authors

11 Tang, Qihe
11 Yang, Yang
10 Macci, Claudio
7 Miao, Yu
7 Nyrhinen, Harri
6 Chen, Yiqing
5 Albrecher, Hansjörg
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, Deli
3 Li, Jinzhu
3 Nakata, Toshio
3 Paulsen, Jostein
3 Pergamenshchikov, Sergeĭ Markovich
3 Stoica, George
3 Trufin, Julien
3 Yin, Qing
3 Zhang, Yi
2 Blanchet, Jose H.
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 Liu, Jiajun
2 Lygeros, John
2 Mandjes, Michel Robertus Hendrikus
2 Maume-Deschamps, Véronique
2 Ng, Kai Wang
2 Shen, Xinmei
2 Stabile, Gabriele
2 Su, Chun
2 Summers, Sean
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 Beghin, Luisa
1 Bian, Tongxin
1 Boxma, Onno Johan
1 Buraczewski, Dariusz
1 Cai, Jun
1 Cammarota, Valentina
1 Chan, Hock Peng
1 Chatterjee, Debasish
1 Chen, Mi
1 Chen, Shaoying
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 Dong, Yuchao
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 Frostig, Esther
1 Gaier, Johanna
1 Ganesh, Ayalvadi J.
1 Gao, Miaomiao
1 Gao, Wei
1 Gatzert, Nadine
1 Ghosh, Souvik
1 Glasserman, Paul
1 Glynn, Peter W.
1 Goovaerts, Marc J.
1 Guan, Guohui
1 Guo, Junyi
1 Gut, Allan
...and 94 more Authors
all top 5

Cited in 54 Serials

18 Stochastic Processes and their Applications
16 Insurance Mathematics & Economics
15 Scandinavian Actuarial Journal
14 Statistics & Probability Letters
7 The Annals of Applied Probability
6 Journal of Applied Probability
5 Lithuanian Mathematical Journal
5 Methodology and Computing in Applied Probability
4 Advances in Applied Probability
4 Acta Mathematicae Applicatae Sinica. English Series
4 Communications in Statistics. Theory and Methods
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 Mathematica Slovaca
1 Naval Research Logistics
1 Proceedings of the Japan Academy. Series A
1 Revista de la Unión Matemática Argentina
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 Journal of Industrial and Management Optimization
1 Stochastics
1 Bulletin of the Institute of Mathematics. Academia Sinica. New Series
1 Science China. Mathematics
1 East Asian Journal on Applied Mathematics
all top 5

Cited in 16 Fields

108 Probability theory and stochastic processes (60-XX)
102 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
63 Statistics (62-XX)
13 Numerical analysis (65-XX)
4 Systems theory; control (93-XX)
3 Operations research, mathematical programming (90-XX)
2 Integral equations (45-XX)
2 Calculus of variations and optimal control; optimization (49-XX)
1 Mathematical logic and foundations (03-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)
1 Computer science (68-XX)

Citations by Year