H. Nyrhinen

发表

SIMULATING LEVEL-CROSSING PROBABILITIES BY IMPORTANCE SAMPLING

T. Lehtonen, H. Nyrhinen, 1992 .

On asymptotically efficient simulation of ruin probabilities in a Markovian environment

T. Lehtonen, H. Nyrhinen, 1992 .

Simulating level-crossing probabilities by importance sampling

T. Lehtonen, H. Nyrhinen, 1992, Advances in Applied Probability.

Large Deviations View Points for Heavy-Tailed Random Walks

H. Nyrhinen, Y. Hu, 2004 .

Power estimates for ruin probabilities

H. Nyrhinen, 2005, Advances in Applied Probability.

On Large Deviations of Multivariate Heavy-Tailed Random Walks

H. Nyrhinen, 2009 .

On real growth and run-off companies in insurance ruin theory

H. Nyrhinen, 2015, Advances in Applied Probability.

On the ruin probabilities in a general economic environment

H. Nyrhinen, Harri Nyrhinen, 1999 .

Finite and infinite time ruin probabilities in a stochastic economic environment

H. Nyrhinen, Harri Nyrhinen, 2001 .

On the typical level crossing time and path

H. Nyrhinen, 1995 .

Rough limit results for level-crossing probabilities

H. Nyrhinen, 1994, Journal of Applied Probability.

Large deviations for the time of ruin

H. Nyrhinen, 1999, Journal of Applied Probability.

Rough descriptions of ruin for a general class of surplus processes

H. Nyrhinen, 1998, Advances in Applied Probability.