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Harri Nyrhinen

Contact information

Harri Nyrhinen

tel. +358-9-191 51471
email harri.nyrhinen at helsinki.fi
office hour: tuesday 14-15
Department of Mathematics and Statistics
P.O. Box 68 (Gustaf Hällströmin katu 2b)
FIN-00014 University of Helsinki
FINLAND

Research

Publications

  1. Lehtonen, T. and Nyrhinen, H. (1992). Simulating level-crossing probabilities by importance sampling. Adv. Appl. Prob. 24, 858-874.
  2. Lehtonen, T. and Nyrhinen, H. (1992). On asymptotically efficient simulation of ruin probabilities in a Markovian environment. Scand. Actuarial J., 60-75.
  3. Nyrhinen, H. (1994). Rough limit results for level-crossing probabilities. J. Appl. Prob. 31, 733-746.
  4. Nyrhinen, H. (1995). On the typical level crossing time and path. Stochastic Process. Appl. 58, 121-137.
  5. Nyrhinen, H. (1998). Rough descriptions of ruin for a general class of surplus processes. Adv. Appl. Prob. 30, 1008-1026.
  6. Nyrhinen, H. (1999). Large deviations for the time of ruin. J. Appl. Prob. 36, 733-746.
  7. Nyrhinen, H. (1999). On the ruin probabilities in a general economic environment. Stochastic Process. Appl. 83, 318-330.
  8. Nyrhinen, H. (2001). Finite and infinite time ruin probabilities in a stochastic economic environment. Stochastic Process. Appl. 92, 265-285.
  9. Hu, Y. and Nyrhinen, H. (2004). Large deviations viewpoints for heavy-tailed random walks. J. Theoret. Probab. 17, 761-768.
  10. Nyrhinen, H. (2004). Large deviations. In Sundt, B. and Teugels, J., eds., Encyclopedia of Actuarial Science, 958-961, Wiley.
  11. Nyrhinen, H. (2005). Upper bounds of the Gärtner-Ellis theorem for the sequences of random variables. Statist. Probab. Lett. 73, 57-60.
  12. Nyrhinen, H. (2005). Power estimates for ruin probabilities. Adv. Appl. Prob. 37, 726-742.
  13. Nyrhinen, H. (2007). Convex large deviation rate functions under mixtures of linear transformations, with an application to ruin theory. Stochastic Process. Appl. 117, 947-959.
  14. Nyrhinen, H. (2009). On large deviations of multivariate heavy-tailed random walks. J. Theoret. Probab. 22, 1-17.
  15. Nyrhinen, H. (2010). Economic factors and solvency. ASTIN Bulletin 40 No. 2, 889-915.

Teaching

Teaching at the University of Helsinki during 1990 - 2002.

1. Risk theory
2. Advanced risk theory
3. Life insurance mathematics
4. Financial economics
5. Large deviations theory
6. Stochastic processes
7. Probability theory
8. Extremal events

Personal

Home address

Harri Nyrhinen
Töölöntörinkatu 1 B 23
00260 Helsinki
Finland

Phone +358-40-845 2777