Ruohonen, Matti

name

• Ruohonen, Matti

Authored works

• A martingale formula in ruin theory
• A necessary and sufficient condition for noncertain ruin for a diffusion process in insurance business
• Almost sure asymptotic likelihood theory for diffusion processes with state-dependent noise
• Applicability of the corrected diffusion approximation to the probability of ruin in risk process
• Bankruptcy costs and the firm's optimal capital structure : some mathematical problems
• Consideration of some local and asymptotic properties of single-level sampling inspection plans
• Estimation of the diffusion function in a two-dimensional diffusion model
• Fitting the convolution of negative binomial and Poisson distributions on data
• Generalization of a matrix inversion lemma
• On the probability of ruin of risk processes approximated by a diffusion process
• On the use Ventcel-Feidlin estimates in approximating the probability of ruin
• On the weak convergence of alternating processes
• Proof of wishartness of a residual matrix
• Some representations of generalized inverses of matrices as limits of sequences of nonsingular matrices

Works contributed to

• Adaptation of a linear system to a finite set of patterns occurring in an arbitrarily varying order
• An optimization algorithm for search for a Markov moving target
• On the optimal search for a target whose motion is a diffusion process
• Todennäköisyyslaskenta C1-kurssi

Works about Ruohonen, Matti

• Paavot kehiin : musiikkiteknologia suomalaisessa iskelmämusiikkituotannossa 1960-80-luvuilla