THE FINITE-TIME RUIN PROBABILITY FOR AN INHOMOGENEOUS RENEWAL RISK MODEL.
- Published in:
- Journal of Industrial & Management Optimization, 2017, v. 13, n. 1, p. 207, doi. 10.3934/jimo.2016012
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- Article
Works matching AU Šiaulys, Jonas
Results: 35
1
2
On the distribution-tail of the product of gamma random variables.
- Published in:
- Nonlinear Analysis: Modeling & Control, 2024, v. 29, n. 6, p. 1186, doi. 10.15388/namc.2024.29.37958
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- Article
3
Ruin probability for renewal risk models with neutral net profit condition.
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- Nonlinear Analysis: Modeling & Control, 2023, v. 28, n. 6, p. 1182, doi. 10.15388/namc.2023.28.33507
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- Article
4
On the non-closure under convolution for strong subexponential distributions.
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- Nonlinear Analysis: Modeling & Control, 2023, v. 28, n. 1, p. 97, doi. 10.15388/namc.2023.28.30208
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- Article
5
A note on product-convolution for generalized subexponential distributions.
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- Nonlinear Analysis: Modeling & Control, 2022, v. 27, n. 6, p. 1054, doi. 10.15388/namc.2022.27.29405
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- Article
6
Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments.
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- Nonlinear Analysis: Modeling & Control, 2021, v. 26, n. 6, p. 1200, doi. 10.15388/namc.2021.26.24608
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- Article
7
Survival With Random Effect.
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- Vilnius University Proceedings, 2023, v. 39, p. 74
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- Publication type:
- Article
8
Randomly Stopped Sums, Minima and Maxima for Heavy-Tailed and Light-Tailed Distributions.
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- Axioms (2075-1680), 2024, v. 13, n. 6, p. 355, doi. 10.3390/axioms13060355
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- Article
9
Randomly Stopped Minimum, Maximum, Minimum of Sums and Maximum of Sums with Generalized Subexponential Distributions.
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- Axioms (2075-1680), 2024, v. 13, n. 2, p. 85, doi. 10.3390/axioms13020085
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- Article
10
Randomly Stopped Sums with Generalized Subexponential Distribution.
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- Axioms (2075-1680), 2023, v. 12, n. 7, p. 641, doi. 10.3390/axioms12070641
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- Publication type:
- Article
11
Asymptotic behaviour of the finite-time ruin probability in renewal risk models.
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- Applied Stochastic Models in Business & Industry, 2009, v. 25, n. 3, p. 309, doi. 10.1002/asmb.747
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- Article
12
Minimum of heavy-tailed random variables is not heavy tailed.
- Published in:
- AIMS Mathematics, 2023, v. 8, n. 6, p. 1, doi. 10.3934/math.2023658
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- Article
13
The Random Effect Transformation for Three Regularity Classes.
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- Mathematics (2227-7390), 2024, v. 12, n. 24, p. 3932, doi. 10.3390/math12243932
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- Article
14
Truncated Moments for Heavy-Tailed and Related Distribution Classes.
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- Mathematics (2227-7390), 2023, v. 11, n. 9, p. 2172, doi. 10.3390/math11092172
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- Article
15
Product Convolution of Generalized Subexponential Distributions.
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- Mathematics (2227-7390), 2023, v. 11, n. 1, p. 248, doi. 10.3390/math11010248
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- Publication type:
- Article
16
Survival with Random Effect.
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- Mathematics (2227-7390), 2022, v. 10, n. 7, p. 1097, doi. 10.3390/math10071097
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- Article
17
Tails of the Moments for Sums with Dominatedly Varying Random Summands.
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- Mathematics (2227-7390), 2021, v. 9, n. 8, p. 824, doi. 10.3390/math9080824
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- Publication type:
- Article
18
Upper Bounds and Explicit Formulas for the Ruin Probability in the Risk Model with Stochastic Premiums and a Multi-Layer Dividend Strategy.
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- Mathematics (2227-7390), 2020, v. 8, n. 11, p. 1885, doi. 10.3390/math8111885
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- Article
19
Martingale Approach to Derive Lundberg-Type Inequalities.
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- Mathematics (2227-7390), 2020, v. 8, n. 10, p. 1742, doi. 10.3390/math8101742
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- Article
20
Estimation of Uncertainty in Mortality Projections Using State-Space Lee-Carter Model.
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- Mathematics (2227-7390), 2020, v. 8, n. 7, p. 1053, doi. 10.3390/math8071053
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- Publication type:
- Article
21
Ultimate Time Survival Probability in Three-Risk Discrete Time Risk Model.
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- Mathematics (2227-7390), 2020, v. 8, n. 2, p. 147, doi. 10.3390/math8020147
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- Article
22
AN EXPLICIT FORMULA FOR THE GREATEST COMMON DIVISOR OF THREE INTEGERS.
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- Siauliai Mathematical Seminar, 2013, v. 8, n. 16, p. 261
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- Article
23
Tail Behavior of Sums and Maxima of Sums of Dependent Subexponential Random Variables.
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- Acta Applicandae Mathematicae, 2011, v. 114, n. 3, p. 219, doi. 10.1007/s10440-011-9610-1
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- Publication type:
- Article
24
ARMA MODELS FOR MORTALITY FORECAST.
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- Lithuanian Journal of Statistics / Lietuvos Statistikos Darbai, 2016, v. 55, n. 1, p. 31, doi. 10.15388/ljs.2016.13865
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- Publication type:
- Article
25
ESTIMATION OF THE GENERALIZED STOCHASTIC CLAIMS RESERVING MODEL AND THE CHAIN-LADDER METHOD.
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- Monetary Studies (Bank of Lithuania), 2012, v. 16, n. 1, p. 68
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- Article
26
Asymptotics for randomly weighted and stopped dependent sums.
- Published in:
- Stochastics: An International Journal of Probability & Stochastic Processes, 2016, v. 88, n. 2, p. 300, doi. 10.1080/17442508.2015.1052812
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- Publication type:
- Article
27
Gerber-Shiu function for the discrete inhomogeneous claim case.
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- International Journal of Computer Mathematics, 2012, v. 89, n. 12, p. 1617, doi. 10.1080/00207160.2012.693607
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- Article
28
Revisiting Calibration of the Solvency II Standard Formula for Mortality Risk: Does the Standard Stress Scenario Provide an Adequate Approximation of Value-at-Risk?
- Published in:
- Risks, 2019, v. 7, n. 2, p. 58, doi. 10.3390/risks7020058
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- Article
29
The Exponential Estimate of the Ultimate Ruin Probability for the Non-Homogeneous Renewal Risk Model.
- Published in:
- Risks, 2018, v. 6, n. 1, p. 20, doi. 10.3390/risks6010020
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- Article
30
On the distribution-tail behaviour of the product of normal random variables.
- Published in:
- Journal of Inequalities & Applications, 2023, v. 2023, n. 1, p. 1, doi. 10.1186/s13660-023-02941-1
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- Article
31
Actuarial Analysis of Survival after Breast Cancer Diagnosis among Lithuanian Females.
- Published in:
- Healthcare (2227-9032), 2024, v. 12, n. 7, p. 746, doi. 10.3390/healthcare12070746
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- Article
32
Actuarial Analysis of Survival among Breast Cancer Patients in Lithuania.
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- Healthcare (2227-9032), 2021, v. 9, n. 4, p. 383, doi. 10.3390/healthcare9040383
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- Article
33
A note on randomly stopped sums with zero mean increments.
- Published in:
- Modern Stochastics: Theory & Applications, 2024, v. 11, n. 1, p. 31, doi. 10.15559/23-VMSTA236
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- Article
34
Ruin probability for the bi-seasonal discrete time risk model with dependent claims.
- Published in:
- Modern Stochastics: Theory & Applications, 2019, v. 6, n. 1, p. 133, doi. 10.15559/18-VMSTA118
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- Article
35
Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk.
- Published in:
- Modern Stochastics: Theory & Applications, 2018, v. 5, n. 2, p. 129, doi. 10.15559/18-VMSTA99
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- Publication type:
- Article