5 citations · 12 across the 3 of their papers we have counts for
3 papers
math.PR2023★ 4 cited
Ruin probability for renewal risk models with neutral net profit condition
Andrius Grigutis, Arvydas Karbonskis, Jonas Šiaulys
In ruin theory, the net profit condition intuitively means that the incurred random claims on average do not occur more often than premiums are gained. The breach of the net profit…
math.PR2022★ 3 cited
Multi seasonal discrete time risk model revisited
Andrius Grigutis, Jonas Jankauskas, Jonas Šiaulys
In this work we set up the distribution function of , where the random walk is generate…
math.PR2019★ 5 cited
The risk model with stochastic premiums and a multi-layer dividend strategy
Olena Ragulina
The paper deals with a generalization of the risk model with stochastic premiums where dividends are paid according to a multi-layer dividend strategy. First of all, we derive piec…