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researcher

J. Šiaulys

3 papers hereh-index 15881 citations109 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author2

Across the 2 of 3 papers where every author was matched, so the position is known.

fields
  • math.PR3

identity via Semantic Scholar / OpenAlex

activity
20192023
most citedThe risk model with stochastic premiums and a multi-layer dividend strategy

5 citations · 12 across the 3 of their papers we have counts for

collaborators
Showing 2023 · math.PRShow all

1 paper · 2 filters

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.