A. Grigutis

activity

20162026

most citedRuin probability in the three-seasonal discrete-time risk model

9 citations · 32 across the 18 of their papers we have counts for

collaborators

Showing 2022 · math.PRShow all

3 papers · 2 filters

math.PR2022

Distribution of shifted discrete random walk generated by distinct random variables and applications in ruin theory

Simonas Gervė, Andrius Grigutis

In this paper, we set up the distribution function $φ (u) = P (n ⩾ 1 sup i = 1 \sum n (X_{i} - κ) < u),$ and the generating function of $φ (u + 1)$ ,…

math.PR2022★ 8 cited

Distribution of Shifted Discrete Random Walk and Vandermonde matrices

Andrius Grigutis

In this work we set up the generating function of the ultimate time survival probability $φ (u + 1)$ , where $$φ(u)=\mathbb{P}\left(\sup_{n\geqslant 1}\sum_{i=1}^{n}\left(X_i-κ\right)<…

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 $M := sup_{n ⩾ 1} \sum_{i = 1}^{n} (Z_{i} - 1)$ , where the random walk $\sum_{i = 1}^{n} Z_{i}, n \in N,$ is generate…