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 2022Show all

4 papers · 1 filter

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…

math.NT2022★ 2 cited

On a positivity property of the real part of logarithmic derivative of the Riemann $ξ$ -function

Edvinas Goldštein, Andrius Grigutis

In this paper we investigate the positivity property of the real part of logarithmic derivative of the Riemann $ξ$ -function for $1/2 < σ < 1$ and sufficiently large $t$ . We give an exp…

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

Distribution of Shifted Discrete Random Walk and Vandermonde matrices

Multi seasonal discrete time risk model revisited

On a positivity property of the real part of logarithmic derivative of the Riemann ξ-function

On a positivity property of the real part of logarithmic derivative of the Riemann $ξ$ -function