10 citations · 15 across the 2 of their papers we have counts for
2 papers
math.PR2020★ 5 cited
Ruin probability for the bi-seasonal discrete time risk model with dependent claims
Olga Navickienė, Jonas Sprindys, Jonas Šiaulys
The discrete time risk model with two seasons and dependent claims is considered. An algorithm is created for computing the values of the ultimate ruin probability. Theoretical res…
math.PR2016★ 10 cited
Randomly stopped sums with consistently varying distributions
Edita Kizinevič, Jonas Sprindys, Jonas Šiaulys
Let be a sequence of independent random variables, and be a counting random variable independent of this sequence. We consider conditions for $\{ξ_1,ξ_2,\l…