Jonas vSiaulys

most citedRandomly stopped sums with consistently varying distributions

10 citations · 15 across the 2 of their papers we have counts for

collaborators

3 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 ${ξ_{1}, ξ_{2}, \dots}$ be a sequence of independent random variables, and $η$ be a counting random variable independent of this sequence. We consider conditions for $\{ξ_1,ξ_2,\l…

math.PR2016

Random convolution of inhomogeneous distributions with $O$ -exponential tail

Svetlana Danilenko, Simona Paškauskaitė, Jonas Šiaulys

Let ${ξ_{1}, ξ_{2}, \dots}$ be a sequence of independent random variables (not necessarily identically distributed), and $η$ be a counting random variable independent of this sequence…

Ruin probability for the bi-seasonal discrete time risk model with dependent claims

Randomly stopped sums with consistently varying distributions

Random convolution of inhomogeneous distributions with O-exponential tail

Random convolution of inhomogeneous distributions with $O$ -exponential tail