13 citations · 52 across the 8 of their papers we have counts for
8 papers
Asymptotic formulas for products of Poisson distributions
Džiugas Chvoinikov, Jonas Šiaulys
In this paper, we study the asymptotic behaviour of the product tail probability where is a finite collection of inde…
Right-tail asymptotics for products of independent normal random variables
Džiugas Chvoinikov, Jonas Šiaulys
Let be independent normal random variables with , and set . We derive asymptotic approximations for the right tail probab…
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…
Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk
Dominyka Kievinaitė, Jonas Šiaulys
Let be a sequence of independent but not necessarily identically distributed random variables. In this paper, the sufficient conditions are found under which t…
Randomly stopped maximum and maximum of sums with consistently varying distributions
Ieva Marija Andrulytė, Martynas Manstavičius, Jonas Šiaulys
Let be a sequence of independent random variables, and be a counting random variable independent of this sequence. In addition, let and $S_n:=ξ_1+…
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…