10 citations · 15 across the 2 of their papers we have counts for
4 papers · 1 filter
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 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…
Random convolution of inhomogeneous distributions with -exponential tail
Svetlana Danilenko, Simona Paškauskaitė, Jonas Šiaulys
Let be a sequence of independent random variables (not necessarily identically distributed), and be a counting random variable independent of this sequence…