Leipus, Remigijus; Paukštys, Saulius; Šiaulys, Jonas Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure. (English) Zbl 1460.91298 Stat. Probab. Lett. 170, Article ID 108998, 12 p. (2021). MSC: 91G70 60G70 PDFBibTeX XMLCite \textit{R. Leipus} et al., Stat. Probab. Lett. 170, Article ID 108998, 12 p. (2021; Zbl 1460.91298) Full Text: DOI
Danilenko, Svetlana; Šiaulys, Jonas; Stepanauskas, Gediminas Closure properties of \(O\)-exponential distributions. (English) Zbl 1391.60030 Stat. Probab. Lett. 140, 63-70 (2018). MSC: 60E05 60G50 60F10 PDFBibTeX XMLCite \textit{S. Danilenko} et al., Stat. Probab. Lett. 140, 63--70 (2018; Zbl 1391.60030) Full Text: DOI
Danilenko, Svetlana; Šiaulys, Jonas Randomly stopped sums of not identically distributed heavy tailed random variables. (English) Zbl 1382.60027 Stat. Probab. Lett. 113, 84-93 (2016). MSC: 60E05 60G70 62E20 PDFBibTeX XMLCite \textit{S. Danilenko} and \textit{J. Šiaulys}, Stat. Probab. Lett. 113, 84--93 (2016; Zbl 1382.60027) Full Text: DOI
Yang, Yang; Ignatavičiūtė, Eglė; Šiaulys, Jonas Conditional tail expectation of randomly weighted sums with heavy-tailed distributions. (English) Zbl 1328.60040 Stat. Probab. Lett. 105, 20-28 (2015). MSC: 60E05 60F10 62E20 PDFBibTeX XMLCite \textit{Y. Yang} et al., Stat. Probab. Lett. 105, 20--28 (2015; Zbl 1328.60040) Full Text: DOI
Bernackaitė, Emilija; Šiaulys, Jonas The exponential moment tail of inhomogeneous renewal process. (English) Zbl 1316.60133 Stat. Probab. Lett. 97, 9-15 (2015). MSC: 60K05 60G50 PDFBibTeX XMLCite \textit{E. Bernackaitė} and \textit{J. Šiaulys}, Stat. Probab. Lett. 97, 9--15 (2015; Zbl 1316.60133) Full Text: DOI
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Closure property and maximum of randomly weighted sums with heavy-tailed increments. (English) Zbl 1288.62078 Stat. Probab. Lett. 91, 162-170 (2014). MSC: 62G32 62H20 62E20 PDFBibTeX XMLCite \textit{Y. Yang} et al., Stat. Probab. Lett. 91, 162--170 (2014; Zbl 1288.62078) Full Text: DOI
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Tail probability of randomly weighted sums of subexponential random variables under a dependence structure. (English) Zbl 1334.62029 Stat. Probab. Lett. 82, No. 9, 1727-1736 (2012). MSC: 62E20 60E05 PDFBibTeX XMLCite \textit{Y. Yang} et al., Stat. Probab. Lett. 82, No. 9, 1727--1736 (2012; Zbl 1334.62029) Full Text: DOI
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Local precise large deviations for sums of random variables with \(O\)-regularly varying densities. (English) Zbl 1196.60043 Stat. Probab. Lett. 80, No. 19-20, 1559-1567 (2010). MSC: 60F10 60G50 62E20 PDFBibTeX XMLCite \textit{Y. Yang} et al., Stat. Probab. Lett. 80, No. 19--20, 1559--1567 (2010; Zbl 1196.60043) Full Text: DOI
Baltrūnas, Aleksandras; Leipus, Remigijus; Šiaulys, Jonas Precise large deviation results for the total claim amount under subexponential claim sizes. (English) Zbl 1145.60018 Stat. Probab. Lett. 78, No. 10, 1206-1214 (2008). MSC: 60F10 91B30 PDFBibTeX XMLCite \textit{A. Baltrūnas} et al., Stat. Probab. Lett. 78, No. 10, 1206--1214 (2008; Zbl 1145.60018) Full Text: DOI HAL