Navickienė, Olga; Sprindys, Jonas; Šiaulys, Jonas Ruin probability for the bi-seasonal discrete time risk model with dependent claims. (English) Zbl 1425.91231 Mod. Stoch., Theory Appl. 6, No. 1, 133-144 (2019). MSC: 91B30 91B70 PDFBibTeX XMLCite \textit{O. Navickienė} et al., Mod. Stoch., Theory Appl. 6, No. 1, 133--144 (2018; Zbl 1425.91231) Full Text: DOI arXiv
Kievinaitė, Dominyka; Šiaulys, Jonas Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk. (English) Zbl 1393.91100 Mod. Stoch., Theory Appl. 5, No. 2, 129-143 (2018). MSC: 91B30 60K10 60G50 62P05 PDFBibTeX XMLCite \textit{D. Kievinaitė} and \textit{J. Šiaulys}, Mod. Stoch., Theory Appl. 5, No. 2, 129--143 (2018; Zbl 1393.91100) Full Text: DOI arXiv
Andrulytė, Ieva Marija; Manstavičius, Martynas; Šiaulys, Jonas Randomly stopped maximum and maximum of sums with consistently varying distributions. (English) Zbl 1372.60064 Mod. Stoch., Theory Appl. 4, No. 1, 65-78 (2017). Reviewer: Alexander Iksanov (Kiev) MSC: 60G50 60E05 PDFBibTeX XMLCite \textit{I. M. Andrulytė} et al., Mod. Stoch., Theory Appl. 4, No. 1, 65--78 (2017; Zbl 1372.60064) Full Text: DOI arXiv
Kizinevič, Edita; Sprindys, Jonas; Šiaulys, Jonas Randomly stopped sums with consistently varying distributions. (English) Zbl 1349.60083 Mod. Stoch., Theory Appl. 3, No. 2, 165-179 (2016). MSC: 60G70 60G50 60F99 44A35 PDFBibTeX XMLCite \textit{E. Kizinevič} et al., Mod. Stoch., Theory Appl. 3, No. 2, 165--179 (2016; Zbl 1349.60083) Full Text: DOI arXiv
Danilenko, Svetlana; Paškauskaitė, Simona; Šiaulys, Jonas Random convolution of inhomogeneous distributions with \(\mathcal {O} \)-exponential tail. (English) Zbl 1349.60010 Mod. Stoch., Theory Appl. 3, No. 1, 79-94 (2016). MSC: 60E05 60G50 62E10 44A35 PDFBibTeX XMLCite \textit{S. Danilenko} et al., Mod. Stoch., Theory Appl. 3, No. 1, 79--94 (2016; Zbl 1349.60010) Full Text: DOI arXiv
Grigutis, Andrius; Korvel, Agneška; Šiaulys, Jonas Ruin probability in the three-seasonal discrete-time risk model. (English) Zbl 1349.91137 Mod. Stoch., Theory Appl. 2, No. 4, 421-441 (2015). MSC: 91B30 60G50 PDFBibTeX XMLCite \textit{A. Grigutis} et al., Mod. Stoch., Theory Appl. 2, No. 4, 421--441 (2015; Zbl 1349.91137) Full Text: DOI arXiv
Andrulytė, Ieva Marija; Bernackaitė, Emilija; Kievinaitė, Dominyka; Šiaulys, Jonas A Lundberg-type inequality for an inhomogeneous renewal risk model. (English) Zbl 1414.91157 Mod. Stoch., Theory Appl. 2, No. 2, 173-184 (2015). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B30 60K10 60G50 PDFBibTeX XMLCite \textit{I. M. Andrulytė} et al., Mod. Stoch., Theory Appl. 2, No. 2, 173--184 (2015; Zbl 1414.91157) Full Text: DOI arXiv