Golomoziy, Vitaliy Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains. (English) Zbl 07819610 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 97-119 (2022). MSC: 60J10 60J20 PDFBibTeX XMLCite \textit{V. Golomoziy}, Springer Proc. Math. Stat. 408, 97--119 (2022; Zbl 07819610) Full Text: DOI
Golomoziy, Vitaliy Exponential moments of simultaneous hitting time for non-atomic Markov chains. (English) Zbl 1494.60076 Glas. Mat., III. Ser. 57, No. 1, 129-147 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60J05 60K05 PDFBibTeX XMLCite \textit{V. Golomoziy}, Glas. Mat., III. Ser. 57, No. 1, 129--147 (2022; Zbl 1494.60076) Full Text: DOI
Jaunė, Eglė; Šiaulys, Jonas Asymptotic risk decomposition for regularly varying distributions with tail dependence. (English) Zbl 1510.91148 Appl. Math. Comput. 427, Article ID 127164, 13 p. (2022). MSC: 91G05 60E15 62P05 PDFBibTeX XMLCite \textit{E. Jaunė} and \textit{J. Šiaulys}, Appl. Math. Comput. 427, Article ID 127164, 13 p. (2022; Zbl 1510.91148) Full Text: DOI
Sprindys, Jonas; Šiaulys, Jonas Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments. (English) Zbl 1496.60043 Nonlinear Anal., Model. Control 26, No. 6, 1200-1212 (2021). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G50 60E05 60B10 60F05 PDFBibTeX XMLCite \textit{J. Sprindys} and \textit{J. Šiaulys}, Nonlinear Anal., Model. Control 26, No. 6, 1200--1212 (2021; Zbl 1496.60043) Full Text: DOI
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi Exponential bounds of ruin probabilities for non-homogeneous risk models. (English) Zbl 1485.91212 Probab. Math. Stat. 41, No. 2, 217-235 (2021). MSC: 91G05 60G44 PDFBibTeX XMLCite \textit{Q. Zhou} et al., Probab. Math. Stat. 41, No. 2, 217--235 (2021; Zbl 1485.91212) Full Text: DOI arXiv
Zhou, Qianqian; Sakhanenko, Alexander; Guo, Junyi Lundberg-type inequalities for non-homogeneous risk models. (English) Zbl 1465.91034 Stoch. Models 36, No. 4, 661-680 (2020). MSC: 91B05 60K10 PDFBibTeX XMLCite \textit{Q. Zhou} et al., Stoch. Models 36, No. 4, 661--680 (2020; Zbl 1465.91034) Full Text: DOI arXiv
Wang, Shijie; Guo, Duo; Wang, Wensheng Closure property of consistently varying random variables based on precise large deviation principles. (English) Zbl 07530018 Commun. Stat., Theory Methods 48, No. 9, 2218-2228 (2019). MSC: 60E05 62E10 PDFBibTeX XMLCite \textit{S. Wang} et al., Commun. Stat., Theory Methods 48, No. 9, 2218--2228 (2019; Zbl 07530018) Full Text: DOI
Navickienė, Olga; Sprindys, Jonas; Šiaulys, Jonas The Gerber-Shiu discounted penalty function for the bi-seasonal discrete time risk model. (English) Zbl 1485.91055 Informatica, Vilnius 29, No. 4, 733-756 (2018). MSC: 91B05 60K10 PDFBibTeX XMLCite \textit{O. Navickienė} et al., Informatica, Vilnius 29, No. 4, 733--756 (2018; Zbl 1485.91055) Full Text: Link
Jaunė, Eglė; Ragulina, Olena; Šiaulys, Jonas Expectation of the truncated randomly weighted sums with dominatedly varying summands. (English) Zbl 1412.62029 Lith. Math. J. 58, No. 4, 421-440 (2018). MSC: 62E20 60E15 91G10 91B30 PDFBibTeX XMLCite \textit{E. Jaunė} et al., Lith. Math. J. 58, No. 4, 421--440 (2018; Zbl 1412.62029) Full Text: DOI
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
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
Ragulina, Olena The risk model with stochastic premiums, dependence and a threshold dividend strategy. (English) Zbl 1410.91284 Mod. Stoch., Theory Appl. 4, No. 4, 315-351 (2017). MSC: 91B30 60G55 62P05 35R09 PDFBibTeX XMLCite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 4, No. 4, 315--351 (2017; Zbl 1410.91284) Full Text: DOI arXiv
Bernackaitė, Emilija; Šiaulys, Jonas The finite-time ruin probability for an inhomogeneous renewal risk model. (English) Zbl 1369.91078 J. Ind. Manag. Optim. 13, No. 1, 207-222 (2017). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60K05 PDFBibTeX XMLCite \textit{E. Bernackaitė} and \textit{J. Šiaulys}, J. Ind. Manag. Optim. 13, No. 1, 207--222 (2017; Zbl 1369.91078) Full Text: DOI