Jasiulis-Gołdyn, Barbara Helena; Lechańska, Alicja; KrystynaMisiewicz, Jolanta Cramér-Lundberg model for some classes of extremal Markov sequences. (English) Zbl 1527.91141 Lith. Math. J. 63, No. 3, 272-290 (2023). MSC: 91G05 60G70 44A35 60G50 PDFBibTeX XMLCite \textit{B. H. Jasiulis-Gołdyn} et al., Lith. Math. J. 63, No. 3, 272--290 (2023; Zbl 1527.91141) Full Text: DOI arXiv OA License
Dirma, Mantas; Nakliuda, Neda; Šiaulys, Jonas Generalized moments of sums with heavy-tailed random summands. (English) Zbl 1524.60104 Lith. Math. J. 63, No. 3, 254-271 (2023). MSC: 60G70 91G10 PDFBibTeX XMLCite \textit{M. Dirma} et al., Lith. Math. J. 63, No. 3, 254--271 (2023; Zbl 1524.60104) Full Text: DOI
Geng, Bingzhen; Liu, Zaiming; Wang, Shijie A Kesten-type inequality for randomly weighted sums of dependent subexponential random variables with applications to risk theory*. (English) Zbl 07683107 Lith. Math. J. 63, No. 1, 81-91 (2023). MSC: 62E20 60H20 PDFBibTeX XMLCite \textit{B. Geng} et al., Lith. Math. J. 63, No. 1, 81--91 (2023; Zbl 07683107) Full Text: DOI
Wang, Shijie; Gao, Yu Precise large deviations for aggregate claims of a compound renewal risk model with arbitrary dependence between claim sizes and waiting times. (English) Zbl 1510.91066 Lith. Math. J. 62, No. 4, 542-552 (2022). MSC: 91B05 60F10 60K10 PDFBibTeX XMLCite \textit{S. Wang} and \textit{Y. Gao}, Lith. Math. J. 62, No. 4, 542--552 (2022; Zbl 1510.91066) Full Text: DOI
Xu, Hui; Wang, Yuebao; Cheng, Dongya; Yu, Changjun On the closure under infinitely divisible distribution roots. (English) Zbl 1490.60049 Lith. Math. J. 62, No. 2, 259-287 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 60F15 60G50 PDFBibTeX XMLCite \textit{H. Xu} et al., Lith. Math. J. 62, No. 2, 259--287 (2022; Zbl 1490.60049) Full Text: DOI
Qian, Huan; Geng, Bingzhen; Wang, Shijie Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables. (English) Zbl 1493.62072 Lith. Math. J. 62, No. 1, 113-122 (2022). MSC: 62E20 60G70 PDFBibTeX XMLCite \textit{H. Qian} et al., Lith. Math. J. 62, No. 1, 113--122 (2022; Zbl 1493.62072) Full Text: DOI
Hashorva, Enkelejd On extremal index of max-stable random fields. (English) Zbl 1475.60096 Lith. Math. J. 61, No. 2, 217-238 (2021). MSC: 60G70 60G10 60G60 60G15 PDFBibTeX XMLCite \textit{E. Hashorva}, Lith. Math. J. 61, No. 2, 217--238 (2021; Zbl 1475.60096) Full Text: DOI arXiv
Watanabe, Toshiro Subexponential densities of infinitely divisible distributions on the half-line. (English) Zbl 1468.60024 Lith. Math. J. 60, No. 4, 530-543 (2020). MSC: 60E07 60G51 PDFBibTeX XMLCite \textit{T. Watanabe}, Lith. Math. J. 60, No. 4, 530--543 (2020; Zbl 1468.60024) Full Text: DOI arXiv
Cui, Zhaolei; Wang, Yuebao On the long tail property of product convolution. (English) Zbl 1468.60019 Lith. Math. J. 60, No. 3, 315-329 (2020). MSC: 60E05 62E20 60G50 PDFBibTeX XMLCite \textit{Z. Cui} and \textit{Y. Wang}, Lith. Math. J. 60, No. 3, 315--329 (2020; Zbl 1468.60019) Full Text: DOI arXiv
Cang, Yuquan; Yang, Yang; Shi, Xixi A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model. (English) Zbl 1443.62337 Lith. Math. J. 60, No. 2, 161-172 (2020). MSC: 62P05 62E20 62G32 91G70 91B05 PDFBibTeX XMLCite \textit{Y. Cang} et al., Lith. Math. J. 60, No. 2, 161--172 (2020; Zbl 1443.62337) Full Text: DOI
Lu, Xiaoyang; Samorodnitsky, Gennady Risk forecasting in the context of time series. (English) Zbl 1448.60039 Lith. Math. J. 59, No. 4, 545-574 (2019). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 60E05 60G70 62P05 PDFBibTeX XMLCite \textit{X. Lu} and \textit{G. Samorodnitsky}, Lith. Math. J. 59, No. 4, 545--574 (2019; Zbl 1448.60039) Full Text: DOI
Bloznelis, Mindaugas Local probabilities of randomly stopped sums of power-law lattice random variables. (English) Zbl 1456.60101 Lith. Math. J. 59, No. 4, 437-468 (2019). MSC: 60G50 60F10 90B15 PDFBibTeX XMLCite \textit{M. Bloznelis}, Lith. Math. J. 59, No. 4, 437--468 (2019; Zbl 1456.60101) Full Text: DOI arXiv
Yuan, Nannan; Hu, Xiang; Chen, Mi Risk aggregation based on the Poisson INAR(1) process with periodic structure. (English) Zbl 1407.62395 Lith. Math. J. 58, No. 4, 505-515 (2018). MSC: 62P05 62M10 PDFBibTeX XMLCite \textit{N. Yuan} et al., Lith. Math. J. 58, No. 4, 505--515 (2018; Zbl 1407.62395) Full Text: DOI
Omey, Edward; Van Gulck, Stefan; Vesilo, Rein Semi-heavy tails. (English) Zbl 1407.26011 Lith. Math. J. 58, No. 4, 480-499 (2018). MSC: 26A12 60E05 PDFBibTeX XMLCite \textit{E. Omey} et al., Lith. Math. J. 58, No. 4, 480--499 (2018; Zbl 1407.26011) Full Text: DOI 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
Wang, Kaiyong; Gao, Miaomiao; Yang, Yang; Chen, Yang Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks. (English) Zbl 1458.62255 Lith. Math. J. 58, No. 1, 113-125 (2018). MSC: 62P05 62E10 62H12 91B05 91G05 PDFBibTeX XMLCite \textit{K. Wang} et al., Lith. Math. J. 58, No. 1, 113--125 (2018; Zbl 1458.62255) Full Text: DOI
Leipus, Remigijus; Šiaulys, Jonas On the random max-closure for heavy-tailed random variables. (English) Zbl 1373.60031 Lith. Math. J. 57, No. 2, 208-221 (2017). MSC: 60E05 62E10 60G70 PDFBibTeX XMLCite \textit{R. Leipus} and \textit{J. Šiaulys}, Lith. Math. J. 57, No. 2, 208--221 (2017; Zbl 1373.60031) Full Text: DOI
Zhang, Ting; Fang, Xi-Nian; Liu, Jie; Yang, Yang Asymptotics for the partial sum and its maximum of dependent random variables. (English) Zbl 1381.60073 Lith. Math. J. 57, No. 1, 142-153 (2017). MSC: 60F05 60E05 60G70 62E20 PDFBibTeX XMLCite \textit{T. Zhang} et al., Lith. Math. J. 57, No. 1, 142--153 (2017; Zbl 1381.60073) Full Text: DOI
Jordanova, Pavlina; Stehlík, Milan Mixed Poisson process with Pareto mixing variable and its risk applications. (English) Zbl 1348.62065 Lith. Math. J. 56, No. 2, 189-206 (2016). MSC: 62F10 62F12 PDFBibTeX XMLCite \textit{P. Jordanova} and \textit{M. Stehlík}, Lith. Math. J. 56, No. 2, 189--206 (2016; Zbl 1348.62065) Full Text: DOI
Chen, Wei; Wang, Yuebao; Cheng, Dongya An inequality of widely dependent random variables and its applications. (English) Zbl 1385.60040 Lith. Math. J. 56, No. 1, 16-31 (2016). MSC: 60E15 60F15 60G50 60K05 PDFBibTeX XMLCite \textit{W. Chen} et al., Lith. Math. J. 56, No. 1, 16--31 (2016; Zbl 1385.60040) Full Text: DOI
Damarackas, Julius; Šiaulys, Jonas A note on the net profit condition for discrete and classical risk models. (English) Zbl 1403.91193 Lith. Math. J. 55, No. 4, 465-473 (2015). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60J20 60K30 60G50 PDFBibTeX XMLCite \textit{J. Damarackas} and \textit{J. Šiaulys}, Lith. Math. J. 55, No. 4, 465--473 (2015; Zbl 1403.91193) Full Text: DOI
Omey, Edward; Vesilo, Rein Random sums of random variables and vectors: including infinite means and unequal length sums. (English) Zbl 1326.60062 Lith. Math. J. 55, No. 3, 433-450 (2015). MSC: 60G50 60F05 60F99 62E20 60E99 PDFBibTeX XMLCite \textit{E. Omey} and \textit{R. Vesilo}, Lith. Math. J. 55, No. 3, 433--450 (2015; Zbl 1326.60062) Full Text: DOI
Liu, Peng; Hashorva, Enkelejd; Ji, Lanpeng On the \(\gamma\)-reflected processes with fBm input. (English) Zbl 1325.60054 Lith. Math. J. 55, No. 3, 402-412 (2015). MSC: 60G22 60G70 60G10 91B30 PDFBibTeX XMLCite \textit{P. Liu} et al., Lith. Math. J. 55, No. 3, 402--412 (2015; Zbl 1325.60054) Full Text: DOI arXiv Link
Ayache, Antoine; Hamonier, Julien Linear multifractional stable motion: wavelet estimation of \(H(\cdot)\) and \(\alpha\) parameters. (English) Zbl 1321.60076 Lith. Math. J. 55, No. 2, 159-192 (2015). MSC: 60G22 60G52 60G18 60F15 62M09 42C40 PDFBibTeX XMLCite \textit{A. Ayache} and \textit{J. Hamonier}, Lith. Math. J. 55, No. 2, 159--192 (2015; Zbl 1321.60076) Full Text: DOI arXiv
Yang, Yang; Gao, Qingwu On closure properties of heavy-tailed distributions for random sums. (English) Zbl 1296.60034 Lith. Math. J. 54, No. 3, 366-377 (2014). MSC: 60E05 62E10 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{Q. Gao}, Lith. Math. J. 54, No. 3, 366--377 (2014; Zbl 1296.60034) Full Text: DOI
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model. (English) Zbl 1337.60034 Lith. Math. J. 53, No. 4, 448-470 (2013). MSC: 60F10 60G55 91B30 PDFBibTeX XMLCite \textit{Y. Yang} et al., Lith. Math. J. 53, No. 4, 448--470 (2013; Zbl 1337.60034) Full Text: DOI
Gao, Qingwu; Liu, Yu; Psarrakos, Georgios; Wang, Yuebao On asymptotic equivalence among the solutions of some defective renewal equations. (English) Zbl 1337.60222 Lith. Math. J. 53, No. 4, 391-405 (2013). MSC: 60K05 60F05 PDFBibTeX XMLCite \textit{Q. Gao} et al., Lith. Math. J. 53, No. 4, 391--405 (2013; Zbl 1337.60222) Full Text: DOI
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails. (English) Zbl 1286.60089 Lith. Math. J. 52, No. 2, 222-232 (2012). MSC: 60K10 60G50 60F10 91B30 62P05 62E20 PDFBibTeX XMLCite \textit{Y. Yang} et al., Lith. Math. J. 52, No. 2, 222--232 (2012; Zbl 1286.60089) Full Text: DOI
Yang, Yang; Wang, Kaiyong Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims. (English) Zbl 1292.91098 Lith. Math. J. 52, No. 1, 111-121 (2012). MSC: 91B30 60K10 60F05 60G70 62E10 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{K. Wang}, Lith. Math. J. 52, No. 1, 111--121 (2012; Zbl 1292.91098) Full Text: DOI
Cheng, Dongya; Wang, Yuebao Asymptotic behavior of the ratio of tail probabilities of sum and maximum of independent random variables. (English) Zbl 1284.60102 Lith. Math. J. 52, No. 1, 29-39 (2012). MSC: 60G70 60E05 60F99 60G55 PDFBibTeX XMLCite \textit{D. Cheng} and \textit{Y. Wang}, Lith. Math. J. 52, No. 1, 29--39 (2012; Zbl 1284.60102) Full Text: DOI
Mainik, Georg Estimating asymptotic dependence functionals in multivariate regularly varying models. (English) Zbl 1275.62073 Lith. Math. J. 52, No. 3, 259-281 (2012). Reviewer: Ludger Rüschendorf (Freiburg i. Br.) MSC: 62P05 91B30 91G10 62H12 60F05 60F15 PDFBibTeX XMLCite \textit{G. Mainik}, Lith. Math. J. 52, No. 3, 259--281 (2012; Zbl 1275.62073) Full Text: DOI Link
Leipus, Remigijus; Šiaulys, Jonas Finite-horizon ruin probability asymptotics in the compound discrete-time risk model. (English) Zbl 1227.91022 Lith. Math. J. 51, No. 2, 207-219 (2011). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{R. Leipus} and \textit{J. Šiaulys}, Lith. Math. J. 51, No. 2, 207--219 (2011; Zbl 1227.91022) Full Text: DOI
Embrechts, Paul; Hofert, Marius Practices and issues in operational risk modeling under Basel II. (English) Zbl 1227.91037 Lith. Math. J. 51, No. 2, 180-193 (2011). MSC: 91G40 91G80 62P05 PDFBibTeX XMLCite \textit{P. Embrechts} and \textit{M. Hofert}, Lith. Math. J. 51, No. 2, 180--193 (2011; Zbl 1227.91037) Full Text: DOI Link
Aleškevičienė, A. On asymptotics of deficit distribution and its moments at the time of ruin. (English) Zbl 1203.91109 Lith. Math. J. 50, No. 1, 1-12 (2010). MSC: 91B30 60G50 60F10 PDFBibTeX XMLCite \textit{A. Aleškevičienė}, Lith. Math. J. 50, No. 1, 1--12 (2010; Zbl 1203.91109) Full Text: DOI
Jørgensen, B.; Martínez, J. R.; Vinogradov, V. Domains of attraction to Tweedie distributions. (English) Zbl 1185.60021 Lith. Math. J. 49, No. 4, 399-425 (2009). MSC: 60F05 60F10 62E20 PDFBibTeX XMLCite \textit{B. Jørgensen} et al., Lith. Math. J. 49, No. 4, 399--425 (2009; Zbl 1185.60021) Full Text: DOI
Aleškevičienė, A.; Leipus, R.; Šiaulys, J. Second-order asymptotics of ruin probabilities for semiexponential claims. (English) Zbl 1182.91088 Lith. Math. J. 49, No. 4, 364-371 (2009). MSC: 91B30 PDFBibTeX XMLCite \textit{A. Aleškevičienė} et al., Lith. Math. J. 49, No. 4, 364--371 (2009; Zbl 1182.91088) Full Text: DOI
Kazakevičius, V.; Skorniakov, V. Asymptotically homogeneous iterated random functions with applications to the HARCH process. (English) Zbl 1193.60092 Lith. Math. J. 49, No. 1, 26-39 (2009). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60J05 62M10 60G10 PDFBibTeX XMLCite \textit{V. Kazakevičius} and \textit{V. Skorniakov}, Lith. Math. J. 49, No. 1, 26--39 (2009; Zbl 1193.60092) Full Text: DOI
Ambroževičiūtẹ, D.; Klivečka, A. On the tvGARCH(1,1) model: existence, CLT, and tail index. (English) Zbl 1416.62474 Lith. Math. J. 48, No. 1, 1-16 (2008). MSC: 62M10 PDFBibTeX XMLCite \textit{D. Ambroževičiūtẹ} and \textit{A. Klivečka}, Lith. Math. J. 48, No. 1, 1--16 (2008; Zbl 1416.62474) Full Text: DOI
Klivečka, A.; Surgailis, D. \(\mathrm{GARCH}(1,1)\) process can have arbitrarily heavy power tails. (English) Zbl 1129.62079 Lith. Math. J. 47, No. 2, 164-175 (2007); and Liet. Mat. Rink. 47, No. 2, 196-210 (2007). MSC: 62M10 PDFBibTeX XMLCite \textit{A. Klivečka} and \textit{D. Surgailis}, Lith. Math. J. 47, No. 2, 164--175 (2007; Zbl 1129.62079) Full Text: DOI
Šiaulys, J.; Asanavičiūutė, R. On the Gerber-Shiu discounted penalty function for subexponential claims. (English) Zbl 1131.60080 Lith. Math. J. 46, No. 4, 487-493 (2006); and Liet. Mat. Rink. 46, No. 4, 598-605 (2006). MSC: 60K10 60K05 91B30 PDFBibTeX XMLCite \textit{J. Šiaulys} and \textit{R. Asanavičiūutė}, Lith. Math. J. 46, No. 4, 487--493 (2006; Zbl 1131.60080) Full Text: DOI
Aleškevičienė, A. K. On calculation of moments of ladder heights. (English. Russian original) Zbl 1138.60319 Lith. Math. J. 46, No. 2, 129-145 (2006); translation from Liet. Mat. Rink. 46, No. 2, 159-179 (2006). MSC: 60G50 PDFBibTeX XMLCite \textit{A. K. Aleškevičienė}, Lith. Math. J. 46, No. 2, 129--145 (2006; Zbl 1138.60319); translation from Liet. Mat. Rink. 46, No. 2, 159--179 (2006) Full Text: DOI
Baltrūnas, A. The probability of ruin in finite time. (English) Zbl 0983.91029 Lith. Math. J. 39, No. 3, 240-244 (1999); and Liet. Mat. Rink. 39, No. 3, 304-309 (1999). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 PDFBibTeX XMLCite \textit{A. Baltrūnas}, Lith. Math. J. 39, No. 3, 240--244 (1999); and Liet. Mat. Rink. 39, No. 3, 304--309 (1999; Zbl 0983.91029) Full Text: DOI
Baltrūnas, A.; Omey, E. The rate of convergence for subexponential distributions. (English) Zbl 0935.60005 Lith. Math. J. 38, No. 1, 1-14 (1998) and Liet. Mat. Rink. 38, No. 1, 1-18 (1998). Reviewer: A.Spătaru (Bucureşti) MSC: 60E05 PDFBibTeX XMLCite \textit{A. Baltrūnas} and \textit{E. Omey}, Lith. Math. J. 38, No. 1, 1--14 (1998) and Liet. Mat. Rink. 38, No. 1, 1--18 (1998; Zbl 0935.60005) Full Text: DOI
Baltrūnas, A. The asymptotic behavior of one-sided large deviation probabilities. I. (English. Russian original) Zbl 0888.60029 Lith. Math. J. 36, No. 2, 125-130 (1996); translation from Liet. Mat. Rink. 36, No. 2, 155-162 (1996). Reviewer: W.-D.Richter (Rostock) MSC: 60F10 PDFBibTeX XMLCite \textit{A. Baltrūnas}, Lith. Math. J. 36, No. 2, 125--130 (1996; Zbl 0888.60029); translation from Liet. Mat. Rink. 36, No. 2, 155--162 (1996) Full Text: DOI
Baltrūnas, A. A local limit theorem on one-sided large deviations for dominated-variation distributions. (English. Russian original) Zbl 0894.60025 Lith. Math. J. 36, No. 1, 1-7 (1996); translation from Liet. Mat. Rink. 36, No. 1, 1-9 (1996). Reviewer: U.F.Schmock (Zürich) MSC: 60F10 PDFBibTeX XMLCite \textit{A. Baltrūnas}, Lith. Math. J. 36, No. 1, 1--7 (1996; Zbl 0894.60025); translation from Liet. Mat. Rink. 36, No. 1, 1--9 (1996) Full Text: DOI
Grigelionis, B. Two-sided Lundberg inequalities in a Markovian environment. (English) Zbl 0806.60059 Lith. Math. J. 33, No. 1, 23-32 (1993) and Liet. Mat. Rink. 33, No. 1, 30-41 (1993). Reviewer: S.Asmussen (Aalborg) MSC: 60J25 60E15 60K20 60J55 60G44 PDFBibTeX XMLCite \textit{B. Grigelionis}, Lith. Math. J. 33, No. 1, 23--32 (1993; Zbl 0806.60059) Full Text: DOI
Mikosh, T.; Norvajsha, R. Limit theorems for methods of summation of independent random variables. I. (English. Russian original) Zbl 0637.60007 Lith. Math. J. 27, No. 1, 83-93 (1987); translation from Lit. Mat. Sb. 27, No. 1, 142-155 (1987). Reviewer: D.Szynal MSC: 60B12 PDFBibTeX XMLCite \textit{T. Mikosh} and \textit{R. Norvajsha}, Lith. Math. J. 27, No. 1, 83--93 (1987; Zbl 0637.60007); translation from Lit. Mat. Sb. 27, No. 1, 142--155 (1987) Full Text: DOI