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
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
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
Leipus, Remigijus; Šiaulys, Jonas; Vareikaitė, Ieva Tails of higher-order moments with dominatedly varying summands. (English) Zbl 1434.62027 Lith. Math. J. 59, No. 3, 389-407 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62E20 60E05 60G70 62P05 PDFBibTeX XMLCite \textit{R. Leipus} et al., Lith. Math. J. 59, No. 3, 389--407 (2019; Zbl 1434.62027) Full Text: DOI