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 PDF BibTeX XML Cite \textit{Y. Cang} et al., Lith. Math. J. 60, No. 2, 161--172 (2020; Zbl 1443.62337) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{R. Leipus} et al., Lith. Math. J. 59, No. 3, 389--407 (2019; Zbl 1434.62027) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{N. Yuan} et al., Lith. Math. J. 58, No. 4, 505--515 (2018; Zbl 1407.62395) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{E. Jaunė} et al., Lith. Math. J. 58, No. 4, 421--440 (2018; Zbl 1412.62029) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{R. Leipus} and \textit{J. Šiaulys}, Lith. Math. J. 57, No. 2, 208--221 (2017; Zbl 1373.60031) Full Text: DOI OpenURL
Dong, Yinghui; Yuen, Kam C.; Wu, Chongfeng Regime-switching shot-noise processes and longevity bond pricing. (English) Zbl 1341.60069 Lith. Math. J. 54, No. 4, 383-402 (2014). MSC: 60H30 60H10 60G51 60J25 91G40 91G80 PDF BibTeX XML Cite \textit{Y. Dong} et al., Lith. Math. J. 54, No. 4, 383--402 (2014; Zbl 1341.60069) Full Text: DOI OpenURL
Dong, Yinghui; Liang, Xue Decomposition of default probability under a structural credit risk model with jumps. (English) Zbl 1264.91132 Lith. Math. J. 52, No. 4, 369-384 (2012). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G40 60G51 60J25 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{X. Liang}, Lith. Math. J. 52, No. 4, 369--384 (2012; Zbl 1264.91132) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{R. Leipus} and \textit{J. Šiaulys}, Lith. Math. J. 51, No. 2, 207--219 (2011; Zbl 1227.91022) Full Text: DOI OpenURL
Kočetova, J.; Leipus, R.; Šiaulys, J. A property of the renewal counting process with application to the finite-time ruin probability. (English) Zbl 1185.60098 Lith. Math. J. 49, No. 1, 55-61 (2009). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60K05 60F10 91B30 PDF BibTeX XML Cite \textit{J. Kočetova} et al., Lith. Math. J. 49, No. 1, 55--61 (2009; Zbl 1185.60098) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{J. Šiaulys} and \textit{R. Asanavičiūutė}, Lith. Math. J. 46, No. 4, 487--493 (2006; Zbl 1131.60080) Full Text: DOI OpenURL