Bieliauskienė, Eugenija; Šiaulys, Jonas Gerber-Shiu function for the discrete inhomogeneous claim case. (English) Zbl 1255.91176 Int. J. Comput. Math. 89, No. 12, 1617-1630 (2012). MSC: 91B30 60G50 PDFBibTeX XMLCite \textit{E. Bieliauskienė} and \textit{J. Šiaulys}, Int. J. Comput. Math. 89, No. 12, 1617--1630 (2012; Zbl 1255.91176) Full Text: DOI
Bieliauskienė, Eugenija; Šiaulys, Jonas Infinite time ruin probability in inhomogeneous claims case. (English) Zbl 1354.91057 Liet. Mat. Rink., Liet. Mat. Draugijos Darb. 51, 352-356 (2010). MSC: 91B30 PDFBibTeX XMLCite \textit{E. Bieliauskienė} and \textit{J. Šiaulys}, Liet. Mat. Rink., Liet. Mat. Draugijos Darb. 51, 352--356 (2010; Zbl 1354.91057)
Blaževičius, K.; Bieliauskienė, E.; Šiaulys, J. Finite-time ruin probability in the inhomogeneous claim case. (English) Zbl 1203.91111 Lith. Math. J. 50, No. 3, 260-270 (2010). MSC: 91B30 PDFBibTeX XMLCite \textit{K. Blaževičius} et al., Lith. Math. J. 50, No. 3, 260--270 (2010; Zbl 1203.91111) Full Text: DOI