Jonas Siaulys

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2025 J jnl
Asymptotic Formulas for the Haezendonck-Goovaerts Risk Measure of Sums with Consistently Varying Increments.
Axioms
Jonas Siaulys, Mantas Dirma, Neda Nakliuda, Luca Zanardelli
2024 J jnl
Randomly Stopped Minimum, Maximum, Minimum of Sums and Maximum of Sums with Generalized Subexponential Distributions.
Axioms
Jurate Karaseviciene, Jonas Siaulys
2024 J jnl
Randomly Stopped Sums, Minima and Maxima for Heavy-Tailed and Light-Tailed Distributions.
Axioms
Remigijus Leipus, Jonas Siaulys, Svetlana Danilenko, Jurate Karaseviciene
2023 J jnl
Randomly Stopped Sums with Generalized Subexponential Distribution.
Axioms
Jurate Karaseviciene, Jonas Siaulys
2022 J jnl
Asymptotic risk decomposition for regularly varying distributions with tail dependence.
Appl. Math. Comput.
Egle Jaune, Jonas Siaulys
2020 J jnl
Recurrent Sequences Play for Survival Probability of Discrete Time Risk Model.
Symmetry
Andrius Grigutis, Jonas Siaulys
2018 J jnl
The Gerber-Shiu Discounted Penalty Function for the Bi-Seasonal Discrete Time Risk Model.
Informatica
Olga Navickiene, Jonas Sprindys, Jonas Siaulys
2015 J jnl
Ruin Probabilities of a Discrete-time Multi-risk Model.
Inf. Technol. Control.
Andrius Grigutis, Agneska Korvel, Jonas Siaulys
2014 J jnl
Bi-seasonal discrete time risk model.
Appl. Math. Comput.
Julius Damarackas, Jonas Siaulys
2012 J jnl
Gerber-Shiu function for the discrete inhomogeneous claim case.
Int. J. Comput. Math.
Eugenija Bieliauskiene, Jonas Siaulys
2012 J jnl
On the ruin probability in a dependent discrete time risk model with insurance and financial risks.
J. Comput. Appl. Math.
Yang Yang, Remigijus Leipus, Jonas Siaulys
2012 J jnl
Precise large deviations for compound random sums in the presence of dependence structures.
Comput. Math. Appl.
Yang Yang, Remigijus Leipus, Jonas Siaulys