Jonas Šiaulys

Tail behavior of random sums under consistent variation with applications to the compound renewal risk model

A. Aleškevičienė, Remigijus Leipus, Jonas Šiaulys · Extremes · 2008 · 46 citations

Random Sums, Asset Pricing, Engineering +11

Tail probability of randomly weighted sums of subexponential random variables under a dependence structure

Yang Yang, Remigijus Leipus, Jonas Šiaulys · Statistics & Probability Letters · 2012 · 38 citations

Engineering, Dependence Structure, Subexponential Random Variables +5

A property of the renewal counting process with application to the finite-time ruin probability

Jelena Kočetova, Remigijus Leipus, Jonas Šiaulys · Lithuanian Mathematical Journal · 2009 · 38 citations

Engineering, Finite-time Ruin Probability, Stochastic Processes +6

Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes

Remigijus Leipus, Jonas Šiaulys · Insurance Mathematics and Economics · 2006 · 38 citations

Subexponential Claim Sizes, Probability Theory, Asymptotic Behaviour +1

Finite-time ruin probability in the inhomogeneous claim case

K. Blaževičius, Eugenija Bieliauskienė, Jonas Šiaulys · Lithuanian Mathematical Journal · 2010 · 30 citations

Engineering, Finite-time Ruin Probability, Entropy +3