Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Andrius Grigutis"'
Autor:
Simonas Gervė, Andrius Grigutis
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 11, Iss 3, Pp 323-357 (2024)
In this paper, the distribution function \[ \varphi (u)=\mathbb{P}\Bigg(\underset{n\geqslant 1}{\sup }{\sum \limits_{i=1}^{n}}({X_{i}}-\kappa )\lt u\Bigg),\] and the generating function of $\varphi (u+1)$ are set up. We assume that $u\in \mathbb{N}\
Externí odkaz:
https://doaj.org/article/75800e9c87d04abbaf12565e120f5679
Autor:
Andrius Grigutis
Publikováno v:
AIMS Mathematics, Vol 8, Iss 3, Pp 5181-5199 (2023)
In this work, we set up the generating function of the ultimate time survival probability $ \varphi(u+1) $, where $ \varphi(u) = \mathbb{P}\left(\sup\limits_{n\geqslant 1}\sum\limits_{i = 1}^{n}\left(X_i- \kappa\right)
Externí odkaz:
https://doaj.org/article/83807a92ad3048a39f3f645bcda529bd
Autor:
Andrius Grigutis, Artur Nakliuda
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 9, Iss 4, Pp 401-412 (2022)
This article provides survival probability calculation formulas for bi-risk discrete time risk model with income rate two. More precisely, the possibility for the stochastic process $u+2t-{\textstyle\sum _{i=1}^{t}}{X_{i}}-{\textstyle\sum _{j=1}^{\lf
Externí odkaz:
https://doaj.org/article/f853b2359163495a94a0a2be1976118f
Autor:
Andrius Grigutis, Jonas Šiaulys
Publikováno v:
Symmetry, Vol 12, Iss 12, p 2111 (2020)
In this article we investigate a homogeneous discrete time risk model with a generalized premium income rate which can be any natural number. We derive theorems and give numerical examples for finite and ultimate time survival probability calculation
Externí odkaz:
https://doaj.org/article/7f02de428a204e2685cbb7700bd3c0b5
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 2, Iss 4, Pp 421-441 (2015)
This paper deals with the discrete-time risk model with nonidentically distributed claims. We suppose that the claims repeat with time periods of three units, that is, claim distributions coincide at times $\{1,4,7,\dots \}$, at times $\{2,5,8,\dots
Externí odkaz:
https://doaj.org/article/2d8c293012fa4fe0bb1c06ecceb2b37d
Autor:
Andrius Grigutis, Jonas Šiaulys
Publikováno v:
Mathematics, Vol 8, Iss 2, p 147 (2020)
In this paper, we prove recursive formulas for ultimate time survival probability when three random claims X , Y , Z in the discrete time risk model occur in a special way. Namely, we suppose that claim X occurs at each moment of time t ∈ { 1 , 2 ,
Externí odkaz:
https://doaj.org/article/d015ae71cc544c0b92a80b3e3af93d52
Autor:
Andrius Grigutis, Darius Šiaučiūnas
Publikováno v:
Mathematical Modelling and Analysis, Vol 20, Iss 6 (2015)
We investigate the behavior of the real part of the logarithmic derivatives of the Selberg zeta-functions ZPSL(2,Z)(s) and ZC (s) in the critical strip 0 < σ < 1. The functions ZPSL(2,Z)(s) and ZC (s) are defined on the modular group and on the comp
Externí odkaz:
https://doaj.org/article/46feed7d439c42c482c165fff52b8d7d
Autor:
Ramūnas Garunkštis, Andrius Grigutis
Publikováno v:
Mathematical Modelling and Analysis, Vol 17, Iss 2 (2012)
We investigate the distribution of zeros of the Lerch transcendent function We find an upper and lower estimates of zeros of the function Φ(q,s,a) in any rectangle {s : σ1 < Re s < σ2 ≤ 1.73…, 0 < Im s ≤ T}. Further we are interested in a co
Externí odkaz:
https://doaj.org/article/57fcaf6d120f4736a487345295ad8ef1
Autor:
Andrius Grigutis, Jonas Jankauskas
Publikováno v:
Results in Mathematics. 77
We analyze $2\times 2$ Hankel-like determinants $D_n$ that arise in the initial values problem for the ultimate time survival probability $\varphi(u)$ in a homogeneous discrete time risk model $W(n)=u+\kappa n+\sum_{i=1}^nZ_i$, where $Z_i$ are positi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a2cab7cd770a6652428bf9f7253b4c6
https://doi.org/10.1007/s00025-022-01736-y
https://doi.org/10.1007/s00025-022-01736-y