Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Jonas Sprindys"'
Autor:
Jonas Sprindys, Jonas Šiaulys
Publikováno v:
Nonlinear Analysis, Vol 26, Iss 6 (2021)
In this paper, we consider the sum Snξ = ξ1 + ... + ξn of possibly dependent and nonidentically distributed real-valued random variables ξ1, ... , ξn with consistently varying distributions. By assuming that collection {ξ1, ... , ξn} follows t
Externí odkaz:
https://doaj.org/article/65c62853d32c419884bd494bca83ca7c
Autor:
Jonas Sprindys, Jonas Šiaulys
Publikováno v:
Nonlinear Analysis, Vol 25, Iss 3 (2020)
Let {ξ1,ξ2,...} be a sequence of independent real-valued, possibly nonidentically distributed, random variables, and let η be a nonnegative, nondegenerate at 0, and integer-valued random variable, which is independent of {ξ1,ξ2,...}. We consider
Externí odkaz:
https://doaj.org/article/8527354767b6479fa27c921e7dc6849e
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 6, Iss 1, Pp 133-144 (2018)
The discrete time risk model with two seasons and dependent claims is considered. An algorithm is created for computing the values of the ultimate ruin probability. Theoretical results are illustrated with numerical examples.
Externí odkaz:
https://doaj.org/article/e40c80a4d0274d539b2170ba02d10726
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 3, Iss 2, Pp 165-179 (2016)
Let $\{\xi _{1},\xi _{2},\dots \}$ be a sequence of independent random variables, and η be a counting random variable independent of this sequence. We consider conditions for $\{\xi _{1},\xi _{2},\dots \}$ and η under which the distribution functio
Externí odkaz:
https://doaj.org/article/e975535ba6f849fc9e567952b7aed579
Publikováno v:
Mathematics, Vol 8, Iss 10, p 1742 (2020)
In this paper, we find the upper bound for the tail probability Psupn⩾0∑I=1nξI>x with random summands ξ1,ξ2,… having light-tailed distributions. We find conditions under which the tail probability of supremum of sums can be estimated by quan
Externí odkaz:
https://doaj.org/article/15f9a85e07874d1ea7c520579771a4a4
Publikováno v:
Mathematics, Vol 8, Iss 1742, p 1742 (2020)
Mathematics, Basel : MDPI, 2020, vol. 8, iss. 10, art. no. 1742, p. 1-18
Mathematics
Volume 8
Issue 10
Mathematics, Basel : MDPI, 2020, vol. 8, iss. 10, art. no. 1742, p. 1-18
Mathematics
Volume 8
Issue 10
In this paper, we find the upper bound for the tail probability Psupn⩾0&sum
i=1n&xi
i>
x with random summands &xi
1,&xi
2,&hellip
having light-tailed distributions. We find conditions under which the tail probability
i=1n&xi
i>
x with random summands &xi
1,&xi
2,&hellip
having light-tailed distributions. We find conditions under which the tail probability
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b995e37ef774cd55532dadfc3a5fae2d
https://www.mdpi.com/2227-7390/8/10/1742
https://www.mdpi.com/2227-7390/8/10/1742
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 6, Iss 1, Pp 133-144 (2018)
Modern stochastics: theory and applications, Vilnius : VTeX, 2019, vol. 6, no 1, p. 133-144
Modern stochastics: theory and applications, Vilnius : VTeX, 2019, vol. 6, no 1, p. 133-144
The discrete time risk model with two seasons and dependent claims is considered. An algorithm is created for computing the values of the ultimate ruin probability. Theoretical results are illustrated with numerical examples.
Comment: Published
Comment: Published
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::84aab89a842b464642337be269a7637e
Publikováno v:
Informatica. 29:733-756
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9db50ce385dc260d238c3ba6fae16aa5
https://doi.org/10.15388/informatica.2018.190
https://doi.org/10.15388/informatica.2018.190