Jonas Šiaulys
Vilnius University(LT)
Publications by Year
Research Areas
Probability and Risk Models, Financial Risk and Volatility Modeling, Insurance, Mortality, Demography, Risk Management, Stochastic processes and statistical mechanics, Statistical Distribution Estimation and Applications
Most-Cited Works
- → Tail behavior of random sums under consistent variation with applications to the compound renewal risk model(2008)46 cited
- → A property of the renewal counting process with application to the finite-time ruin probability(2009)39 cited
- → Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes(2006)38 cited
- → Tail probability of randomly weighted sums of subexponential random variables under a dependence structure(2012)38 cited
- → Finite-time ruin probability in the inhomogeneous claim case(2010)30 cited
- → Precise large deviation results for the total claim amount under subexponential claim sizes(2007)26 cited