Cited by 8
Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk

Bi-seasonal discrete time risk model with income rate two
Alina Alencenovič, Andrius Grigutis
Journal:  Communications in Statistics - Theory and Methods Volume 52, Issue 17 (2023), p. 6161
Exponential tail estimates in the law of ordinary logarithm (LOL) for triangular arrays of random variables
Maria Rosaria Formica, Yuriy Vasil’ovich Kozachenko, Eugeny Ostrovsky, Leonid Sirota
Journal:  Lithuanian Mathematical Journal Volume 60, Issue 3 (2020), p. 330
Lundberg-type inequalities for non-homogeneous risk models
Qianqian Zhou, Alexander Sakhanenko, Junyi Guo
Journal:  Stochastic Models Volume 36, Issue 4 (2020), p. 661
Martingale Approach to Derive Lundberg-Type Inequalities
Tautvydas Kuras, Jonas Sprindys, Jonas Šiaulys
Journal:  Mathematics Volume 8, Issue 10 (2020), p. 1742
Pub. online: 20 Jun 2022      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 9, Issue 4 (2022), pp. 401–412
   Abstract
The Exponential Estimate of the Ultimate Ruin Probability for the Non-Homogeneous Renewal Risk Model
Edita Kizinevič, Jonas Šiaulys
Journal:  Risks Volume 6, Issue 1 (2018), p. 20
Ultimate Time Survival Probability in Three-Risk Discrete Time Risk Model
Andrius Grigutis, Jonas Šiaulys
Journal:  Mathematics Volume 8, Issue 2 (2020), p. 147
Upper Bounds and Explicit Formulas for the Ruin Probability in the Risk Model with Stochastic Premiums and a Multi-Layer Dividend Strategy
Olena Ragulina, Jonas Šiaulys
Journal:  Mathematics Volume 8, Issue 11 (2020), p. 1885