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Modern Stochastics: Theory and Applications


Cited by 6
Randomly stopped maximum and maximum of sums with consistently varying distributions

Asymptotic Formulas for the Haezendonck–Goovaerts Risk Measure of Sums with Consistently Varying Increments
Jonas Šiaulys, Mantas Dirma, Neda Nakliuda, Luca Zanardelli
https://doi.org/10.3390/axioms15010020
Journal  Axioms Volume 15, Issue 1 (2025), p. 20
Asymptotic risk decomposition for regularly varying distributions with tail dependence
Eglė Jaunė, Jonas Šiaulys
https://doi.org/10.1016/j.amc.2022.127164
Journal  Applied Mathematics and Computation Volume 427 (2022), p. 127164
Closure properties of O-exponential distributions
Svetlana Danilenko, Jonas Šiaulys, Gediminas Stepanauskas
https://doi.org/10.1016/j.spl.2018.04.012
Journal  Statistics & Probability Letters Volume 140 (2018), p. 63
Closure property of consistently varying random variables based on precise large deviation principles
Shijie Wang, Duo Guo, Wensheng Wang
https://doi.org/10.1080/03610926.2018.1459717
Journal  Communications in Statistics - Theory and Methods Volume 48, Issue 9 (2019), p. 2218
Expectation of the truncated randomly weighted sums with dominatedly varying summands
Eglė Jaunė, Olena Ragulina, Jonas Šiaulys
https://doi.org/10.1007/s10986-018-9408-1
Journal  Lithuanian Mathematical Journal Volume 58, Issue 4 (2018), p. 421
Randomly stopped minima and maxima with exponential-type distributions
Olena Ragulina, Jonas Šiaulys
https://doi.org/10.15388/NA.2019.2.9
Journal  Nonlinear Analysis: Modelling and Control Volume 24, Issue 2 (2019), p. 297


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