Authors: Gervė, Simonas, Grigutis, Andrius
Superior Title: Modern stochastics: theory and applications., Vilnius : VTeX, 2024, first published online, p. [1-35]. ; ISSN 2351-6046 ; eISSN 2351-6054
Subject Terms: multi-seasonal discrete-time risk model, survival probability, random walk, initial values, generating functions, ruin theory
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:190980280/190980280.pdf; https://repository.vu.lt/VU:ELABAPDB190980280&prefLang=en_US
Availability:
https://doi.org/10.15559/24-VMSTA249
https://repository.vu.lt/VU:ELABAPDB190980280&prefLang=en_US
Authors: Grigutis, Andrius
Superior Title: Вісник Київського національного університету імені Тараса Шевченка. Серія: фізико-математичні науки = Bulletin of Taras Shevchenko National University of Kyiv. Series: physics and mathematics., Кĭiв : Киĭвський нацiональний унiверситет iменi Тараса Шевченка, 2023, no. 2, p. 63-74. ; ISSN 1812-5409 ; eISSN 2218-2055
Subject Terms: probability of default, binomial distribution, beta-normal distribution, Vasicek distribution, Pluto-Tasche method
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:184941249/184941249.pdf; https://repository.vu.lt/VU:ELABAPDB184941249&prefLang=en_US
Availability:
https://doi.org/10.17721/1812-5409.2023/2.7
https://repository.vu.lt/VU:ELABAPDB184941249&prefLang=en_US
Authors: Grigutis, Andrius, Karbonskis, Arvydas, Šiaulys, Jonas
Superior Title: Nonlinear analysis: modelling and control., Vilnius : Vilnius University Press, 2023, first published online, p. [1-14] ; ISSN 1392-5113 ; eISSN 2335-8963
Subject Terms: net profit condition, ruin probability, discrete-time risk model, classical risk model, Sparre Andersen risk model, random walk
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:180337153/180337153.pdf; https://repository.vu.lt/VU:ELABAPDB180337153&prefLang=en_US
Availability:
https://doi.org/10.15388/namc.2023.28.33507
https://repository.vu.lt/VU:ELABAPDB180337153&prefLang=en_US
Authors: Palenskis, Vilius, Jonkus, Vytautas
Superior Title: Metals, Basel : MDPI, 2023, vol. 13, iss. 9, art. no. 1551, p. [1-15] ; eISSN 2075-4701
Subject Terms: density of free randomly moving (RM) electrons, probability density function, density of states (DOS), mean free path of electrons, resistivity of metals, diffusion coefficient, drift mobility, Hall effect, Hall mobility
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:176147114/176147114.pdf; https://repository.vu.lt/VU:ELABAPDB176147114&prefLang=en_US
Availability:
https://doi.org/10.3390/met13091551
https://repository.vu.lt/VU:ELABAPDB176147114&prefLang=en_US
Authors: Burakauskaitė, Ieva, Čiginas, Andrius
Superior Title: Mathematics, Basel : MDPI, 2023, vol. 11, iss. 8, art. no. 1782, p. [1-14] ; eISSN 2227-7390
Subject Terms: population census, auxiliary information, missing at random, propensity score adjustment, inverse probability weighting, semiparametric estimation, doubly robust estimation, variance estimation, composite estimation
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:166265600/166265600.pdf; https://repository.vu.lt/VU:ELABAPDB166265600&prefLang=en_US
Availability:
https://doi.org/10.3390/math11081782
https://repository.vu.lt/VU:ELABAPDB166265600&prefLang=en_US
Authors: Grigutis, Andrius, Nakliuda, Artur
Superior Title: Modern stochastics: theory and applications, Vilnius : VTeX, 2022, vol. 9, iss. 4, p. 401-412 ; ISSN 2351-6046 ; eISSN 2351-6054
Subject Terms: Bi-risk model, discrete time, finite time survival probability, ultimate time survival probability, recursive calculation
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:134236131/134236131.pdf; https://repository.vu.lt/VU:ELABAPDB134236131&prefLang=en_US
Availability:
https://doi.org/10.15559/22-VMSTA209
https://repository.vu.lt/VU:ELABAPDB134236131&prefLang=en_US
Authors: Naoi, Yuki, Iwata, Masayuki, Yokota, Daichi, Gaigalas, Gediminas, Kato, Daiji, Murakami, Izumi, Sakaue, Hiroyuki A., Sekiguchi, Yuichiro, Tanaka, Masaomi, Tanuma, Hajime, Wanajo, Shinya, Nakamura, Nobuyuki
Superior Title: Applied sciences: Special issue: Laser induced plasma/breakdown spectroscopy, Basel : MDPI AG, 2022, vol. 12, iss. 4, art. no. 2219, p. [1-8] ; eISSN 2076-3417
Subject Terms: laser induced breakdown spectroscopy, transition probabilities, lanthanides, erbium, neutron star merger
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:121195368/121195368.pdf; https://repository.vu.lt/VU:ELABAPDB121195368&prefLang=en_US
Availability:
https://doi.org/10.3390/app12042219
https://repository.vu.lt/VU:ELABAPDB121195368&prefLang=en_US
Authors: Grigutis, Andrius
Superior Title: AIMS mathematics, Springfield : American Institute of Mathematical Sciences, 2023, vol. 8, iss. 3, p. 5181-5199 ; eISSN 2473-6988
Subject Terms: homogeneous discrete-time risk model, random walk, survival probability, initial values, generating function, Vandermonde matrix, ruin theory
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:149160596/149160596.pdf; https://repository.vu.lt/VU:ELABAPDB149160596&prefLang=en_US
Availability:
https://doi.org/10.3934/math.2023260
https://repository.vu.lt/VU:ELABAPDB149160596&prefLang=en_US
Authors: Palenskis, Vilius
Superior Title: World journal of condensed matter physics, Wuhan : Scientific Research Publishing (SCIRP), 2022, vol. 12, no. 2, p. 9-17 ; ISSN 2160-6919 ; eISSN 2160-6927
Subject Terms: metals, free randomly moving (RM) electron density, density-of-states (DOS) probability density, electronic defects, lattice vibration
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:130625015/130625015.pdf; https://repository.vu.lt/VU:ELABAPDB130625015&prefLang=en_US
Availability:
https://doi.org/10.4236/wjcmp.2022.122002
https://repository.vu.lt/VU:ELABAPDB130625015&prefLang=en_US
Authors: Kuras, Tautvydas, Sprindys, Jonas, Šiaulys, Jonas
Superior Title: Mathematics, Basel : MDPI, 2020, vol. 8, iss. 10, art. no. 1742, p. 1-18 ; ISSN 2227-7390
Subject Terms: exponential estimate, supremum of sums, tail probability, risk model, inhomogeneity, ruin probability, Lundberg's inequality
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:71829389/71829389.pdf; https://repository.vu.lt/VU:ELABAPDB71829389&prefLang=en_US
Availability:
https://doi.org/10.3390/math8101742
https://repository.vu.lt/VU:ELABAPDB71829389&prefLang=en_US
Authors: Grigutis, Andrius, Šiaulys, Jonas
Superior Title: Mathematics, Basel : MDPI, 2020, vol. 8, no. 2, art. no. 147, p. [1-30] ; eISSN 2227-7390
Subject Terms: multi-risk model, discrete-time risk model, ruin probability, survival probability, ultimate time, net profit condition
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:49273935/49273935.pdf; https://repository.vu.lt/VU:ELABAPDB49273935&prefLang=en_US
Availability:
https://doi.org/10.3390/math8020147
https://repository.vu.lt/VU:ELABAPDB49273935&prefLang=en_US
Authors: Reinatas, Paulius
Subject Terms: homogeninis diskretaus laiko rizikos modelis, bankroto tikimybė, išgyvenimo tikimybė, rekursinis skaičiavimas, atsitiktinis kintamasis, pasiskirstymo funkcija, matrica, lygčių sistemos. homogeneous discrete-time risk model, ruin probability, survival probability, recursive calculation, random variable, probability generating function, matrix, equation systems
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:157853820/157853820.pdf; https://repository.vu.lt/VU:ELABAETD157853820&prefLang=en_US
Authors: Ragulina, Olena, Šiaulys, Jonas
Superior Title: Mathematics, Basel : MDPI, 2020, vol. 8, iss. 11, art. no. 1885, p. [1-35] ; eISSN 2227-7390
Subject Terms: risk model, stochastic premiums, ruin probability, net profit condition, multi-layer dividend strategy, constant dividend strategy, exponential bound, non-exponential bound, integro-differential equation, hyperexponential distribution, Erlang distribution
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:73795463/73795463.pdf; https://repository.vu.lt/VU:ELABAPDB73795463&prefLang=en_US
Availability:
https://doi.org/10.3390/math8111885
https://repository.vu.lt/VU:ELABAPDB73795463&prefLang=en_US
Authors: Ducinskas, Kestutis, Dreiziene, Lina
Superior Title: Austrian journal of statistics: Special Issue CDAM conference, Wien : ÖSG, 2020, vol. 49, no. 4, p. 27-34 ; ISSN 1026-597X
Subject Terms: spatial index, Bayes discriminant function, probability of misclassification, actual error rate
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:56481050/56481050.pdf; https://repository.vu.lt/VU:ELABAPDB56481050&prefLang=en_US
Availability:
https://doi.org/10.17713/ajs.v49i4.1122
https://repository.vu.lt/VU:ELABAPDB56481050&prefLang=en_US
Authors: Kievinaitė, Dominyka, Šiaulys, Jonas
Superior Title: Modern stochastics: theory and applications, Vilnius; Kiev : VTeX, 2018, Vol. 5, no. 2, p. 129-143 ; ISSN 2351-6054 ; eISSN 2351-6054
Subject Terms: Exponential bound, supremum of sums, tail probability, risk model, inhomogeneity, ruin probability, Lundberg's inequality
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:29399094/29399094.pdf; https://repository.vu.lt/VU:ELABAPDB29399094&prefLang=en_US
Availability:
https://doi.org/10.15559/18-VMSTA99
https://repository.vu.lt/VU:ELABAPDB29399094&prefLang=en_US
Authors: Norvidas, Saulius
Superior Title: Nonlinear analysis: modelling and control, Vilnius : Vilnius University Institute of Mathematics and Informatics, 2019, vol. 24, iss. 1, p. 150-158 ; ISSN 1392-5113 ; eISSN 2335-8963
Subject Terms: characteristic function, density function, entire function, probability measure, Bernstein space
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:41853733/41853733.pdf; https://repository.vu.lt/VU:ELABAPDB41853733&prefLang=en_US
Availability:
https://doi.org/10.15388/NA.2019.1.9
https://repository.vu.lt/VU:ELABAPDB41853733&prefLang=en_US
Authors: Navickienė, Olga, Sprindys, Jonas, Šiaulys, Jonas
Superior Title: Modern stochastics: theory and applications, Vilnius : VTeX, 2019, vol. 6, no 1, p. 133-144 ; ISSN 2351-6046 ; eISSN 2351-6054
Subject Terms: Bi-seasonal model, discrete time risk model, ruin probability, recursive formula, dependent claims
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:35810972/35810972.pdf; https://repository.vu.lt/VU:ELABAPDB35810972&prefLang=en_US
Availability:
https://doi.org/10.15559/18-VMSTA118
https://repository.vu.lt/VU:ELABAPDB35810972&prefLang=en_US
Authors: Kizinevič, Edita, Šiaulys, Jonas
Superior Title: Risks, Basel : MDPI AG, 2018, Vol. 6, Iss. 1, art. no. 20, [17 p.] ; ISSN 2227-9091
Subject Terms: non-homogeneous model, renewal risk model, ruin probability, net profit condition, Lundberg's inequality
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:26765682/26765682.pdf; https://repository.vu.lt/VU:ELABAPDB26765682&prefLang=en_US
Availability:
https://doi.org/10.3390/risks6010020
https://repository.vu.lt/VU:ELABAPDB26765682&prefLang=en_US
Superior Title: Чебышевский сборник, Тула : Тульский государственный педагогический университет им. Л.Н. Толстого, 2018, т. 19, вып. 3, p. 219-230 ; ISSN 2226-8383
Subject Terms: Hurwitz zeta-function, probability measure, space of analytic functions, universality, weak convergence
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:45385543/45385543.pdf; https://repository.vu.lt/VU:ELABAPDB45385543&prefLang=en_US
Availability:
https://doi.org/10.22405/2226-8383-2018-19-3-219-230
https://repository.vu.lt/VU:ELABAPDB45385543&prefLang=en_US
Superior Title: Mathematical modelling and analysis, Vilnius : VGTU press, 2019, vol. 24, iss. 1, p. 20-33 ; ISSN 1392-6292 ; eISSN 1648-3510
Subject Terms: Hurwitz zeta-function, periodic Hurwitz zeta-function, universality, weak convergence of probability measures
File Description: application/pdf
Relation: https://epublications.vu.lt/object/elaba:33925757/33925757.pdf; https://repository.vu.lt/VU:ELABAPDB33925757&prefLang=en_US
Availability:
https://doi.org/10.3846/mma.2019.002
https://repository.vu.lt/VU:ELABAPDB33925757&prefLang=en_US