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Cited by 4
The Gerber–Shiu Discounted Penalty Function for the Bi-Seasonal Discrete Time Risk Model

Martingale Approach to Derive Lundberg-Type Inequalities
Tautvydas Kuras, Jonas Sprindys, Jonas Šiaulys
https://doi.org/10.3390/math8101742
Journal:  Mathematics Volume 8, Issue 10 (2020), p. 1742
Recurrent Sequences Play for Survival Probability of Discrete Time Risk Model
Andrius Grigutis, Jonas Šiaulys
https://doi.org/10.3390/sym12122111
Journal:  Symmetry Volume 12, Issue 12 (2020), p. 2111
Ultimate Time Survival Probability in Three-Risk Discrete Time Risk Model
Andrius Grigutis, Jonas Šiaulys
https://doi.org/10.3390/math8020147
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
https://doi.org/10.3390/math8111885
Journal:  Mathematics Volume 8, Issue 11 (2020), p. 1885


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