1987
1. J. Šiaulys, Compactness of distributions of a sequence of additive functions, Lietuvos matematikos rinkinys, 1987, 27, 369-382 (in Russian); Lithuanian Mathematical Journal, 1987, 27, 168-178.
1988
1. G Bareikis, J. Šiaulys, Probabilities of moderate deviations for additive functions, Lietuvos matematikos rinkinys, 1988, 28, 224-235 (in Russian); Lithuanian Mathematical Journal, 1988, 28, 107-114.
2. J. Šiaulys, Integer valued additive functions and the Poisson distribution , Lietuvos matematikos rinkinys, 1988, 28, 384-398 (in Russian); Lithuanian Mathematical Journal, 1988, 28, 191-200.
3. J. Šiaulys, V. Čekanavičius, Approximation of distributions of integer valued additive functions by discrete charges – I, Lietuvos matematikos rinkinys, 1988, 28, 795-810 (in Russian); Lithuanian Mathematical Journal, 1988, 28, 392-401.
4. V. Stakėnas, J. Šiaulys, Distribution of values of additive functions of a rational argument, Lietuvos matematikos rinkinys, 1988, 28, 565-581 (in Russian); Lithuanian Mathematical Journal, 1988, 28, 565-581.
1989
1. J. Šiaulys, V. Čekanavičius, Approximation of distributions of integer valued additive functions by discrete charges – II, Lietuvos matematikos rinkinys, 1989, 29, 179-201 (in Russian); Lithuanian Mathematical Journal, 1989, 29, 80-95.
1990
1. J. Šiaulys, V. Stakėnas, The Kubilius inequality for additive functions of a rational argument, Lietuvos matematikos rinkinys, 1990, 30, 176-184 (in Russian); Lithuanian Mathematical Journal, 1990, 30, 72-77.
2. J. Šiaulys, The Erdös–Wintner theorem for additive functions of a rational argument, Lietuvos matematikos rinkinys, 1990, 30, 405-415 (in Russian); Lithuanian Mathematical Journal, 1990, 30, 172-179.
1992
1. J. Šiaulys, The von Mises Theorem in Number Theory, New Trends in Probability and Statistics, V2, Analytic and Probabilistic Methods in Number Theory: Proceedings on the International Conference in honour J.Kubilius, Vilnius: TEV, Utrecht: VSP, 1992, 293–310.
1995
1. J. Šiaulys, The convergence of distribution of integer-valued additive functions to the Poisson law, Lietuvos matematikos rinkinys, 1995, 35, 381-392 (in Russian); Lithuanian Mathematical Journal, 1995, 35, 300-308.
1996
1. J. Šiaulys, The convergence of distribution of integer-valued additive functions to the Poisson law, II, unbounded strongly additive functions, Lietuvos matematikos rinkinys, 1996, 36, 393-404 (in Russian); Lithuanian Mathematical Journal, 1996, 36, 314-322.
1997
1. J. Šiaulys, On the convergence to the Poisson law, New Trends in Probability and Statistics, V4, Analytic and Probabilistic Methods in Number Theory: Proceedings on the Second International Conference in honour J.Kubilius, Vilnius: TEV, Utrecht: VSP, 1997, 2389-398.
1998
1. J. Šiaulys, The convergence of distribution of integer-valued additive functions to the Poisson law, III, method of moments, Lietuvos matematikos rinkinys, 1998, 38, 491-511 (in Russian); Lithuanian Mathematical Journal, 1998, 38, 374-390.
2. G. Bareikis, J. Šiaulys, Nepriklausomų atsitiktinių dydžių sandaugos, The products of independent random variables, Mokomoji priemonė (in Lithuanian), Vilniaus universiteto leidykla, 1998.
1999
1. J. Šiaulys, The von Mises theorem for Farey fractions, Lietuvos matematikos rinkinys, 1999, 39, 425-439 (in Russian); Lithuanian Mathematical Journal, 1999, 39, 336-347.
2000
1. J. Šiaulys, Factorial moments of distributions of additive functions, Lietuvos matematikos rinkinys, 2000, 40(4), 508-525 (in Russian); Lithuanian Mathematical Journal, 2000, 40(4), 389-508.
2. A. Mačiulis, J. Šiaulys, On the limits for distributions of additive functions, Lietuvos matematikos rinkinys, 2000, 40 (spec. nr.), 49-54.
2001
1. J. Šiaulys, On the logarithmic freaquence of the values of additive functions, Lietuvos matematikos rinkinys, 2001, 41 (spec. nr.), 134-139.
2002
1. J. Šiaulys, The logarithmic frequency of values of additive functions, Lietuvos matematikos rinkinys, 2002, 42(2), 257-264 (in Russian); Lithuanian Mathematical Journal, 2002, 42(2), 204-210.
2. J. Šiaulys, The distributions of additive functions with finite supports, Lietuvos matematikos rinkinys, 2002, 42 (spec. nr.), 101-106.
3. R. Lileikytė, J. Šiaulys, Convergence of products of independent random variables to the log-Poisson law, Lietuvos matematikos rinkinys, 2002, 42 (spec. nr.), 701-704.
4. J. Šiaulys, On the separation of distributions of additive functions, Analytic and Probabilistic Methods in Number Theory: Proceedings of the Third International Conference in Honour of J. Kubilius, Vilnius: TEV, 2002, 297-302.
5. J. Šiaulys, The convercence to the Poisson law in number theory, Fizikos ir matematikos fakulteto mokslinio seminaro darbai, Šiaulių universitetas, 2002, 5, 108-114.
2003
1. J. Šiaulys, Additive functions with asymptotically finite supports, Acta Applicandae Mathematicae, 2003, 79, 129-135.
2. G. Stepanauskas, J. Šiaulys, The local behaviour of some additive functions, Lietuvos matematikos rinkinys, 2003, 43 (spec. nr.), 84-88.
3. J. Šiaulys, Moment’s inequality for additive functions with rational argument, Fizikos ir matematikos fakulteto mokslinio seminaro darbai, Šiaulių universitetas, 2003, 6, 131-141.
2004
1. J. Šiaulys, On the support of distributions of integer valued additive functions, Lietuvos matematikos rinkinys, 2004, 44(2), 260-271 (in Russian); Lithuanian Mathematical Journal, 2004, 44(2), 209-218.
2. J. Šiaulys, The Halasz inequality for additive function with rational argument, Lietuvos matematikos rinkinys, 2004, 44(2), 272-277 (in Russian); Lithuanian Mathematical Journal, 2004, 44(2), 219-223.
3. J. Šiaulys, Distribution of values of additive functions, with respect to the logarithmic frequency, Lietuvos matematikos rinkinys, 2004, 44(2), 546-557 (in Russian); Lithuanian Mathematical Journal, 2004, 44(4), 437-446.
4. J. Šiaulys, The distributions of sums of the prime indicators with respect to distinct frequencies, Lietuvos matematikos rinkinys, 2004, 44(spec. nr.), 115-119.
5. J. Šiaulys, On limit distributions of integer valued additive functions, Fizikos ir matematikos fakulteto mokslinio seminaro darbai, Šiaulių universitetas, 2004, 7, 103-114.
2005
1. G. Stepanauskas, J. Šiaulys, The sequences of additive functions of the Kubilius type, Lietuvos matematikos rinkinys, 45(2), 270-281 (in Russian); Lithuanian Mathematical Journal, 2005, 45(2), 225-234.
2. A. Mačiulis, J. Šiaulys, On the local distance between arithmetical distributions, Lietuvos matematikos rinkinys, 2005, 45(4), 603-610 (in Russian); Lithuanian Mathematical Journal, 2005, 45(4), 487-494.
3. R. Bortnik, J. Šiaulys, The Gerber-Shiu discounted penalty function for Erlang distributed claims, Fizikos ir matematikos fakulteto mokslinio seminaro darbai, Šiaulių universitetas, 2005, 8, 126-142.
2006
1. A. Mačiulis, J. Šiaulys, On the limit laws of distributions of additive functions, The Ramanujan Journal, 2006, 12, 167-183.
2. G. Stepanauskas, J. Šiaulys, The factorial moments of additive functions with rational argument, Journal of the Australian Mathematical Society, 2006, 81, 425-440.
3. A. Juozapavičius, E. Kutka, J. Šiaulys, Models of Cargo Transportation routes and lifespan of Cargo Trasportation Company, Proceedings of 10th International Conference. Transport Means, 2006, 167-169.
4. J. Šiaulys, J. Kočetova, On the discounted penalty function for claims having mixed exponential distribution, Nonlinar Analysis: Modelling and Control, 2006, 11(4), 413-426.
5. J. Šiaulys, The joint limit theorem for distributions of integer valued additive functions, Šiauliai Mathematical Seminar, 2006, 1(9), 99-111.
6. R. Asanavičiūtė, J. Šiaulys, On the Gerber-Shiu discounted penalty function for subexponential claims, Lithuanian Mathematical Journal, 2006, 46(4). 598-605.
2007
1. R. Leipus, J. Šiaulys, Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes, Insurance: Mathematics and Economics, 2007, 40(3), 498-508.
2. A. Baltrūnas, J. Šiaulys, Second order asymptotic behaviour of subordinated sequences with longtailed subordinator, Journal of Mathematical Analysis and Applications, 2007, 332, 22-31.
3. G. Stepanauskas, J. Šiaulys, On mean values of the product of multiplicative functions with shifted argument, Monatshefte für Mathematik, 2007, 150, 343-351.
4. J. Šiaulys, G. Stepanauskas, Poisson distribution for a sum of additive functions, Acta Applicandae Mathematicae, 2007, 97, 269-279.
5. J. Šiaulys, A. Mačiulis, Bounds for the local distance between arithmetical distributions, Acta Applicandae Mathematicae, 2007, 97, 261-267.
6. J. Šiaulys, G. Stepanauskas, Poisson distribution for a sum of additive functions on shifted primes, Acta Arithmetica, 2007, 130(4), 403-414.
7. J. Šiaulys, G. Stepanauskas, The Poisson distribution law for additive function on shifted primes, Analytic and Probabilistic Methods in Number Theory: Proceedings of the Fourth International Conference in Honor of J. Kubilius, Vilnius, TEV, 2007, 204-212.
8. J. Šiaulys, One limit theorem for distribution of additive functions, Šiauliai Mathematical Seminar, 2007, 2(10), 107-116.
2008
1. A. Baltrūnas, R. Leipus, J. Šiaulys, Precise large deviation results for the total claim amount under subexponential claim sizes, Statistics and Probability Letters, 2008, 78, 1206-1214.
2. A. Aleškevičienė, R. Leipus, J. Šiaulys, Tail behavior of random sums under consistent variation with applications to the compound renewal risk model, Extremes, 2008, 11, 261-279.
3. J. Šiaulys, G. Stepanauskas, Poisson distribution for a sum of additive functions on arithmetic progressions, Annales Universitatis Scientarium Budapestinensis de Rolando Eötvös Nominatae Sectio Computatorica, 2008, 29, 199-212.
2009
1. J. Kočetova , R. Leipus, J. Šiaulys, A property of the renewal counting process with application to the finite-time ruin probability, Lithuanian Mathematical Journal, 2009, 49(1), 55-61.
2. Y. Yang, Y. Wang , R. Leipus, J. Šiaulys, Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications, Lithuanian Mathematical Journal, 2009, 49(3), 337-352.
3. A. Aleškevičienė, R. Leipus, J. Šiaulys, Second-order asymptotics of ruin probabilities for semiexponential claims, Lithuanian Mathematical Journal, 2009, 49(4), 364-371.
4. R. Leipus, J. Šiaulys, Asymptotic behaviour of the finite-time ruin probability in renewal risk models, Applied Stochastic Models in Busines and Industry, 2009, 25, 309-321.
2010
1. K. Blaževičius, E. Bieliauskienė, J. Šiaulys, Finite-time ruin probability in the inhomogeneous claim case, Lithuanian Mathematical Journal, 2010, 50(1), 260-270.
2. J. Kočetova, J. Šiaulys, Investigation of the Gerber-Shiu discounted penalty function on finite time horizon, Information Technology and Control, 2010, 39(1), 18-24.
3. Y. Yang, R. Leipus, J. Šiaulys, Local precise large deviation for sums of random variables with O-regularly varying densities, Statistics and Probability Letters, 2010, 80(19-20),1559-1567.
4. E. Bieliauskienė, J. Šiaulys, Infinite time ruin probability in the inhomogeneous claim case, Lietuvos matematikos rinkinys, 2010, 51, 352-356.
2011
1. Y. Yang, K. Wang, R. Leipus, J. Šiaulys, Tail behavior of sums and maxima of sums of dependent subexponential random variables, Acta Applicandae Mathematicae, 2011, 114(3), 219-231.
2. Y. Yang, R. Leipus, J. Šiaulys, Y. Cang, Uniform estimates for the finite-time ruin probability in the dependent renewal risk model, Journal of Mathematical Analysis and Applications, 2011, 383(1), 215-225.
3. J. Šiaulys, G. Stepanauskas, Binomial limit law for additive prime indicators, Lithuanian Mathematical Journal, 2011, 51(4), 562-572.
4. R. Leipus, J. Šiaulys, Finite-horizon ruin probability asymptotics in the compound discrete-time risk model, Lithuanian Mathematical Journal, 2011, 51(2), 207-219.
5. J. Kočetova, J. Šiaulys, Asymptotic behavior of the Gerber–Shiu discounted penalty function in the Erlang(2) risk process with subexponential claims, Nonlinear Analysis : Modelling and Control, 2011, 16, 315-331.
2012
1. Y. Yang, R. Leipus, J. Šiaulys, Tail probability of randomly weighted sums of subexponential random variables under a dependence structure, Statistics and Probability Letters, 2012, 82(9), 1727-1736.
2. Y. Yang, R. Leipus, J. Šiaulys, Asymptotic of random sums of negatively dependent random variables in the presence of dominatedly varying tails, Lithuanian Mathematical Journal, 2012, 52(2), 222-232.
3. Y. Yang, R. Leipus, J. Šiaulys, On the ruin probability in a dependent discrete time risk model with insurance and financial risks, Journal of Computational and Applied Mathematics, 2012, 236(13), 3286-3295.
4. Y. Yang, R. Leipus, J. Šiaulys, Precise large deviations for compound random sums in the presence of dependence structures, Computers and Mathematics with Applications, 2012, 64(6), 2074-2083.
5. R. Leipus, J. Šiaulys, Closure of some heavy-tailed distribution classes under random convolution, Lithuanian Mathematical Journal, 2012, 52(3), 249-258.
6. E. Bieliauskienė, J. Šiaulys, Gerber–Shiu function for the discrete inhomogeneous claim case, International Journal of Computer Mathematics, 2012, 89(12), 1617-1630.
7. J. Šiaulys, G. Stepanauskas, Discrete uniform limit law for additive prime number indicators, Analytic and Probabilistic Methods in Number Theory: Proceedings of the fifth international conference in honor of J. Kubilius, Vilnius, TEV, 2012, 255-263.
8. E.Ignatavičiūtė, R. Mikalauskaitė-Arminienė, J. Šiaulys, Lee-Carter mortality forecasting, Lithuanian Journal of Statistics, 2012, 51(1), 22-35.
9. V. Kvedaras, R. Leipus, J. Šiaulys, Estimation of the generalized stocastic claims resderving model and the chain-ladder method, Pinigų studijos, 2012, 68-90.
2013
1. Y. Yang, R. Leipus, J. Šiaulys, Precise large deviations for actual aggregte loss process in a dependent compound customer-arrival-based insurance risk model, Lithuanian Mathematical Journal, 2013, 53(4), 448-470.
2. Y. Yang, K. Wang, R. Leipus, J. Šiaulys, A note on the max-sum equivalence of randomly weighted sums of heavy-tailed random variables, Nonlinear Analysis : Modelling and Control, 2013 18(4), 519-525.
3. J. Šiaulys, G. Stepanauskas, L. Vasiliauskaitė, An explicit formula for the common divisor of three integers. Šiauliai Mathematical Seminar, 2013, 8(6), 261-265.
2014
1. Y. Yang, R. Leipus, J. Šiaulys, Closure property and maximum of randomly weighted sums with heavy-tailed increaments, Statistics and Probability Letters, 2014, 91, 162-170.
2. J. Damarackas, J. Šiaulys, Bi-seasonal discrete time risk model, Applied Mathematics and Computation, 2014, 247, 930-940.
2015
1. I.M. Andrulytė, E. Bernackaitė, D. Kievinaitė, J. Šiaulys, A Lundberg-type inequality for an inhomogeneous renewal risk model, Modern Stochastics: Theory and Applications, 2015, 2,173-184.
2. E. Bernackaitė, J. Šiaulys, The exponential moment tail of inhomogeneous renewal process, Statistics and Probability Letters, 2015, 97, 9-15.
3. J. Damarackas, J. Šiaulys, A note on the net profit condition for discrete and classical risk models, Lithuanian Mathematical Journal, 2015, 4,465-473.
4. S. Danilenko, J. Šiaulys, Random convolution of O-exponential distributions, Nonlinear Analysis: Modelling and Control, 2015, 20, 447-454.
5. A. Grigutis, A. Korvel, J. Šiaulys, Ruin probability in the three-seasonal discrete-time risk model, Modern Stochastics: Theory and Applications, 2015, 2, 421-441.
6. A. Grigutis, A. Korvel, J. Šiaulys, Ruin probabilities of a discrete-time multi-risk model, Information Technology and Control, 2015, 44, 367-379.
7. Y. Yang, E. Ignatavičiūtė, J. Šiaulys, Conditional tail expectation of randomly weighted sums with heavy-tailed distributions, Statistics and Probability Letters, 2015, 105, 20-28.
2016
1. S. Danilenko, S. Paškauskaitė, J. Šiaulys, Random convolution of inhomogeneous distributions with O-exponential tail, Modern Stochastics: Theory and Applications, 2016, 3, 79-94.
2. S. Danilenko, J. Šiaulys, Randomly stopped sums of not identically distributed heavy tailed random variables, Statistics and Probability Letters, 2016, 113, 84-93.
3. E. Kizinevič, J. Sprindys, J. Šiaulys, randomly stopped sums with consistently varying distributions, Modern Stochastics: Theory and Applications, 2016, 3, 165-179.
4. N. Šiškina, J. Šiaulys, ARMA models for mortality forecast, Lithuanian Journal of Statistics, 2016, 52, 31-44.
5. Y. Yang, R. Leipus, J. Šiaulys, Asymptotics for randomly weighted and stopped dependent sums, Stochastics, 2016, 88, 300-319.
2017
1. I.M. Andrulytė, M. Manstavičius, J. Šiaulys, Randomly stopped maximum and maximum of sums with consistently varying distributions, Modern Stochastics: Theory and Applications, 2017, 4, 65-78.
2. E. Bernackaitė, J. Šiaulys, The finite-time ruin probability for an inhomogeneous renewal risk model, Journal of Industrial and Management Optimization, 2017, 13, 207-222.
3. S. Danilenko, J. Markevičiūtė, J. Šiaulys, Randomly stopped sums with exponential-type distributions, Nonlinear Analysis: Modelling and Control, 2017, 22, 793-807.
4. L. Dindienė, R. Leipus, J. Šiaulys, Closure property and tail probability asymptotics for randomly weighted sums of dependent random variables with heavy tails, Journal of the Korean Mathematical Society, 2017, 54, 1879-1903.
5. R. Leipus, J. Šiaulys, On the random max-closure for heavy-tailed random variables, Lithuanian Mathematical Journal, 2017, 57, 208-211.
6. J. Šiaulys, G. Stepanauskas, Discrete limit laws generated by large prime numbers, Analytic and Probabilistic Methods in Number Theory: Proceedings of the Sixth International Conference in honor of J. Kubilius, Vilnius University, 2017, 185-195.
2018
1. S. Danilenko, J. Šiaulys, G. Stepanauskas, Closure properties of O-exponential distributions, Statistics and Probability Letters, 2018, 140, 63-70.
2. E. Jaunė, O. Ragulina, J. Šiaulys, Expectation of the truncated randomly weighted sums with dominatedly varying summands, Lithuanian Mathematical Journal, 2018, 58, 421-440.
3. D. Kievinaitė, J. Šiaulys, Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk, Modern Stochastics: Theory and Applications, 2018, 5, 129-143.
4. E. Kizinevič, J. Šiaulys, The exponential estimate of the ultimate ruin probability for the non-homogeneous renewal risk model, Risks, 2018, 6, 20.
5. O Navickienė, J. Sprindys, J. Šiaulys, The Gerber-Shiu discounted penalty function for the bi-seasonal discrete time risk model, Informatica, 2018, 29, 733-756.
6. J. Šiaulys, G. Stepanauskas, L. Žvinytė, Discrete uniform limit law for a sum of additive functions on shifted primes, Lithuanian Mathematical Journal, 2018, 58, 235-248.
2019
1. O. Ragulina, J. Šiaulys, Randomly stopped minima and maxima with exponential-type distributions, Nonlinear Analysis: Modelling and Control, 2019, 24, 297-313.
2. O. Navickienė, J. Sprindys, J. Šiaulys, Ruin probability for the bi-seasonal discrete time risk model with dependent claims, Modern Stochastics: Theory and Applications, 2019, 6, 133-144.
3. R. Gylys, J. Šiaulys, Revisiting calibration of the solvency II standard formula for mortality risk: does the standard stress scenario provide an adequate approximation of value-at-risk? Risks, 2019, 7, 58.
4. R. Leipus, J.Šiaulys, I. Vareikaitė, Tails of higher-order moments with dominatedly varying summands, Lithuanian Mathematical Journal, 2019, 59, 389-407.
2020
1. A. Grigutis, J.Šiaulys, Ultimate time survival probability in three-risk discrete time risk model, Mathematics, 2020, 8, 147.
2. J. Sprindys, J. Šiaulys, Regularly distributed randomly stopped sum, minimum and maximum, Nonlinear Analysis: Modelling and Control, 2020, 25, 509-522.
3. R. Leipus, J. Šiaulys, On a closure property of convolution equivalent class of distributions, Journal of Mathematical Analysis and Applications, 2020, 490, 124226.
4. R. Gylys, J.Šiaulys, Estimation of uncertainty in mortality projections using State-Space Lee-Carter model, Mathematics, 2020, 8, 1053.
5. T. Kuras, J. Sprindys, J. Šiaulys, Martingale approach to derive Lundberg-type inequalities, Mathematics, 2020,8,1742.
6. O Ragulina, J. Šiaulys, Upper bounds and explicit formulas for the ruin probability in the risk model with stochastic premiums and a multi-layer dividend strategy, Mathematics, 2020, 8, 1885.
7. A. Grigutis, J. Šiaulys, Recurrent sequences play for survival probability of discrete time risk model, Symmetry, 2020, 12, 2111.
2021
1. A. Skučaitė, A. Puvačiauskienė, R. Puišys, J. Šiaulys, Actuarial analysis of survival among breast cancer patients in Lithuania, Healthcare, 2021, 9, 383.
2. M. Dirma, S. Paukštys, J.Šiaulys, Tails of the moments for sums with dominatedly varying random summands, Mathematics, 2021, 9,824.
3. J. Sprindys, J. Šiaulys, Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments, Nonlinear Analysis: Modelling and Control, 2021, 26, 1200-1212.
4. R. Leipus, S. Paukštys, J. Šiaulys, Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure, Statistics and Probability Letters, 2021, 170, 108998.
2022
1. J. Šiaulys, R. Puišys, Survival with random effect, Mathematics, 2022, 10, 1097.
2. E. Jaunė, J. Šiaulys, Asymptotic risk decomposition for regularly varying distributions with tail dependence, Applied Mathematics and Computation, 2022, 427, 127164.
3. D. Konstantinides, R. Leipus, J. Šiaulys, A note on product convolution for generalized subexponential distributions, Nonlinear Analysis: Modelling and Control, 2022, 27, 1024-1067.
2023
1. D. Konstantinides, R. Leipus, J. Šiaulys, On the non-closure under convolution for strong subexponential distributions, Nonlinear Analysis: Modelling and Control, 2023, 28, 97-115.
2. G. Mikutavičius, J. Šiaulys, Product convolution of generalized subexponential distributions, Mathematics, 2023, 11, 248.
3. R. Leipus, J. Šiaulys, M. Dirma, R. Zovė, On the distribution-tail behaviour of the product of normal random variables, Journal of Inequalities and Applications, 2023, 32.
4. R. Leipus, J. Šiaulys, D. Konstantinides, Minimum of heavy-tailed random variable is not heavy tailed, AIMS Mathematics, 2023, 8, 13066-13072.
5. S. Paukštys, J. Šiaulys, R. Leipus, Truncated moments for heavy-tailed and related distribution classes, Mathematics, 2023, 11, 2172.