- A new formula for some linear stochastic equations with applications. The Annals of Applied Probability 2010. 20:367-381 .
- On approximations of risk process with renewal arrivals in α-stable domain. Probability and Mathematical Statistics 2005. 25:173-181 .
- The generalized discretized sequential probability ratio test and its application in insurance mathematics. Acta Mathematica Vietnamica 2008. 33:173-180 .
- An optimal investment strategy with maximal risk aversion and its ruin probability. Mathematical Methods of Operations Research 2008. 68:159-179 .
- Integral equations for compound distribution functions. Journal of Applied Probability 1996. 33:388-399 .
- Asymptotic expansions for distributions of the surplus prior and at the time of ruin. Theory of Stochastic Processes 2007. 13:183-188 .
- Weak convergence of assets processes with stochastic interest return. Scandinavian Actuarial Journal 1986. :98-106 .
- A new aspect of a risk process and its statistical inference. Insurance: Mathematics & Economics 2009. 44:70-77 .
- Error bounds for stop-loss premiums calculated with the Fast Fourier Transform (Com: p114-116). Scandinavian Actuarial Journal 1986. :107-113 .
- The theory and application of penalized methods or reproducing Kernel Hilbert spaces made easy. Statistics Surveys 2012. 6:113-141 .
- Large deviations for risk processes with reinsurance. Journal of Applied Probability 2006. 43:713-728 .
- Intersections of two ruin probability functions. Mathematical Communications 2011. 16:49-65 .
- Remarks on the absolute maximum of a Lvy process. Journal of Applied Probability 2002. 39:282-295 .
- Weak convergence of first-rare-event times for semi-Markov processes. II. Theory of Stochastic Processes 2009. 15:99-118 .
- Hitting probabilities in a Markov additive process with linear movements and upward jumps: Applications to risk and queueing processes. The Annals of Applied Probability 2004. 14:1029-1054 .
- Nonlinearly perturbed stochastic processes. Theory of Stochastic Processes 2008. 14:129-164 .
- A finite-time ruin probability formula for continuous claim severities. Journal of Applied Probability 2004. 41:570-578 .
- Cluster-localized sparse logistic regression for SNP data. Statistical Applications in Genetics and Molecular Biology 2012. 11:NA-NA .
- Macro-economic influences on the crossing of dividend barriers. Scandinavian Actuarial Journal 1988. :231-245 .
- Ruin probability in the presence of risky investments. Stochastic Processes and their Applications 2006. 116:267-278 .
- What is the best approximation of ruin probability in infinite time?. Applicationes Mathematicae (Warsaw) 2005. 32:155-176 .
- Strong invariance principle for a superposition of random processes. Theory of Stochastic Processes 2010. 16:130-138 .
- Continuous-time monotone stochastic recursions and duality. Advances in Applied Probability 2000. 32:426-445 .
- Ruin probability for generalized ϕ-sub-Gaussian fractional Brownian motion. Theory of Stochastic Processes 2006. 12:261-275 .
- A new risk model based on police entrance process and its weak convergence properties. Applied Stochastic Models in Business and Industry 2007. 23:235-246 .
- Optimal rates of convergence in the Weibull model based on kernel-type estimators. Statistics & Probability Letters 2012. 82:548-556 .
- Supermodular order and Lundberg exponents. Scandinavian Actuarial Journal 2002. 2002:17-36 .
- Stochastic Lagrangian flows on some compact manifolds. International Journal of Stochastic Modelling and Applications 2012. 84:367-381 .
- Limit theorems for generalized exceeding times, renewal and risk type processes. Theory of Stochastic Processes 2000. 6:177-238 .
- Study of a risk model based on the entrance process. Statistics & Probability Letters 2005. 72:1-10 .