Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. - Pierre-Olivier Goffard; Andrey Sarantsev (J. Appl. Probab., 2019)

Stationary distributions and convergence for M/M/1 queues in interactive random environment. - Guodong Pang; Andrey Sarantsev; Yana Belopolskaya; Yuri M. Suhov (Queueing Syst. Theory Appl., 2020)

Transient behaviors of single-server queues with diffusive rates. - Guodong Pang; Andrey Sarantsev; Yuri M. Suhov (Queueing Syst. Theory Appl., 2022)

Birth and death processes in interactive random environments. - Guodong Pang; Andrey Sarantsev; Yuri M. Suhov (Queueing Syst. Theory Appl., 2022)

Modified method of moments for generalized Laplace distributions. - Adrian Fischer; Robert E. Gaunt; Andrey Sarantsev (Commun. Stat. Simul. Comput., 2025)