Moments of MGOU processes and positive semidefinite matrix processes. - Anita Behme (J. Multivar. Anal., 2012)

Asymmetric COGARCH processes. - Anita Behme; Claudia Klüppelberg; Kathrin Mayr (J. Appl. Probab., 2014)

A 2 ˟ 2 random switching model and its dual risk model. - Anita Behme; Philipp Lukas Strietzel (Queueing Syst. Theory Appl., 2021)

On moments of downward passage times for spectrally negative Lévy processes. - Anita Behme; Philipp Lukas Strietzel (J. Appl. Probab., 2023)