On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy. - Stathis Chadjiconstantinidis; Apostolos D. Papaioannou (J. Comput. Appl. Math., 2013)

Pricing and simulating catastrophe risk bonds in a Markov-dependent environment. - Jia Shao; Apostolos D. Papaioannou; Athanasios A. Pantelous (Appl. Math. Comput., 2017)

Asymptotic results for a Markov-modulated risk process with stochastic investment. - Lewis Ramsden; Apostolos D. Papaioannou (J. Comput. Appl. Math., 2017)

On the time to ruin for a dependent delayed capital injection risk model. - Lewis Ramsden; Apostolos D. Papaioannou (Appl. Math. Comput., 2019)

Gerber-Shiu theory for discrete risk processes in a regime switching environment. - Zbigniew Palmowski; Lewis Ramsden; Apostolos D. Papaioannou (Appl. Math. Comput., 2024)