Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums. - Hansjörg Albrecher; Corina Constantinescu; Zbigniew Palmowski; Georg Regensburger; Markus Rosenkranz (SIAM J. Appl. Math., 2013)

Itô calculus for Cramér-Lundberg model. - Jirô Akahori; Corina Constantinescu; Kei Miyagi (JSIAM Lett., 2020)