On the efficient evaluation of ruin probabilities for completely monotone claim distributions. - Hansjörg Albrecher; Florin Avram; Dominik Kortschak (J. Comput. Appl. Math., 2010)

On error rates in rare event simulation with heavy tails. - Søren Asmussen; Dominik Kortschak (WSC, 2012)

Efficient simulation of tail probabilities for sums of log-elliptical risks. - Dominik Kortschak; Enkelejd Hashorva (J. Comput. Appl. Math., 2013)