Small-time ruin for a financial process modulated by a Harris recurrent Markov chain. - Jeffrey F. Collamore; Andrea Höing (Finance Stochastics, 2007)

Rare event simulation for stochastic fixed point equations related to the smoothing transformation. - Jeffrey F. Collamore; Anand N. Vidyashankar; Jie Xu 004 (WSC, 2013)

Rare Event Analysis for Minimum Hellinger Distance Estimators via Large Deviation Theory. - Anand N. Vidyashankar; Jeffrey F. Collamore (Entropy, 2021)