In the insurance business risky investments are dangerous. - Anna Frolova; Yuri Kabanov; Serguei Pergamenshchikov (Finance Stochastics, 2002)

Optimal consumption and investment for markets with random coefficients. - Belkacem Berdjane; Serguei Pergamenshchikov (Finance Stochastics, 2013)

In the insurance business risky investments are dangerous: the case of negative risk sums. - Yuri Kabanov; Serguei Pergamenshchikov (Finance Stochastics, 2016)