1. Risk theory in a Markovian environment;Asmussen;Scand. Actuar. J.,1989
2. Ruin Probabilities;Asmussen,2000
3. On cycle maxima, first passage problems and extreme value theory for queues;Asmussen;Stochastic Models,1992
4. On the distribution of the surplus prior to ruin;Dickson;Insurance: Math. Econom.,1992
5. H.U. Gerber, An Introduction to Mathematical Risk Theory, S.S. Huebner Foundation Monograph Series No. 8, R. Irwin, Homewood, IL, 1979.