1. The Mathematical Theory of Insurance (D.C. Heath & Co., Lexington, MA, 1974).
2. Mathematical Methods of Risk Theory (Springer Verlag, Berlin, 1970).
3. and , How to Gamble if You Must (McGraw-Hill, New York, 1965).
4. “Optimal Investment and Consumption Strategies under Risk for a Class of Utility Functions,” Econometrica, 587–607 (1970).