(2012) AN IMPROVEMENT OF THE BERRY-ESSEEN INEQUALITY WITH APPLICATIONS TO POISSON AND MIXED POISSON RANDOM SUMS (2001) ASYMPTOTIC PROPERTIES OF EXTREMA OF COMPOUND COX PROCESSES AND THEIR APPLICATIONS TO SOME PROBLEMS OF FINANCIAL MATHEMATICS (2014) GENERALIZED HYPERBOLIC LAWS AS LIMIT DISTRIBUTIONS FOR RANDOM SUMS (2002) GENERALIZED POISSON MODELS AND THEIR APPLICATIONS IN INSURANCE AND FINANCE (2014) MODELING HIGH-FREQUENCY NON-HOMOGENEOUS ORDER FLOWS BY COMPOUND COX PROCESSES (1999) ON CONVERGENCE OF DISTRIBUTIONS OF COMPOUND COX PROCESSES TO STABLE LAWS (2014) ON THE ACCURACY OF THE NORMAL APPROXIMATION TO COMPOUND POISSON DISTRIBUTIONS (1998) ON THE CONVERGENCE OF DISTRIBUTIONS OF RANDOM SUMS OF INDEPENDENT RANDOM VARIABLES TO STABLE LAWS (2012) STATISTICAL PROPERTIES OF THE DYNAMICS OF ORDER BOOKS: EMPIRICAL RESULTS (2011) ВЕРОЯТНОСТНО-СТАТИСТИЧЕСКИЕ МЕТОДЫ ДЕКОМПОЗИЦИИ ВОЛАТИЛЬНОСТИ ХАОТИЧЕСКИХ ПРОЦЕССОВ / PROBABILISTIC AND STATISTICAL METHODS FOR THE DECOMPOSITION OF THE VOLATILITY OF CHAOTIC PROCESSES (2013) ВЕРОЯТНОСТНО-СТАТИСТИЧЕСКОЕ МОДЕЛИРОВАНИЕ ИНФОРМАЦИОННЫХ ПОТОКОВ В СЛОЖНЫХ ФИНАНСОВЫХ СИСТЕМАХ НА ОСНОВЕ ВЫСОКОЧАСТОТНЫХ ДАННЫХ / PROBABILITY AND STATISTICAL MODELING OF INFORMATION FLOWS IN COMPLEX FINANCIAL SYSTEMS BASED ON HIGH-FREQUENCY DATA (2011) МАТЕМАТИЧЕСКИЕ ОСНОВЫ ТЕОРИИ РИСКА. 2-Е ИЗДАНИЕ, ИСПРАВЛЕННОЕ И ДОПОЛНЕННОЕ / MATHEMATICAL FOUNDATIONS OF THE RISK THEORY. 2ND ED. (2013) ОБОБЩЕННЫЕ ДИСПЕРСИОННЫЕ ГАММА-РАСПРЕДЕЛЕНИЯ КАК ПРЕДЕЛЬНЫЕ ДЛЯ СЛУЧАЙНЫХ СУММ / VARIANCE-GENERALIZED-GAMMA-DISTRIBUTIONS AS LIMIT LAWS FOR RANDOM SUMS | 
