Andrey Sarantsev

Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes

Pierre-Olivier Goffard, Andrey Sarantsev, A. Sarantsev, 2017, Journal of Applied Probability.

Stationary distributions and convergence for M/M/1 queues in interactive random environment

Guodong Pang, Yuri M. Suhov, Andrey Sarantsev, 2019, Queueing Systems.