5. V. V. Kalashnikov, D. G. Konstantinidis, Ruin Probability, Fundamentalnaya i Prikladnaya Matematika,  2, No.4, 1055-1100, 1996. pdf.

6. D. G. Konstantinidis, Comparison of Ruin Probability Estimates in the Presence of Heavy Tails,  Journal of Mathematical Sciences (New York),
93, No.4, 552-562, 1999. pdf.

7. V. V. Kalashnikov, D. G. Konstantinides, Ruin under Interest Force and Subexponential Claims: A Simple Treatment, Insurance: Mathematics and
Economics,  27, 145-149, 2000. pdf.

8. G. Sh. Tsitsiashvili, D. G. Konstantinides, Supertails in Risk Theory (in Russian), Far Eastern Mathematical Journal,  2, No.1, 68-76, 2001. pdf.

9. Asmussen, S., Kalashnikov, V., Kl\"{u}ppelberg, C., Konstantinides, D., Tsitsiashvili, G.Sh. A Local Limit Theorem for Random Walk Maxima with
Heavy-tails.  Statistics and Probability Letters , 56, 399-404, 2002. pdf.

10. Konstantinides, D.G., Tang, Q.H., Tsitsiashvili, G.Sh., Estimates for the Ruin Probability in the Classical Risk Model with Constant Interest
Force in the Presence of Heavy Tails.  Insurance: Mathematics \& Economics, 31, 447-460, 2002. pdf.

12. Konstantinides, D.G., Tang, Q.H., Tsitsiashvili, G.Sh., Two-sided Bounds for Ruin Probability under Constant Interest Force.  Journal of Mathematical Sciences (New York), 123, No.1, 3.824-3.833, 2004. pdf.

13. Konstantinides, D.G., Mikosch T., Large Deviations and Ruin Probabilities for Solutions to Stochastic Recurrence Equations with Heavy-tailed Inovations.Ann. Probab. 33, 1.992-2.035, 2005. pdf.

14. Makroglou, A., Konstantinides, D.G., Numerical solution of a system of two first order Volterra integro-differential equations arising in ultimate ruin theory. HERMIS-μ π, 7, 122-132, 2006. pdf.

15. Konstatinides, D.G., Risk Models with Extremal Subexponentiality. Brazilian Journal of Probability and Statistics, 21, No.1, 63-84, 2007. pdf.

16. Konstantinides, D.G., Prabhu, N.U., A Two-Fluid Storage Model with L\'evy Inputs and Alternating Outputs. Queueing Systems: Theory and Applications, 55, 139-146, 2007. pdf.

17. Konstantinides, D.G., A Class of Heavy Tailed Distributions. Journal of Numerical and Applied Mathematics, 96, No.1, 127-138, 2008. pdf.

18. Konstantinides, D.G., Ng, K.W., Tang, Q.H., The Probabilities of Absolute Ruin in the Renewal Risk Model with Constant Force of Interest. J. Appl. Prob., 47, 323-334, 2010. pdf.

19. Konstantinides, D.G., Loukissas, F., Precise Large Deviations for Consistently Varying-Tailed Distribution in Compound Renewal Risk Model Lithuanian Math. J., 50, No.4, 391-400, 2010. pdf.

20. Konstantinides, D.G., Kountzakis, C.E., Risk Measures in Ordered Normed Linear Spaces with Non-empty Cone-interior. Insurance: Mathematics and Economics, 48, 111-122, 2011. pdf.

21. Bardoutsos, A.G., Konstantinides, D.G., Characterization of Tails through Hazard Rate and Convolution Closure Properties J. Appl. Prob., 48, 2011. pdf.

22. Konstantinides, D.G., Extremal subexponentiality in ruin probabilities. Comm. Statist. Theory and Methods, 40, No.16, 2907-2918, 2011. pdf.

25. Yang, Y., Wang, K., Konstantinides, D.G., Uniform asymptotics for discounted aggregate claims in dependent risk models. J. Appl. Probab., 51, No.3, 2014. pdf.

27. Yang, Y., Konstantinides, D.G., Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks. Scand. Actuarial J., 2014. pdf.