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 andEconomics, 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.

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.

23. Konstantinides, D.G., Loukissas, F., Precise Large Deviations for Sums of Negatively Dependent Random Variables with Common Long Tailed Distributions. Comm. Statist. Theory and Methods, 40 , No.19-20, 3663--3671, 2011. pdf.

24. Konstantinides, D.G., Kountzakis, C.E., The restricted convex risk measures in actuarial solvency. Decis. Econ. Finance, 37, No.1, 2014. pdf.

26. Konstantinides, D.G., Kountzakis, C.E., Coherent risk measures under dominated variation. In collective book "Modern Problems in Insurance Mathematics", Springer Heidelberg, 2014. pdf.

28. Konstantinides, D.G., Kountzakis, C.E., Monetary Risk Measures on Orlicz Spaces produced by Set-Valued Risk Measures and Random Measures. In collective volume of MAF2014, Springer Heidelberg, 2014. pdf.