A. de Acosta, “Exponential Tightness and Projective Systems in Large Deviation Theory,” In: D. Pollard, E. Togersen and G. Yang, Eds., Festschrift for Lucien Le Cam, Springer, New York, 1997, pp. 143-156.
 R. L. Dobrushin and E. A. Pechersky, “Large Deviations for Tandem Queueing Systems,” Journal of Applied Ma- thematics and Stochastic Analysis, Vol. 7, No. 3, 1994, pp. 301-330. doi:10.1155/S1048953394000274
 A. Ganesh, C. Macci and G. L.Torrisi, “A Class of Risk Processes with Reserve-Dependent Premium Rate: Sample Path Large Deviations and Importance Sampling,” Queueing Systems, Vol. 55, No. 2, 2007, pp. 83-94. doi:10.1007/s11134-006-9000-y
 A. Ganesh, C. Macci and G. L. Torrisi, “Sample Path Large Deviations Principles for Poisson Shot Noise Proc- esses, and Applications,” Electronic Journal of Probabil- ity, Vol. 10, No. 32, 2005, pp. 1026-1043.
 S. Asmussen and C. Klüppelberg, “Large Deviations Results for Subexponential Tails, with Applications to Insurance Risk,” Stochastic Processes and their Applications, Vol. 64, No. 1, 1996, pp. 103-125. doi:10.1016/S0304-4149(96)00087-7
 C. Klüppelberg and T. Mikosch, “Large Deviations of Heavy-Tailed Random Sums with Applications in Insurance and Finance,” Journal of Applied Probability, Vol. 34, No. 2, 1997, pp. 293-308. doi:10.2307/3215371
 G. R. Shorack and J. A. Wellner, “Empirical processes with applications to statistics of Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics,” John Wiley & Sons Inc., New York, 1986.