Ruin probability with claims modeled by a stationary ergodic stable process

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Null flows, positive flows and the structure of stationary symmetric stable processes (2004, background): “This representation has proven to be very useful in investigations of properties of processes generated by dissipative flows; see, for example, [11, 14, 20, 21].”
Asymptotic Tail Probabilities of Sums of Dependent Subexponential Random Variables (2009, unknown): “Mikosch and Samorodnitsky [23, 24], Korshunov et al.”
Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes (2004, methodology): “Another example demonstrating that conservative flows tend to lead to a longer memory (in the case 1 α 2) can be found in Mikosch and Samorodnitsky (2000), who studied ruin probabilities.”
A ruin model with dependence between claim sizes and claim intervals (2004, unknown): “For heavy-tailed claim size distributions, the asymptotic behaviour of the ruin probability with dependent claims was studied e.g. in Asmussen et al. [5] and Mikosch and Samorodnitsky [9, 10].”