[1] Grandell, Jan, Some remarks on the Ammeter risk process. Schweiz. Verein. Versicherungsmath. Mitt. 1995, no. 1, 43--72.
[2] Embrechts, Paul; Grandell, Jan; Schmidli, Hanspeter, Finite-Time Lundberg Inequalities in the Cox case Scand. Actuar. J. 1993, no. 1, 17--41.
[3] Grandell, Jan, Finite time ruin probabilities and martingales. Informatica 2 (1991), no. 1, 3--32, 135, 142.
[4] Grandell, Jan, Aspects of risk theory. Springer Series in Statistics. Probability and its Applications. Springer-Verlag, New York, 1991. x+175 pp. ISBN: 0-387-97368-0
[5] Björk, Tomas; Grandell, Jan, Exponential inequalities for ruin probabilities in the Cox case. Special issue for ICA 1988 Helsinki. Scand. Actuar. J. 1988, no. 1-2, 77--111.
[6] Grandell, Jan, Mathematical aspects on the variation of air pollutant concentrations. Probability theory and mathematical statistics, Vol. I (Vilnius, 1985), 509--512, VNU Sci. Press, Utrecht, 1987.
[7] Björk, Tomas; Grandell, Jan, An insensitivity property of the ruin probability. Scand. Actuar. J. 1985, no. 3-4, 148--156.
[8] Grandell, Jan, Stochastic models of air pollutant concentration. Lecture Notes in Statistics, 30. Springer-Verlag, Berlin-New York, 1985. iv+110 pp. ISBN: 3-540-96197-6
[9] Grandell, Jan, Some remarks on the age distribution of air pollutants. Recent trends in mathematics, Reinhardsbrunn 1982 (Reinhardsbrunn, 1982), pp. 143--152, Teubner-Texte Math., 50, Teubner, Leipzig, 1982.
[10] Grandell, Jan, Mathematical models for the variation of air-pollutant concentrations. Adv. in Appl. Probab. 14 (1982), no. 2, 240--256.
[11] Grandell, J., Approximate waiting times in thinned point processes. Litovsk. Mat. Sb. 20 (1980), no. 4, 29--47, 208.
[12] Grandell, Jan; Hamrud, Mats; Toll, Peter, A remark on the autoregressive model. IEEE Trans. Inform. Theory 26 (1980), no. 6, 750--751.
[13] Grandell, Jan; Rodhe, Henning, A mathematical model for the residence time of aerosol particles removed by precipitation scavenging. Transactions of the Eighth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes (Prague, 1978), Vol. A, pp. 247--261, Reidel, Dordrecht-Boston, Mass., 1978.
[14] Grandell, Jan, Empirical bounds for ruin probabilities. Stochastic Process. Appl. 8 (1978/79), no. 3, 243--255.
[15] Grandell, Jan, A remark on: "A class of approximations of ruin probabilities"\ (Scand. Actuar. J. 1977 , suppl., 37--52). Scand. Actuar. J. 1978, no. 2, 77--78.
[16] Grandell, Jan, Correction: "Point processes and random measures" (Advances in Appl. Probability 9 (1977), no. 3, 502--526). Advances in Appl. Probability 9 (1977), no. 4, 861.
[17] Grandell, Jan, Point processes and random measures. Advances in Appl. Probability 9 (1977), no. 3, 502--526.
[18] Grandell, Jan, A class of approximations of ruin probabilities. Scand. Actuar. J. 1977, suppl., 37--52.
[19] Grandell, Jan, Doubly stochastic Poisson processes. Lecture Notes in Mathematics, Vol. 529. Springer-Verlag, Berlin-New York, 1976. x+234 pp.
[20] Grandell, Jan, On risk processes with stochastic intensity function. Astin Bull. 6 (1971/72), 116--128.
[21] Grandell, Jan; Widaeus, Sven-Åke, The Esscher approximation method. Filip Lundberg Symposium on Risk Theory (Stockholm, 1968). Skand. Aktuarietidskr. 1969, suppl. 3-4, 34--50 (1971).
[22] Grandell, Jan, Statistical inference for doubly stochastic Poisson processes. Stochastic point processes: statistical analysis, theory, and applications (Conf., IBM Res. Center, Yorktown Heights, N.Y., 1971), pp. 90--121. Wiley-Interscience, New York, 1972.
[23] Grandell, Jan, On stochastic processes generated by a stochastic intensity function. Skand. Aktuarietidskr. 1971, 204--240 (1972).
[24] Grandell, Jan; Segerdahl, C.-O., A comparison of some approximations of ruin probabilities. Skand. Aktuarietidskr. 1971, 143--158 (1972).
[25] Grandell, Jan, On the estimation of intensities in a stochastic process generated by a stochastic intensity sequence. J. Appl. Probability 9 (1972), 542--556.
[26] Grandell, Jan, A note on linear estimation of the intensity in a doubly stochastic Poisson field. J. Appl. Probability 8 1971 612--614.
[27] Grandell, Jan, Ruin probabilities in the "nonrenewal" case. Proceedings of the 1st World Congress of the Bernoulli Society, Vol. 1 (Tashkent, 1986), 135--138, VNU Sci. Press, Utrecht, 1987.