• Doctor of Science Thesis Title: Distributions in Insurance Risk Models
• Ph. D. Thesis Title: Characterization of the Gaussian processes equivalent to a Gaussian martingale and their application.
• Master's Degree Thesis Title: Some estimates obtained by using order statistics and their distributions. 
• Paralloi S. and Minkova L. (2019). Compound I-Binomial process and Application, AIP Conference Proceedings 2172, 100005, DOI: 10.1063/1.5133598.
• Chukova S. and Minkova L.D. (2019). Geometric Polya-Aeppli process, Stochastics. An International Journal of Probability and Stochastic Processes, DOI: 10.1080/17442508.2019.1697269.
• Sendova K. and Minkova L.D. (2019).}Introducing the non-homogeneous compound birth process, Stochastics, An International Journal of Probability and Stochastic Processes,}DOI: 10.1080/17442508.2019.1666132.
• Chukova S. and Minkova L.D. (2019). Non-homogeneous Polya-Aeppli process, Commun. Statist.-Simulation and Computation, 48, 2955--2967.
• Sendova K. and Minkova L.D. (2018). Poisson-Logarithmic risk process and applications, Compt. Randue Bulg. Acad. Sci., 71(8), 1020--1028.
• Lazarova M. and Minkova L. (2017). I-Delaporte process and applications, Mathematics and Computers in Simulation, 133, 135-141, (IF 1.124).
• Kostadinova K. and Minkova L. (2016). Type II family of Bivariate Inflated-parameter Generalized Power Series Distributions, Serdica Math. J., 42, 27-42. 
• Lazarova M. and Minkova L.D. (2015). A Family of Bivariate Inflated-parameter Generalized Power Series Distributions, Compt. Randue Bulg. Acad. Sci., 68(5), 577-588, (IF (2014) 0.284).
• Chukova S. and Minkova L.D. (2015). Polya - Aeppli of order k Risk Model, Communications in Statistics-Simulation and Computation, 44(3), 551-564 (IF (2011) 0,387). 
• Omey E. and Minkova L.D. (2014). Bivariate Geometric Distributions, Compt. Randue Bulg. Acad. Sci., 67(9), 1201-1210, (IF (2014) 0.284). 
• Minkova L.D. and N.Balakrishnan (2014) Type II Bivariate Polya-Aeppli distribution, Statistics & Probability Letters, 88, 40-49, (IF(2012) 0.531).
• Minkova L.D. and N.Balakrishnan (2014). On a bivariate Polya-Aeppli distribution, Commun. Statist. -Theory and Methods, 43, 5026-5038, (IF (2012) 0,298).
• Minkova L.D. and Omey E. (2014). A new Markov Binomial distribution, Commun. Statist. -Theory and Methods, 43, 2674-2688, (IF (2012)  0,298).
• Kostadinova K. and Minkova L. (2014). On a Bivariate Poisson Negative Binomial Risk Process, BIOMATH, 3, 47--52.
• Minkova L.D. and N.Balakrishnan (2013). Compound weighted Poisson distributions, Metrika, 76(4), 543-558, (IF (2012)  0.724). 
• Kostadinova K. and Minkova L.D. (2013). On the Poisson process of order k, Pliska Stud.Math.Bulgar., 22, 117--128.
• Chukova S. and Minkova L.D. (2013). Characterization of the Polya - Aeppli process, Stochastic Analysis and Applications, 31(4), 590-599, (IF (2012) 0,459).   
• Minkova L. and Radkov P. (2012). Distributions related to a Markov chain and Applications in Finance, Proceedings of the 11th Iranian Statistical Conference, August 28-30, Tehran Iran, 337 - 345 (invited). 
• Minkova L.D. (2011). The I - Polya process and Applications, Commun.Statist. -Theory and Methods, 40, 2847 – 2855 (IF (2010) 0.351).
• Radkov P. and L.D.Minkova (2011). Markovian Option Pricing Model, Proceedings of the 14th International Conference "Applied Stochastic Models and Data Analysis", June 07 10, 2011, Roma, Italy, 1137 – 1143.
• Minkova L. D. (2010). Insurance Risk Theory, Lecture Notes, TEMPUS project "SEE Doctoral Studies in Mathematical Sciences", available in: http://www.fmi.uni-sofia.bg/sms/insurance-risk-theory-lectures and  http://www.matinf.pmfbl.org
• Radkov P. and L.D.Minkova (2010). Markov-Binomial Option Pricing Model, Proceedings of the 9th International Conference in Computing Data Analysis and Modeling:Compex Stochastic Data and Systems, Belarusian State University, September 07-11, Minsk, Belarus, vol. 2, 169-172.
• Minkova L.D.(2010). Compound Birth processes in Risk Models, Proceedings of the 6th Conference in Actuarial Science & Finance on Samos, June 2-6, 2010, available in: www.actuar.aegean.gr/samos2010/proceedings.html
• Minkova L.D.(2010). Compound Binomial Risk Model, Proceedings of the Stochastic Modeling Techniques and Data Analysis International Conference, June 8-11, 2010, Chania, Crete, Greece.
• Minkova L.D. (2010). Stochastic Processes - Applications in Finance and Insurance, in:International Encyclopedia of Statistical Science, Miodrag Lovric (Ed.), ISBN:978-3-642-04897-5.
• Minkova L.D. (2010). The Polya – Aeppli distribution of order K, Commun.Statist. -Theory and Methods, 39(3), 408-415 (IF 0,351).
• Minkova L.D. (2009). Compound Compound Poisson Risk Model, Serdica Math.J. 35, 301 – 310.
• Minkova L.D. (2009). I - Polya Process and Applications, Proceedings of the XIIIth International Conference "Applied Stochastic Models and Data Analysis", June 30 - July 3, 2009, Vilnius, Lithuania.
• Minkova L.D. (2009). Stochastic Processes in Finance and Insurance, Math. and Educ. in Math. 61-69 (invited).
• Minkova L.D. (2008). Reinsurance by the Polya-Aeppli risk model, Proceedings of the 2008 International Workshop on Applied Probability, July 7-10, 2008, Universite de Technologie de Compiegne, France.
• Minkova L.D. and Etemadi R. (2008). Compound Poisson Counting Distributions, Math. and Educ. in Math. 226 – 231.
• Minkova L.D. (2007). The Polya - Aeppli distribution of order k, Proceedings of the XIIth International Conference "Applied Stochastic Models and Data Analysis", May 29, 30, 31 and June 1, Chania, Crete, Greece.
• Minkova L.D. (2004). A modified model of risk business, Pliska Stud. Math. Bulgar., 16} 129- 135. 
• Minkova L.D. (2004). The Polya - Aeppli process and ruin problems, J. Appl. Math. Stoch. Analysis, 3, 221 - 234.
• Minkova L.D. (2002). A generalization of the classical discrete distributions, Commun. Statist. - Theory and Methods, 31, 871 - 888, (IF 0.171).
• Minkova L.D. (2001). Inflated-parameter modification of the pure birth process, Compt. Randue Bulg. Acad. Sci., 54(11), 17 - 22.21.
• Minkova L.D. (2001). Mixed Polya - Aeppli process, Compt. Randue Bulg. Acad. Sci., 54(8), 9 - 12.
• Minkova L.D. (2001). A family of compound discrete distributions, Compt. Randue Bulg. Acad. Sci., 54(2), 9 - 12.
• Minkova L.D. (2001). The bond market with stochastic volatility in high level of inflation, Math. and Educ. in Math., 270 - 275. 
• Kolev N., Minkova L.D. and Neytchev P. (2000). Inflated-Parameter Family of Generalized Power Series Distributions and Their Application in Analysis of Overdispersed Insurance Data, ARCH Research Clearing House, 2, 295 - 320.
• Kolev N. and Minkova L. (2000). A characterization of the negative binomial distribution, Pliska Stud. Math. Bulgar., 13, 151 - 154.
• Minkova L.D.(2000). Modelling of financial markets in high level of inflation, Math. and Educ. in Math., 198 - 204.
• Kolev N. and Minkova L. (1999). Run and frequency quotas in a multi-state Markov chain, Commun. Statist. - Theory and Methods, 28, 2223 - 2233, (IF 0.209).
• Kolev N. and Minkova L. (1999). Quotas on runs of successes and failures in a multi - state Markov chain, Communications in Statistics - Theory and Methods, 28, 2235 - 2248, (IF 0.209).
• Minkova L. and Danchev D. (1998). Modelling of financial markets in the currency board conditions, Applications of Mathematics in Engineering, (Sozopol, 1997), 130 - 132, Heron Press, Sofia.
• Kolev N. and Minkova L. (1997). Discrete distributions related to success runs of length K in a multi - state Markov chain, Communications in Statistics - Theory and Methods, 26, 1031 - 1049, (IF 0.194).
• Minkova L. (1997). A stochastic model for the financial market with discontinuous prices, J. Appl. Math. Stoch. Analysis, 9, 271-280.
• Kolev N. and Minkova L. (1995). On joint distribution of successes and failures related to success runs of length K in homogeneous Markov chain, Compt. Randue Bulg. Acad. Sci., 48, Vol. 9, 19 – 22.
• Minkova L. D. (1994). Innovation of Gaussian semimartingale, Technical University Annuals - Applied Mathematics, Sofia, 181 – 193.
• Minkova L. (1993). A stochastic model for the financial market, In: Proc. Applications of Mathematics in Engineering, 153 - 158, Varna.
• Kolev N. and Minkova L. (1986). Poisson distribution of order K and some of its properties, Compt. Randue Bulg. Acad. Sci., 39, 31 - 33, (IF 0.149).
• Minkova L. (1985). Stochastic equation for a generalized Ornstein-Uhlenbeck process. In: Proc. Third International Conference of Differential Equations and their Applications, Russe, 825 - 828.
• Minkova L. and Hadziev D. (1984). Equivalence and singularity of some Gaussian measures, Pliska Math. Bulgar, 7, 163 - 169, (In Russian).
• Minkova L. and Hadziev D. (1980). Representation of Gaussian processes equivalent to a Gaussian martingale, Stochastics, 3, 251 - 266. 
• Minkova L. and Hadziev D. (1979). Theorem of Girsanov's type for Gaussian martingales, Compt. Randue Bulg. Acad. Sci., 32, 1465 - 1466.
• Minkova L. (1978). Asymptotic estimates for a parameter of spread, Plovdiv Univ. Nauchn. Trud., 16, 157 - 164.
• Minkova L. and Varbanova M. (1976). Parametrische schatzungen mit hilfe der Positionsstrichprobenelementen, Math. and Educ. in Math., 207 - 214.

Discussion Contributions:

• Minkova L.D. (1997). Discussion to G. Parker, "Stochastic analysis of interaction between Investment and Insurance risks", North American Actuarial Journal 1, 55-84; 75.
• Minkova L.D. and Kolev N. (1998). Discussion to E. W. Frees, "Relative importance of risk sources in insurance systems", North American Actuarial Journal 2, 34-52, 50-51.