The volume Episteme, etc.: Essays in Honour of Jonathan Barnes, edited by Ben Morison and Katerina Ierodiakonou (OUP, 2012), contains two papers dealing with ancient skepticism:
Julia Annas, "Ancient Scepticism and Ancient Religion."
Gail Fine, "Concepts and Inquiry: Sextus and the Epicureans."
More information about the book can be found here.