2Friedman A 吴让泉等（译）.随机微分方程及其应用[M].北京:科学出版社,1983.170-176.
3Michael R, Atheory of risk, return and solvency. Insurance: :Mathematics and Economic, 1995,17:101- 118.
4Hansen K A. A life insurance investment that may be too good to be true.Journal of Financial Service Professionasl, 1999,53(2) :68 - 74.
5Marilyn O. Riding the insurance investment wave. Best's Review, 1998,98(11) :63 - 65.
6Susanne S.Insurance take on riskier investments. National Underwriter, 1998,102(1 ) :25 - 26.
7Webb B L. Investmem Income in Insurance Rate making.Journal of insurance Regulation, 1982,1,46 - 76.
8Frost A J. Implications of modem porfolio theory for life Assurance Companies. Journal of the Institute of Actuaries. Student's Society, 1983,26,47 - 68.
9Pardoux E, Peng S. Adapted solution of a backward stochastic differential equation. Systems and Control Letters, 1990,14:55 -61.
二级参考文献25
1彭实戈，Backward SDE and Related g-Expectation，1997年
2Ma J，Chin Ann Math B，1995年，16卷，279页
3Hu Ying，Probab Theory Related Fields，1995年，103卷，273页
