1Karatzas I,Shreve E S.Brownian Mo-tion and stochastic Calculus[]..1988
2Gaier J,Grandits P,SchachermayerW.Asymptotic ruin probabilities and optimal investment[].AnnApplProbab.2003
3Paulsen J,Gjessing H H.1997,Ruin theory with stochastic return on in-vestments[].Advances in Applied Mechanics.1997
4Brekelmans R,De Waegenaere A.Appromiximating the finite-time ruin probability under interest force[].Insurance Mathematics Economics.2001
5Browne S.Optimal investment policies for a firm with a random risk process:exponential utility and minimizing the probability of ruin[].Mathematics of Operations Research.1995
6Lamberton D,Lapeyre B.Introduc-tion to Stochastic Caculaus Applied to Finance[]..1996
7Sundt B,Teugels J L.Ruin estimates under interest force[].Insurance Mathematics Economics.1995
8Asmussen S.Ruin probabilities[]..2000
9Klüppelberg C,Stadtmuller U.Ruin probabilities in the presence of Heavy-Tails and interest rates[].ScandActuarial J.1998
10Hipp C,Plum M.Optimal investment for insurers[].Insurance:Mathemat-ics and Economics.2000