5Browne, S. , Optimal investment policies for afirm with arandom risk process: Exponential utility and minimizing the probability of ruin, Mathematics of Operations Research, 20(1995). 被引量：1
6Parlsen, J. , and H. K. Gjessing. , Ruin theory with stochastic return on investments, Advances in Applied Probability, 1997. 被引量：1
7Ma Jin and Sun Xiaodong, Ruin Probabilites for Insurance Models Involving Investments,Scandinavian Actuarial Journal, 3(2003). 被引量：1
8Hip. , C. and Plum M. , Optimal investment for insurers, Insurance: Mathematics and Economics, 27(2000). 被引量：1
9Castillo, M, T, and Parrocha G, Stochastic Control Theory for Optimal Investment, http://www.docs. fce. unsw. edu. au/actuarial/research/papers/2003/tinapaperopt- pdf. 被引量：1
10Gaier, J., Grandits, P., and Schachernayer, W., Asymptotic ruin probabilities and optimal investment, The Annals of Applied Probability, 13: 3(2003), 1054- 1076. 被引量：1
