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Another approach to the problem of
Teoriâ slučajnyh processov, Tome 13 (2007) no. 4, pp. 1-18 Cet article a éte moissonné depuis la source Math-Net.Ru

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An exponential estimate of ruin probability for an insurance company which invests all its capital in risk assets is found. The process which describes the risky assets is assumed to follow a geometrical Brownian motion. Insurance premium flow depends on the value of reserves of the insurance company. The problem is solved by reduction of the generalized risk process to the classical risk process without investments.
Keywords: Ruin process, ruin probability, geometrical Brownian motion, supermartingale approach. 
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Maryna Androshchuk; Yuliya Mishura. Another approach to the problem of. Teoriâ slučajnyh processov, Tome 13 (2007) no. 4, pp. 1-18. http://geodesic.mathdoc.fr/item/THSP_2007_13_4_a0/

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