1. Al-Gwaiz M.A. (1992). Theory of Distributions. Monographs and Textbooks in Pure and Applied Mathematics 159. Marcel Dekker, New York
2. Barles G., Daher C. and Romano M. (1994). Optimal control on the L ∞ norm of a diffusion process. SIAM J. Cont. Optim. 32: 612–634
3. Bayraktar, E., Young, V.R.: Minimizing the lifetime shortfall or shortfall at death. Working Paper, Department of Mathematics, University of Michigan (2005). http://www.math.lsa. umich.edu/∼erhan/shortfall.pdf
4. Bayraktar, E., Young, V.R.: Minimizing the probability of lifetime ruin under borrowing constraints. Insur. Math. Econ. (to appear 2006)
5. Browne S. (1995). Optimal investment policies for a firm with a random risk process: exponential utility and minimizing the probability of ruin. Math. Oper. Res. 20: 937–958