Abstarct: Financial mathematics which deals with the general behavior of financial markets that determine the risk and rate of return‎ ‎Capital‎. ‎By identifying the market can be a good investment with less risk and greater return‎, ‎Did‎. ‎Different modeling for financial markets is the most important of them can be‎ ‎Stochastic differential equations noted that the level of market volatility is modeled‎. ‎In this thesis Prerequisites and definitions‎, ‎then all kinds of modeling random and examine their relationships and in Finally‎, ‎to invest in the insurance industry‎, ‎which today is one of the most important financial market‎, ‎and we offer a asymptotic relationship‎ ‎for the probability of ruin of the insurance company‎.