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The study deals with the ruin problem when an insurance company invests itsreserve in a risky asset whose the price dynamics is given by a geometricL\'evy process. Considering the ruin probability as a of the capital reserve weobtain for it a partial integro-differential equation understood in a viscositysense and prove a result on the uniqueness of the viscosity solution for acorresponding boundary value problem.

Ruin problems with investments on a finite interval: PIDEs and their viscosity solutions