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Optimal Impulse and Regular Control Strategies on ProportionalReinsurance Model
比例再保险模型的脉冲与正则 最优控制策略

Keywords: Impulse control,regular control,optimal return function,stopping time,stochastic differential equation
脉冲控制
,正则控制,最优回报函数,停时,随机微分方程.

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Abstract:

In this paper the impulse control process is introduced. A sufficient condition for optimal return is obtained, and the explicit form of optimal return function, thecorrresponding impulse and regular control strategies are also given.

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