Optimal Reinsurance Dividend Strategy Based On Transaction Costs

The main tasks of this paper are to introduce the impulse control process to the proportional reinsurance model,to add two factors,fixed transaction costs and pro-portional transaction costs,into the original return function and to prove the existence of the optimal dividend strategy and to construct it and the corresponding the specific analysis formula of the optimal return function.The controlled state of this paper is(?)The return function is(?)All the conclusions drawn from this paper have deeper applied background in practice.This paper mainly includes three parts:The first part is the introduction that aims to present the background of the random controlled theory and the research status of the dividend strategy.The second part,the main body,firstly introduces the proportional reinsurance model carrying the fixed transaction costs and proportional transaction costs before introducing the impulse control,then constructs the specific analysis formula of the return function through the variational inequality group and finally provides the optimal dividend strategy and the sufficiency theorems that the optimal return function should meet.The third part comes the conclusion of this paper,and on the basis of those,it poses some problems further to be solved.