| ABSTRACT | 第5-6页 |
| 中文摘要 | 第7-10页 |
| Chapter 1 Introduction | 第10-14页 |
| Chapter 2 Model and Problem | 第14-22页 |
| 2.1 Macroeconomic environment process | 第14-15页 |
| 2.2 Financial market with regime switching | 第15-17页 |
| 2.3 A kind of diffusion surplus process for insurer with Markov regime switching | 第17-18页 |
| 2.4 Wealth process with dividend payment, investment and reinsurance | 第18-20页 |
| 2.5 Optimization problem | 第20-22页 |
| Chapter 3 Solve the problem by HJB equation method | 第22-34页 |
| 3.1 Coupled HJB equations associated with optimization problem | 第22-24页 |
| 3.2 Optimal policies by fixed point method | 第24-29页 |
| 3.3 Numerical schemes for approximating the controlled diffusion processwith regime switching | 第29-34页 |
| Chapter 4 Robust control for our optimization problem | 第34-44页 |
| 4.1 Measure change | 第35-38页 |
| 4.2 Optimization problem after measure changing | 第38-41页 |
| 4.3 Solution to problem | 第41-44页 |
| Chapter 5 Summary and future work | 第44-45页 |
| References | 第45-52页 |
| Acknowledgements | 第52页 |
