| Abstract | 第5页 |
| 中文摘要 | 第7-10页 |
| Chapter l Introduction | 第10-14页 |
| 1.1 Classical risk model and investment model | 第10-11页 |
| 1.2 The motivation of this paper | 第11-14页 |
| Chapter 2 Problem model and Verification theorem | 第14-22页 |
| 2.1 The stochastic coefficients model | 第14-15页 |
| 2.2 The dynamic of the asset | 第15-16页 |
| 2.3 The goal | 第16-17页 |
| 2.4 The verification theorem | 第17-22页 |
| Chapter 3 Existence of a optimal pair of solutions under the exponentialutility function | 第22-35页 |
| 3.1 The Cauchy problem under the exponential utility function | 第22-23页 |
| 3.2 Existence and uniqueness of the solution to Cauchy Problem | 第23-26页 |
| 3.3 The example about the optimal reinsurance strategy | 第26-28页 |
| 3.4 The value function and optimal pair under the Cauchy problem | 第28-35页 |
| Chapter 4 The ruin probability 26 | 第35-41页 |
| 4.1 Some preparations | 第35-37页 |
| 4.2 Upper bound of ruin probability under the optimal strategies | 第37-41页 |
| Chapter 5 Appendix.Parabolic partial differential equations | 第41-44页 |
| References | 第44-47页 |
| Publications during the study for master degree | 第47-48页 |
| Acknowledgements | 第48页 |
