中央財(cái)經(jīng)大學(xué)中國(guó)精算研究院孟輝老師作了一場(chǎng)題為“Nonlinear impulse capital injections problem with reinsurance(非線性脈沖再保險(xiǎn)注資問(wèn)題)”的講座。中央財(cái)經(jīng)大學(xué)中國(guó)精算研究院下設(shè)三個(gè)研究中心：保險(xiǎn)精算與風(fēng)險(xiǎn)管理研究中心、金融風(fēng)險(xiǎn)監(jiān)測(cè)與控制研究中心和社會(huì)保障精算研究中心。在職研究生講座的主要內(nèi)容是：

　　假設(shè)兩家保險(xiǎn)公司參與再保險(xiǎn)條約，雙方保險(xiǎn)公司和兩個(gè)再保險(xiǎn)公司采用方差保費(fèi)原理�；�于上述跳風(fēng)險(xiǎn)模型，我們采用擴(kuò)散近似風(fēng)險(xiǎn)過(guò)程對(duì)保險(xiǎn)公司的資產(chǎn)模型再保險(xiǎn)。為了避免破產(chǎn)，保險(xiǎn)公司將獲得資本注入，我們假設(shè)每注資不超過(guò)某一定$ D>0$少，而且它也將招致一些固定的交易成本和比例稅，即沖動(dòng)注射用約束。對(duì)于擴(kuò)散模型，我們研究了最小的期望折扣非線性注資。采用漢密爾頓 - 雅可比 - 貝爾曼方法，我們給出了價(jià)值函數(shù)和最優(yōu)控制策略，明確的解決方案。最后，參數(shù)對(duì)最優(yōu)結(jié)果的影響，我們也給數(shù)值分析。

　　原文：Assume that two reinsurers participate in a reinsurance treaty, and both the insurer and two reinsurers adopt the variance premium principle. Based on the above jump risk model, we use the diffusion approximation risk process to model the assets of insurance company with reinsurance. To avoid bankruptcy, the insurance company will receive capital injections, we assume that each capital injection is not less than a certain constant $d>0$, and it also will incurs some fixed transaction costs and proportional taxes, i.e., impulse injections with constraint. For the diffusion model, we study the minimum of the expected discounted nonlinear capital injection. Using Hamilton-Jacobi-Bellman method, we give explicit solutions for the value function and the optimal control strategy. Finally, for the influence of parameters on the optimal results, we also give numerical analysis.