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Optimal investment and reinsurance with premium control

  • * Corresponding author: Mi Chen

    * Corresponding author: Mi Chen

The research of Xin Jiang and Kam Chuen Yuen was supported by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (Project No. HKU17329216). The research of Mi Chen was supported by National Natural Science Foundation of China (Nos. 11701087 and 11701088), Natural Science Foundation of Fujian Province (Nos. 2018J05003, 2019J01673 and JAT160130), Program for Innovative Research Team in Science and Technology in Fujian Province University, and the grant "Probability and Statistics: Theory and Application (No. IRTL1704)" from Fujian Normal University

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