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This paper considers optimal control problem of a large insurance companyunder a fixed insolvency probability. The company controls proportionalreinsurance rate, dividend pay-outs and investing process to maximize theexpected present value of the dividend pay-outs until the time of bankruptcy.This paper aims at describing the optimal return function as well as theoptimal policy. As a by-product, the paper theoretically sets a risk-basedcapital standard to ensure the capital requirement of can cover the total risk.

Optimal dividend and investing control of a insurance company with higher solvency constraints