中文摘要：

假设保险公司和再保险公司面临的赔付过程是带漂移的布朗运动．保险公司可以向再保险公司购买比例再保险，两公司均可以投资于一种无风险资产和一种价格服从几何布朗运动模型的风险资产，并以到期财富的期望效用最大化为目标．根据随机控制理论建立相应的HJB方程并求解，分别得到了保险公司与再保险公司的最优投资和再保险策略的解析解，并分析了同时满足双方利益的再保险策略．最后通过数值实例分析了各模型参数对最优策略的影响．

英文摘要：

In this paper, the claim process is modeled by a Brownian motion with drift. The insurer is allowed to purchase reinsurance and both the insurer and the reinsurer are allowed to invest in a risk-free asset and a risky asset whose price process is described by geometric Brownian motion model. By applying stochastic control theory, the utility maximization model and the corresponding HJB equation are established. Furthermore, closed-form expressions for the optimal investment-reinsurance strategies for both the insurer and the reinsurer are derived, and some properties of the strategies are analyzed. Finally, numerical analysis is provided to illustrate the effect of parameters on the optimal strategies.