中文摘要：

在稀疏相关风险模型基础上研究期望指数效用最大化和调节系数最大化下的最优超额损失再保险．并分别给出了最优超额损失再保险策略及相应的最佳自留索赔额．

英文摘要：

In this paper, we investigate the optimal excess of loss reinsurance under the correlated risk model with thinning-dependence structure, that maximizes the expected exponential utility and the adjustment coefficient respectively. Correspondingly, we derive the optimal solutions and give a numerical example to analyze the impacts of the thinning factor for each strategy.