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中文摘要：
本文研究了在有金融困境成本的情况下,带有跳扩散过程的保险商偿债率（SR）模型的问题.利用Girsanov定理进行测度变换的方法以及跳扩散过程下的看涨期权定价公式,获得了保险商终期收益的现值的结果.推广了不带跳扩散过程的保险商偿债率模型的结果.
英文摘要：
This article constructs the insurer’s solvency ratio model under jump diffusion process in the presence of financial distress cost.By Girsanov’s theorem and the option pricing formula under jump diffusion process,the maximization of shareholders’ value is discussed.The results of insurer’s solvency ratio model without jump diffusion process are extended.
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