We introduce a generalized quarter-symmetric metric recurrent connection and study its geometrical properties. We also derive the Schur?s theorem for the generalized quarter-symmetric metric recurrent connection.

This paper investigates an optimal reinsurance-investment problem in relation to thinning dependent risks. The insurer's wealth process is described by a risk model with two dependent classes of insurance business. The insurer is allowed to purchase reinsurance and invest in one risk-free asset and one risky asset whose price follows CEV model. Our aim is to maximize the expected exponential utility of terminal wealth. Applying Legendre transform-dual technique along with stochastic control theory, we obtain the closed-form expression of optimal strategy. In addition, our wealth process will reduce to the classical Cramér-Lundberg (C-L) model when $ p = 0 $, in this case, we achieve the explicit expression of the optimal strategy for Hyperbolic Absolute Risk Aversion (HARA) utility by using Legendre transform. Finally, some numerical examples are presented to illustrate the impact of our model parameters (e.g., interest and volatility) on the optimal reinsurance-investment strategy.

In this paper, we study submanifolds in a Riemannian manifold with a semi-symmetric non-metric connection. We prove that the induced connection on a submanifold is also semi-symmetric non-metric connection. We consider the total geodesicness and minimality of a submanifold with respect to the semi-symmetric non-metric connection. We obtain the Gauss, Cadazzi, and Ricci equations for submanifolds with respect to the semi-symmetric non-metric connection.