共查询到16条相似文献,搜索用时 62 毫秒
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江玮璠 《数学的实践与认识》2013,43(2)
针对基于存货质押的库存管理问题进行分析并构建模型,从还贷和不还贷两个角度,研究模型的最佳订货批量和质押量.模型以利润函数为目标函数,利润函数包括了销售额、缺货损失、剩余品价值、产品成本以及贷款本息和.通过对利润函数进行求解,得出最佳订购批量、存货质押量和最大期望利润,最后根据利润的大小决定是否偿还贷款. 相似文献
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信贷人存货质押贷款中最优质物甄别合同研究 总被引:3,自引:0,他引:3
存货抵押贷款中,信用风险主要来源于抵押物价格和流动性风险,信贷人确定适当的利率和贷款价值比能够有效缓释信用风险。对于已知抵押物价格风险和流动性风险,以信贷市场结构作为约束条件,求解出使信贷人期望利率收益最大化合同利率和贷款价值比。当抵押物流动性风险增加时,信贷人最优贷款合同应该是名义利率和贷款价值比均下降;对于抵押物价格波动满足正态分布的情况,若抵押物价格风险增大,信贷人最优贷款合同应该是名义利率和贷款价值比均上升。数值算例的结果基本验证了以上结论,并与现实情况相接近。 相似文献
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《数学的实践与认识》2017,(21)
通过质押某种商品,获得资金来采购其他商品,从而优化企业商品持有情况.通过对随机需求环境下的企业收益进行分析,构建多品种的存货质押库存管理模型,确定每种商品质押量和采购量.研究表明:商品利润越小、需求均值越小的商品,需要持有的商品量越小;通过质押该种商品来采购利润更大、需求更大的商品,从而增加企业利润. 相似文献
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在存货需求随机波动下,为研究存货耗损对存货质押融资过程中各方决策的影响,构建由银行、中小企业和第三方物流企业(Third-Part Logistics, TPL)组成的存货质押融资系统。在考虑银行下侧风险控制和企业还贷能力下,以实现银行利润最大化为目标建立模型。分析初始耗损率、激励因子、耗损改善因子和市场需求对质押率和银行利润的影响。研究表明:(1)银行利润与质物耗损率呈负相关,银行有激励TPL提高服务水平,降低耗损率的动力。(2)银行激励TPL降低耗损率有助于银行提高质押率并拓宽质物的选择范围。(3)仅当初始耗损率超过一定限值时,银行激励带来的额外收益才会高于激励成本。最后通过数值实验进行验证,从而为银行的存货质押融资决策提供指导。 相似文献
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研究由一个供应商和销售商组成的供应链。销售商为中小企业,在受资金约束时无法通过自身信用获得所需融资,此时供应商可以为销售商贷款提供担保以提高其融资授信额度。本文采用销售商违约后剩余质押物的回购率来衡量供应商对融资风险的分担程度,对参与各方的存货质押融资决策进行了深入研究。结果表明:供应商的回购承诺提高了银行利润,在一定条件下提高了银行的质押率;并且,有回购承诺的融资决策在市场前景乐观情况下可以有效缓解销售商的融资困境。 相似文献
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针对质押物价格收益序列存在的结构转换特征,对常系数ARCH模型进行改进,引入一个变化服从马尔科夫过程的状态随机变量反映价格收益不同的波动状况,从而构建了质押物价格收益MRS-GARCH模型.实例研究表明MRS-GARCH模型能够刻画现实中质押物价格收益波动结构动态变化过程,同时能够识别外界不可见因素对收益波动的影响力度,MRS-GARCH模型较GARCH模型在拟合及预测价格收益波动方面具有更准确的效果. 相似文献
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本文从实际背景出发,提出了允许租用货栈的库存系统的库存模型,在一般时变需求并允许短缺的假定下,得到了寻求该系统最优进货策略的一种交替逼近方法。并给出了数字例子。 相似文献
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供应链中共享信息精度的激励研究 总被引:7,自引:0,他引:7
针对供应链中信息共享价值的重要性和道德风险和逆向选择并存的不对称信息问题,本文运用一个道德风险之前的逆向选择的混合模型研究了制造商如何激励零售商分享其私人精确的市场信息,并相应提出了解决此问题的最优契约。 相似文献
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We consider a steady-state heat conduction problem P
α
with mixed boundary conditions for the Poisson equation depending on a positive parameter α , which represents the heat transfer coefficient on a portion Γ
1
of the boundary of a given bounded domain in R
n
. We formulate distributed optimal control problems over the internal energy g for each α . We prove that the optimal control g_ op
α
and its corresponding system u_ g_ op
α
α and adjoint p_ g_ op
α
α states for each α are strongly convergent to g
op
, u_ g
op
and p _ g
op
, respectively, in adequate functional spaces. We also prove that these limit functions are respectively the optimal control,
and the system and adjoint states corresponding to another distributed optimal control problem for the same Poisson equation
with a different boundary condition on the portion Γ
1
. We use the fixed point and elliptic variational inequality theories. 相似文献
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We consider a steady-state heat conduction problem P α with mixed boundary conditions for the Poisson equation depending on a positive parameter α , which represents the heat transfer coefficient on a portion Γ 1 of the boundary of a given bounded domain in R n . We formulate distributed optimal control problems over the internal energy g for each α . We prove that the optimal control g_ op α and its corresponding system u_ g_ op α α and adjoint p_ g_ op α α states for each α are strongly convergent to g op , u_ g op and p _ g op , respectively, in adequate functional spaces. We also prove that these limit functions are respectively the optimal control, and the system and adjoint states corresponding to another distributed optimal control problem for the same Poisson equation with a different boundary condition on the portion Γ 1 . We use the fixed point and elliptic variational inequality theories. 相似文献
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Angela Kunoth 《Computational Optimization and Applications》2002,22(2):225-259
In this paper, wavelet techniques are employed for the fast numerical solution of a control problem governed by an elliptic boundary value problem with boundary control. A quadratic cost functional involving natural norms of the state and the control is to be minimized. Firstly the constraint, the elliptic boundary value problem, is formulated in an appropriate weak form that allows to handle varying boundary conditions explicitly: the boundary conditions are treated by Lagrange multipliers, leading to a saddle point problem. This is combined with a fictitious domain approach in order to cover also more complicated boundaries.Deviating from standard approaches, we then use (biorthogonal) wavelets to derive an equivalent infinite discretized control problem which involves only 2-norms and -operators. Classical methods from optimization yield the corresponding optimality conditions in terms of two weakly coupled (still infinite) saddle point problems for which a unique solution exists. For deriving finite-dimensional systems which are uniformly invertible, stability of the discretizations has to be ensured. This together with the 2-setting circumvents the problem of preconditioning: all operators have uniformly bounded condition numbers independent of the discretization.In order to numerically solve the resulting (finite-dimensional) linear system of the weakly coupled saddle point problems, a fully iterative method is proposed which can be viewed as an inexact gradient scheme. It consists of a gradient algorithm as an outer iteration which alternatingly picks the two saddle point problems, and an inner iteration to solve each of the saddle point problems, exemplified in terms of the Uzawa algorithm. It is proved here that this strategy converges, provided that the inner systems are solved sufficiently well. Moreover, since the system matrix is well-conditioned, it is shown that in combination with a nested iteration strategy this iteration is asymptotically optimal in the sense that it provides the solution on discretization level J with an overall amount of arithmetic operations that is proportional to the number of unknows N
J on that level.Finally, numerical results are provided. 相似文献
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基于KMV模型的我国中小上市公司信用风险研究 总被引:2,自引:0,他引:2
经过提高股权价值波动率精度的KMV模型对我国中小上市公司有很强的识别信用风险状况的能力.中小上市公司违约的可能性大于我国大型企业,信用状况不容乐观,整体信用状况在近3年间表现波澜不惊,到2006年违约风险有增大趋势.通过设定两条信用预警线,来监控中小上市公司的信用危机.资产规模对信用风险有显著影响,2004年之后资产规模与违约风险显著负相关,总资产小于3亿元的小公司抗风险能力最差.股份分置改革引起了中小上市公司信用风险短时间的波动,是2006年中小上市公司违约风险变大的重要原因。 相似文献