| 科技保险中项目投资损失保险投保比例优化决策 |
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| 引用本文： | 刘骅,张忠桢.科技保险中项目投资损失保险投保比例优化决策[J].经济数学,2011,28(1):5-9. |
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| 作者姓名： | 刘骅 张忠桢 |
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| 作者单位： | 1. 南京审计学院,金融学院,江苏南京,211815
2. 武汉理工大学,管理学院,湖北武汉,430070 |
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| 基金项目： | 国家软科学研究计划“科技保险的实施效果、运作障碍及制度建设研究”(2010GXS5D241); 武汉市软科学研究计划“科技保险的理论分析与实证研究”(200840533301-02); 江苏省“青蓝工程”优秀科技创新团队项目资助 |
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| 摘 要： | 针对我国科技保险第二批推行险种--项目投资损失保险,以科技企业为研究主体,综合考虑其期望利润和科技风险(方差),构建了投保比例模型.在对武汉市迪源光电科技有限公司投保科技保险的具体案例中,运用线性不等式组的旋转算法进行求解,计算出企业在项目组合投资中如何优化各项投保比例,使其以最小的风险承担得到最大的期望利润.
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| 关 键 词： | 科技保险 项目投资损失保险 旋转算法 |
Optimizing Decision on the Insurance Proportion of Project Investment Loss Insurance in Scientific and Technological Insurance |
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| LIU Hu,ZHANG Zhong zhen.Optimizing Decision on the Insurance Proportion of Project Investment Loss Insurance in Scientific and Technological Insurance[J].Mathematics in Economics,2011,28(1):5-9. |
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| Authors: | LIU Hu ZHANG Zhong zhen |
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| Institution: | LIU Hua1,ZHANG Zhong-zhen2(1.School of Finance,Nanjing Audit University,Nanjing,Jiangshu 211815,China,2.School of Management,Wuhan University of Technology,Wuhan,Hubei 430070,China) |
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| Abstract: | The project investment loss insurance is the second batch of scientific and technological insurance carried out in China.Taking the technology enterprises as the research subject and considering the expected profits and technical risks(variance),this paper constructed the corresponding insurance proportion model.Based on the concrete case of Wuhan Diyuan Aqualite Co,LTD.insured scientific and technological insurance,and by employing the pivoting algorithm,this paper obtained how to optimize the insurance pr... |
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| Keywords: | scientific and technological insurance project investment loss insurance pivoting algorithm |
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