考虑交易费用和债务的再保险和投资问题

该文考虑了保险公司的再保险和投资在多种风险资产中的策略问题. 假设保险公司本身有着一定的债务, 债务的多少服从线性扩散方程. 保险公司可以通过再保险和将再保险之后的剩余资产投资在m种风险资产和一种无风险资产中降低其风险. 资产中风险资产的价格波动服从几何布朗运动, 其债务多少的演化也是依据布朗运动而上下波动. 该文考虑了风险资产与债务之间的相互关系, 考虑了在进行风险投资时的交易费用, 并且利用HJB方程求得保险公司的最大最终资产的预期指数效用, 给出了相应的最优价值函数和最优策略的数值解.     

碳减排外包下的契约优化与选择研究

在政府碳配额、碳交易市场机制和消费者低碳偏好背景下,研究了制造商与低碳服务提供商合作下的碳减排外包问题。对技术交易型契约和合作共享型契约两种契约进行了优化,分别得到了两种契约下的最优决策和契约可达成条件,并进一步分析了制造商和低碳服务提供商对两种契约的偏好,最后利用转移支付的方式对契约偏好冲突问题进行了协调。研究结果表明,单位减排成本和碳排放权市场价格均是影响技术交易型契约和合作共享型契约可行性的关键因素;当单位最小碳排放量、单位减排成本和碳排放权市场价格同时满足一定条件时,两种契约可同时达成;制造商总是偏好技术交易型契约,但低碳服务提供商对于契约类型的偏好并不是确定的;利用转移支付协调的方式可以解决合作双方的契约偏好冲突问题,并使得双方最终达成技术交易型契约。     

Comparison of the Parameters of the Exergoeconomic Environmental Analysis of Two Combined Cycles of Three Pressure Levels with and without Postcombustion

Nowadays, in Mexico, most of the installed electricity generation capacity corresponds to combined cycles, representing 37.1%. For this reason, it is important to maintain these cycles in good operating conditions, with the least environmental impacts. An exergoeconomic and environmental analysis is realized to compare the operation of the combined cycle, with and without postcombustion, with the comparison of exergoeconomic and environmental indicators. With the productive structure of the energy system, the process of formation of the final products and the residues are identified, and an allocation criterion is also used to impute the formation cost of residue to the productive components related to its formation. This criterion considers the irreversibilities generated in each productive component that participates in the formation of a residue. The compositions of pollutant gases emitted are obtained, and their environmental impact is determined. The unit exergoeconomic cost of the power output in the gas turbine is lower in the combined cycle with postcombustion, indicating greater efficiency in the process of obtaining this energy stream, and the environmental indicators of global warming, smog formation and acid rain formation are higher in the combined cycle with postcombustion, these differences being 5.22%, 5.53% and 5.30%, respectively.     

Two-player bargaining problems with unilateral pre-donation

This paper characterizes conditions for two-player bargaining problems and bargaining rules under which unilateral pre-donation always yields Pareto utility gains. The paper also computes the optimal pre-donation of each player under the class of proportional bargaining rules.