科技保险基金风险管理与投资策略研究展望

发布时间：2018-01-15 19:25

本文关键词：科技保险基金风险管理与投资策略研究展望　出处：《科技进步与对策》2016年09期 　论文类型：期刊论文

【摘要】：在介绍科技保险与再保险研究情况的基础上,探讨如何针对科技保险的风险机制和保险特征研究科技保险基金的风险管理与投资策略问题。在综述相关研究现状与趋势后认为,可从以下方面展开:建立风险资产模型,构造一个新型风险函数,研究最优再保险策略与各参数之间的关系以及最优分红策略,并研究风险资产模型对破产概率和确定时刻预期累计收益的影响;研究再保险方式对破产概率和确定时刻预期累计收益的影响;研究不同效用函数对不同确定时刻预期累计收益的影响,并引入不同风险测度方法,研究在不同情形下如何选择最优风险测度准则;考虑再保险双方,设计一种新的保险机制;建立试点平台,采集大量经验概率,并以此为基础建立科技保险的费率厘定模型,进而形成一套方法体系。
[Abstract]:On the basis of introducing the research situation of science and technology insurance and reinsurance. This paper discusses how to study the risk management and investment strategy of sci-tech insurance fund according to the risk mechanism and characteristics of sci-tech insurance. It can be carried out from the following aspects: establishing a risk asset model, constructing a new risk function, studying the relationship between the optimal reinsurance strategy and each parameter, and the optimal dividend policy. The influence of risk asset model on ruin probability and expected cumulative income at certain time is also studied. To study the effect of reinsurance on ruin probability and expected cumulative income at certain time; This paper studies the influence of different utility functions on the expected cumulative income at different fixed times, and introduces different risk measurement methods to study how to select the optimal risk measure criterion in different situations. Consider reinsurance both sides, design a kind of new insurance mechanism; The experimental platform was set up to collect a large amount of experience probability, and based on this, the model of rate determination of science and technology insurance was established, and then a set of method system was formed.
【作者单位】：上海交通大学安泰经济与管理学院;上海国家会计学院应用经济研究所;
【基金】：国家自然科学基金重点项目(71132006) 上海市科技发展基金软科学研究项目(11692105700)
【分类号】：F842.6
【正文快照】： 0　引言当今时代,科技创新能力已成为国家整体实力的关键组成部分之一。作为创新的主体,企业从事研发也具有很高风险性,即承担着所谓的科技风险。这类风险主要来源于项目自身的复杂性、外部环境不确定性以及企业实力的局限性。企业研发项目自身具有一定风险性,一旦失败就会造

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