基于最优确定性策略的概率型预期风险补偿决策优化

发布时间：2018-10-13 20:20

【摘要】：结合市场利率和现实租赁市场中二手市场存在的情形,文章运用占线算法和竞争分析理论研究了耐用设备占线租赁的最优确定性策略与确定型预期风险补偿模型,之后建立了相应的概率型预期风险补偿模型,从而使决策者可以根据自己的风险容忍度和预期选择最优的租赁策略。通过数据分析表明风险补偿模型能够有效地提高策略性能,且最优确定性策略是确定型预期风险补偿策略的一种特殊情况,而确定型预期风险补偿策略则是概率型预期风险补偿策略的一种特殊情况。
[Abstract]:Combined with the existence of secondary market in market interest rate and real rental market, this paper studies the optimal deterministic strategy and the deterministic expected risk compensation model for the busy lease of durable equipment by using the busy line algorithm and the theory of competition analysis. Then the corresponding probability expected risk compensation model is established so that the decision makers can choose the optimal leasing strategy according to their own risk tolerance and expectation. The data analysis shows that the risk compensation model can effectively improve the performance of the strategy, and the optimal deterministic strategy is a special case of the deterministic expected risk compensation strategy. The deterministic expected risk compensation strategy is a special case of probabilistic expected risk compensation strategy.
【作者单位】：北京化工大学经济管理学院;北京化工大学运营管理与战略决策研究中心;
【基金】：国家自然科学基金资助项目(70971008) 国家社会科学基金资助项目(13BGL065)
【分类号】：F224;F273.4;F832.49

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