作　　者： ;

机构地区： 深圳职业技术学院

出　　处： 《计算机仿真》 2003年第5期86-89,共4页

摘　　要： 对经济主体的主要风险控制方案和损失模型作了研究 ,给出了风险自留、采取安全防护措施、购买保险转移风险、购买保险同时采取安全防护措施、购买免赔额保险和购买免赔额保险并采取安全防护措施等 6种风险控制方案的损失函数和损失效用函数。证明了损失函数为凸函数 ,存在风险最优控制策略。在此基础上设计了随机仿真过程模型 ,实例的实际运行表明 。 In this Paper, the risk control project and loss model of economic entities have been investigated. The loss functions and loss utility functions of 6 types of risk control project: acceptance of risk, safeguarding risk transference by insured, risk transference by insured and safeguarding, risk transference that have franchise clause insured, and safeguarding and risk transference that have franchise clause insured, have been given. The loss functions are convex function and have risk optimize control strategies have been proved. So the random simulation process models have been designed and practice application is success.

关 键 词： 风险控制模型 仿真分析 损失函数 凸函数 效用理论 财产保险

领　　域： [经济管理] [自动化与计算机技术] [自动化与计算机技术]