基于Poisson-Geometric的收益随机收取的房地产投资风险研究

收益和风险问题是房地产投资过程需要考虑的2个主要问题.通过对经典风险模型的推广,建立了用随机过程描述房地产回收过程,成本收取次数服从Poisson过程,损失服从Poisson-Geometric过程的风险模型.对房地产投资的风险进行了研究,给出其破产概率和Lurdberg上界.通过这些指标可以更好的掌握房地产运营情况,提高风险管理水平,从而达到降低风险的目的.

A Study on Risk of Real Estate Investment Portfolio with Random Income Based on Poisson-Geometric

In the operation of securities companies, risk and return are two key issues to need to be considered during the investment of real estate. A risk model of real estate investment portfolio was established by extending the classic risk model, in which the income is described by random process, the income number follows Poisson process, the claim number follows Poisson-Geometric process. The risk of the real estate investment portfolio was analyzed, and the expressions of ultimate ruin probability and the Lundberg boundary were got. These indexes have practical and significant meaning for evaluating the real estate investment risk and can improve the risk management and reduce the risk.