| 最优投资保险的动态经济模型研究 |
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| 引用本文： | 朱丹.最优投资保险的动态经济模型研究[J].湖南工业大学学报,2005,19(6). |
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| 作者姓名： | 朱丹 |
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| 作者单位： | 湖南财经高等专科学校,湖南,长沙,410081 |
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| 摘 要： | 针对多阶段资产投资保险问题,给出了在市场状态转移矩阵一定的情况下,以最终的总超额收益尽可能大为决策目标的资产投资保险问题的一个多阶段动态规划决策模型,从中可以求得多阶段投资保险的整体最优投资保险策略.
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| 关 键 词： | 效用理论 动态规划 超额收益 免赔额保险 |
A Study on Dynamical Economic Model for Optimal Investment and Insurance |
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| ZHU Dan.A Study on Dynamical Economic Model for Optimal Investment and Insurance[J].Journal of Hnnnan University of Technology,2005,19(6). |
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| Authors: | ZHU Dan |
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| Abstract: | This paper sets up a dynamic programming model of the multi-period assets investment and insurance,with maximizing the final total over quota under the fixed market transform probability matrix.Form the model,we can attain the real combination in each period of the optimal multi-period investment and insurance. |
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| Keywords: | theory of utility dynamic programming over quota deductible insurance |
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