| 水电工程投资风险储备金估算数学模型研究 |
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| 引用本文： | 蔡航清,强茂山.水电工程投资风险储备金估算数学模型研究[J].土木工程学报,2006,39(7):119-123. |
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| 作者姓名： | 蔡航清 强茂山 |
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| 作者单位： | 1. 中国北方工业公司,北京,100053;清华大学,北京,100084
2. 清华大学,北京,100084 |
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| 摘 要： | 为提高我国水电工程项目管理水平,采用现代风险管理的理论和方法,对建国以来若干水电工程投资变更进行量化分析,分离出当前我国水电工程建设的风险要素。在此基础上,建立一种新型的水电工程投资风险储备金估算数学模型,并给出模型中各风险变量的确定方法。运用此模型,不仅可以提高风险储备金估算的准确性,而且工程投资主体可以在项目前期主动对关键风险进行处置和管理,有效降低项目投资变动风险。
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| 关 键 词： | 风险储备金 主观型变量 客观型变量 灰色预测法 博克斯-詹金斯法 |
| 文章编号： | 1000-131X(2006)07-0119-05 |
| 修稿时间： | 2003年6月1日 |
A study on the mathematical estimation model of contingency reserve for investments in hydro-electric engineering project |
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| Cai HangQing,Qiang Maoshan.A study on the mathematical estimation model of contingency reserve for investments in hydro-electric engineering project[J].China Civil Engineering Journal,2006,39(7):119-123. |
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| Authors: | Cai HangQing Qiang Maoshan |
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| Abstract: | The concept of contingency reserve is introduced to respond to the risks involved in the investment of hydro-electric projects.The key issue herein is how to estimate the quantity of the reserve.In order to enhance the estimate ability,a new model on the basis of modern risk management method is proposed and developed in this paper.In this model,two kinds of risk variables are defined,namely,they are subjective and objective variables.The reserve is calculated by using the formula defined in the model which involves all the variables.Three techniques are employed to estimate the probability distribution function of these variables.The gray forecasting technique and the ARMA model are discussed in some details.The proposed model can help investor to manage the key risks on a project,thus reduce its cost variations. |
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| Keywords: | contingency reserve subjective variable objective variable gray forecast technique ARMA |
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