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91.
We consider an optimal time-consistent reinsurance-investment strategy selection problem for an insurer whose surplus is governed by a compound Poisson risk model. In our model, the insurer transfers part of the risk due to insurance claims via a proportional reinsurance and invests the surplus in a simplified financial market consisting of a risk-free asset and a risky stock. The dynamics of the risky stock is governed by a constant elasticity of variance model to incorporate conditional heteroscedasticity as well as the feedback effect of an asset’s price on its volatility. The objective of the insurer is to choose an optimal time-consistent reinsurance-investment strategy so as to maximize the expected terminal surplus while minimizing the variance of the terminal surplus. We investigate the problem using the Hamilton-Jacobi-Bellman dynamic programming approach. Closed-form solutions for the optimal reinsurance-investment strategies and the corresponding value functions are obtained in both the compound Poisson risk model and its diffusion approximation. Numerical examples are also provided to illustrate how the optimal reinsurance-investment strategy changes when some model parameters vary. 相似文献
92.
本文结合自己多年来道路施工和维护的经验,针对水泥混凝土路面裂缝病害产生的机理,分析了引起这种病害产生的原因,并提出了有效的预防措施,这对减少水泥混凝土路面的裂缝损坏,具有重要的指导意义。 相似文献
93.
Economists have put forward various proposals to deal with the growing risks of the global reserve currency system. In this paper we recommend that Asian economies hold each other's currencies as part of their foreign reserves. Different from crisis-fighting currency swap arrangements or crisis-rescuing fund mechanisms, this mechanism means that reserves wouM be held, with a regular arrangement in place and on an ongoing basis. We propose that the global reserve system shouM be pushed in the direction of diversification, which could be a transitional step toward a new single reserve system. This mechanism would not necessitate any currency being a globally accepted reserve currency but would mean that every currency carried some weight in the reserve system. Establishment of such a system would require significant development of regional bond markets and facilitation of macroeconomic surveillance among the economies. 相似文献
94.
95.
本文从政府的“资源控制需求”动机出发,分析和检验产业政策对民营企业国有化的影响及其经济后果。基于中国工业企业数据库的数据,检验发现,那些受产业政策鼓励或支持行业的民营企业,实施国有化的概率显著更大。进一步的检验发现,同样是受产业政策鼓励或支持的企业,实施了国有化的企业在国有化后虽然获得了显著更多的政府补贴并缴纳了显著更少的税收,但同时却比非国有化企业聘用了显著更多的员工、确认了更多的管理费用以及支付了更高水平的员工工资,并最终具有显著更差的绩效表现。上述发现不仅从产业政策的视角为民营企业国有化的原因提供了新的解释,也从企业产权变更视角拓展了有关产业政策经济后果的研究。 相似文献
96.
97.
Geographical consciousness and tourism experience 总被引:3,自引:0,他引:3
Yiping 《Annals of Tourism Research》2000,27(4)
Scholars of many persuasions have recognized the experiential features of geography, such as the consciousness arising from the spatial and temporal bonds between people and places. Until recently, however, tourism researchers have largely overlooked those features. In partial response to this omission, this article presents a phenomenological exploration of leisure tourism experience. By describing the lived experiences of Canadian tourists traveling to and within China on two separate package tours, this article discusses if and how geographical consciousness influences the tourists’ experiences. Its main purpose is to provide insights for research and application. 相似文献
98.
China's recent removal of the last ceiling restriction on deposit rates in October 2015 is a milestone in interest rate liberalization, but not the end of it. International experience suggests that, without structural and quantitative reforms, simply freeing interest rates can result in major financial stress. Before China's central bank can completely relinquish implicit or explicit guidance for commercial banks' interest rate determination, it needs to accomplish two tasks: improvement of commercial banks' pricing capability as well as the monetary policy transmission mechanism. Both tasks require significant reform measures to be initiated, such as enforcing market discipline, forming a new monetary policy framework, developing money and capital markets, abandoning quantitative restrictions on credit and reforming the financial regulatory system. 相似文献
99.
数字金融对农村金融需求的异质性影响——来自中国家庭金融调查与北京大学数字普惠金融指数的证据 总被引:1,自引:0,他引:1
本文基于中国家庭金融调查和北京大学数字普惠金融指数,采用加入工具变量的面板数据回归,研究了数字金融对不同类别农村正规金融需求的异质性影响。结果表明:数字金融整体水平的提升一方面减少了农村生产性正规信贷需求概率,其中拥有智能手机的群体受影响更明显,另一方面也增加了农村消费性正规信贷需求概率,其中教育水平较高、有网购习惯的群体需求被激发较多,反映出数字金融提升效率、促进消费的多维度效应。本文首次通过实证方法研究了数字金融对农村金融需求的影响,为未来的农村金融政策提供了有益参考。 相似文献
100.
本文以江西旅游业发展状况为基础,通过纵向和横向比较分析,充分认识江西旅游业在全国和中部省份的地位,运用比较分析法和投入产出法对江西旅游业的收入效应、创汇效应、产业关联效应、产业波及效应进行定量分析,最后提出提高江西旅游业经济效应的对策建议. 相似文献