科技保险中项目投资损失保险投保比例优化决策

Optimizing Decision on the Insurance Proportion of Project Investment Loss Insurance in Scientific and Technological Insurance

针对我国科技保险第二批推行险种——项目投资损失保险,以科技企业为研究主体,综合考虑其期望利润和科技风险(方差),构建了投保比例模型.在对武汉市迪源光电科技有限公司投保科技保险的具体案例中,运用线性不等式组的旋转算法进行求解,计算出企业在项目组合投资中如何优化各项投保比例,使其以最小的风险承担得到最大的期望利润.

The project investment loss insurance is the second batch of scientific and technological insurance carried out in China. Taking the technology enterprises as the research subject and considering the expected profits and technical risks （variance）, this paper constructed the corresponding insurance proportion model. Based on the concrete case of Wuhan Diyuan Aqualite Co, LTD. insured scientific and technological insurance, and by employing the pivoting algorithm, this paper obtained how to optimize the insurance proportion of various projects in portfolio investment scheme to gain the biggest expected profits by smallest risk taking.