基于预测油价的风险控制决策分析

Decision-making based on Forecasting Price of Petroleum

本文是在建立和求解某石油集团公司针对某种油品的高、中、低三种预测价格的风险型决策模型中 ,提出了基于风险偏好控制的最大收益原则的决策方法 ,并进一步讨论了这种决策方法的优势所在。

By constructing and solving the risk analysis model which is based on three kinds of forecasting price, i. e. highest, middle and lowest,from a peroleum corporation,we introduce the method of decision based on the maximum return criterion of risk. The advantages of the method are discussed in this paper.