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How R&D investment promotes green technology innovation in the context of digitalization?-An empirical analysis based on provincial panel data
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作者 LIU Jie LI Zhi-hui WEI Fang-xin 《Ecological Economy》 2024年第1期39-52,共14页
Green technology innovation is an important driving force and source to promote my country’s high-quality development,and it is the core path to achieve sustainable development.This paper uses my country’s provincia... Green technology innovation is an important driving force and source to promote my country’s high-quality development,and it is the core path to achieve sustainable development.This paper uses my country’s provincial panel data from 2016 to 2019 to study the impact mechanism of R&D investment on green technology innovation,and introduces the level of digitization,using the panel threshold model to discuss its role in the impact mechanism of R&D investment on green technology innovation.The study found that when the level of digitalization in a region is low,increasing R&D investment does not necessarily improve the ability of green technology innovation;when the level of digitalization is relatively high,R&D investment has a positive role in promoting green technology innovation.Therefore,it is necessary to improve policies to encourage enterprises to increase investment in research and development;at the same time,it is necessary to promote the coordinated development of digital foundation,digital investment,digital literacy,digital economy and digital application,and promote the deep integration of digitalization and green technology innovation. 展开更多
关键词 green technology innovation r&d investment digital level panel model
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Research on the Influence of Government R&D Funding and Enterprise R&D Investment on the Innovation Efficiency of Pharmaceutical Industry
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作者 Zhang Xuefeng Jia Zheng +2 位作者 Fu Shuyong Zhang Dawei Xing Hua 《Asian Journal of Social Pharmacy》 2024年第4期361-370,共10页
Objective To study the effect of government R&D funding and enterprise R&D input on innovation efficiency of China’s pharmaceutical industry.Methods Based on the inter-provincial panel data of China’s pharma... Objective To study the effect of government R&D funding and enterprise R&D input on innovation efficiency of China’s pharmaceutical industry.Methods Based on the inter-provincial panel data of China’s pharmaceutical industry from 2009 to 2019,the stochastic frontier analysis method was used to study the influence of government R&D funding and enterprise R&D input on the innovation efficiency.Results and Conclusion With 1%increase in government R&D funding,the innovation efficiency of enterprises will increase by 0.122%.When R&D investment increases by 1%,innovation efficiency will increase by 0.169%.Both government R&D funding and enterprise R&D investment promote the innovation efficiency of pharmaceutical enterprises,but the increase of enterprise R&D investment contributes more to the improvement of pharmaceutical innovation efficiency. 展开更多
关键词 government r&d funding enterprise r&d investment pharmaceutical industry enterprise innovation efficiency stochastic frontier analysis
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Research on the Threshold Effect of China’s Pharmaceutical Export Trade on Internal and External R&D Investment
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作者 Qiao Jiahui Song Yu +1 位作者 Gong Jingran Chen Yuwen 《Asian Journal of Social Pharmacy》 2024年第2期135-146,共12页
Objective To study the threshold effect of export trade on internal and external R&D investment in China’s pharmaceutical industry,and to provide reference for some pharmaceutical enterprises to improve the inves... Objective To study the threshold effect of export trade on internal and external R&D investment in China’s pharmaceutical industry,and to provide reference for some pharmaceutical enterprises to improve the investment.Methods The panel data of pharmaceutical industry in 25 provinces and cities in China from 2009 to 2019 were selected to conduct empirical analysis by establishing a threshold regression model,and a better export trade interval was obtained.Results and Conclusion There is a threshold value for the effect of new product export on both internal and external R&D expenditures,and the threshold values are 845.2788 million yuan and 318.4198 million yuan,respectively.There is a single threshold effect of export trade on both internal and external R&D investment in China’s pharmaceutical industry,and the effect of export trade on internal and external R&D investment changes from negative to positive as the export trade develops from low to high. 展开更多
关键词 pharmaceutical industry threshold effect export trade r&d investment
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Effects of investment on energy intensity:evidence from China 被引量:2
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作者 Junbing Huang Shiwei Yu 《Chinese Journal of Population,Resources and Environment》 2016年第3期197-207,共11页
This article explores the effects of investment upon energy intensity by applying a unique panel data of China's 27 provinces between 2004 and 2013.In addition,it also particularly stuthes other factors,such as en... This article explores the effects of investment upon energy intensity by applying a unique panel data of China's 27 provinces between 2004 and 2013.In addition,it also particularly stuthes other factors,such as energy price,economic structure,and urbanization.The results,based on four econometric regression model results,suggest that in general,the indigenous investment on research and development is a more powerful tool to decrease China's energy intensity regardless of region disparity.The foreign direct investment(FDI) has a prominent but not persistent effect on energy intensity.However,the outward direct investment has not shown its significant impact on energy intensity.At the level of an aggregate economy and China's eastern region,the results demonstrate that FDI improves energy efficiency significantly.For the central and western provinces,FDI does not support the similar conclusion.Based on these analyses,we present the corresponding regional policies for policymakers. 展开更多
关键词 Energy intensity research and development(r&d) foreign direct investment outward direct investment
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Research on the Relationship between Export Orientation and R&D Investment of China’s Pharmaceutical Industry in Different Regions 被引量:1
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作者 Qiao Jiahui Wang Su Chen Yuwen 《Asian Journal of Social Pharmacy》 2021年第1期48-59,共12页
Objective To study the relationship between export orientation and research and development(R&D)investment so as to provide suggestions and references for improving the R&D investment level and innovation capa... Objective To study the relationship between export orientation and research and development(R&D)investment so as to provide suggestions and references for improving the R&D investment level and innovation capabilities of pharmaceutical industry due to the progress of globalization and the continuous development of export trade of China’s pharmaceutical industry.Methods The relevant data of China’s pharmaceutical industry from 2001 to 2016 was selected to establish an error correction model based on the co-integration theory,and then the Granger causality test was conducted to determine the relationship between the export orientation and R&D investment of China’s pharmaceutical industry in different regions.Results and Conclusion It is found that the export orientation of the pharmaceutical industry in different regions has a significant negative impact on the investment of R&D.Among them,the middle region has the greatest impact,followed by the eastern and western regions.The export orientation of the pharmaceutical industry in the middle region has a lag effect on R&D investment,and the lag phase is two years. 展开更多
关键词 pharmaceutical industry export orientation r&d investment co-integration analysis
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Demonstration Analysis of Relationship Between R&D Investment and GDP
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作者 韩伯棠 刘百善 陈铿 《Journal of Beijing Institute of Technology》 EI CAS 2005年第1期96-99,共4页
To reveal the quantitative relationship between research and development (R&D) investment and gross domestic product (GDP) in China, we have demonstrated and analyzed the relationship between R&D investment an... To reveal the quantitative relationship between research and development (R&D) investment and gross domestic product (GDP) in China, we have demonstrated and analyzed the relationship between R&D investment and science and technology (S&T) progress, and based on a mount of S&T statistical data, have proceeded demonstration research of the relationship between R&D investment and GDP in China with Solow and vector auto regression (VAR) models. Cubic curve fitting and cross-correlation analysis of them with SPSS have shown that there is a strong synchronic relationship between R&D investment and GDP. 展开更多
关键词 research and development (r&d) investment gross domestic product (GdP) Solow model vector auto regression (VAr) model
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Research on the Impact of Venture Risk Tolerance on R&D investments:Based on Entrepreneur Ability
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作者 Weng Yaqin Han Wucheng 《Contemporary Social Sciences》 2022年第2期59-76,共18页
How do start-ups enhance risk tolerance and core competition through product,technology,and service development?What is the relationship between the core competitiveness of start-ups and R&D investments?Based on t... How do start-ups enhance risk tolerance and core competition through product,technology,and service development?What is the relationship between the core competitiveness of start-ups and R&D investments?Based on the perspective of entrepreneurial ability,222 questionnaires were used to study the factors affecting the risk tolerance of start-ups and analyze the effect of risk tolerance on R&D investments.The research shows that the interactions of entrepreneur ability and start-up funds have a positive effect on the risk tolerance of start-ups,and the risk tolerance can positively promote R&D investment willingness and intensity for new products,technologies,and services.Also,R&D investment willingness plays a partial intermediary role between the risk tolerance of start-ups and the intensity of R&D investments. 展开更多
关键词 STArT-UPS entrepreneurial ability start-up funds risk tolerance r&d investments
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Relationship between R&D investment and business performance from the perspective of environmental regulation: Takeing the heavy-polluting industries from 2011 to 2016 as an example
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作者 ZHAO Yu YUE Hong HUANG Ya-jing 《Ecological Economy》 2017年第3期213-226,共14页
In recent years, China has promulgated many laws and regulations of environmental protection, gradually forming an environmental regulation system, and most enterprises are under the dual pressure of environmental pro... In recent years, China has promulgated many laws and regulations of environmental protection, gradually forming an environmental regulation system, and most enterprises are under the dual pressure of environmental protection and business performance. It would be a significant way that enterprises undertake R&D activities for a change. This paper is based on the Shanghai and Shenzhen A-share listed heavy pollution enterprises in 2011-2016, which is based on the review and summary of research results of former researchers, combining with current environmental regulation situation of our country, raising the relevant hypothesis between environmental regulations, R&D investment and business performance against heavy pollution industry. Adopting the method of empirical research, it also built the linear regression model which employs the relevant financial data of heavy-polluting enterprises in China as the statistical research sample. The relationship for heavy-polluting enterprises affected by environmental regulations between environmental protection R&D investment and enterprise business performance was tested. The results show that there is a positive influence on the environmental R&D investment and business performance, and a lag effect upon the R&D investment of enterprises to business performance. Finally, the research results were used to evaluates problems existing in the R&D investment on pollution industry in China as well as business performance and we put forward some suggestions on improving environmental regulation standards and technology innovation consciousness as well as optimizing the structure of R&D investment. 展开更多
关键词 environmental regulation r&d investment business performance empirical research
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Research on the Relationship between Salary Incentives for R&D Personnel and R&D Investment in China’s Pharmaceutical Industry
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作者 Wang Yuzhuo Wang Su Chen Yuwen 《Asian Journal of Social Pharmacy》 2021年第4期295-304,共10页
Objective To explore the relationship between salary incentives for R&D personnel and R&D investment in China’s pharmaceutical industry through an empirical analysis so as to propose suggestions for increasin... Objective To explore the relationship between salary incentives for R&D personnel and R&D investment in China’s pharmaceutical industry through an empirical analysis so as to propose suggestions for increasing more R&D investment from the perspective of stimulating R&D personnel.Methods Based on the relevant data of the China’s pharmaceutical industry in the“China High-tech Industry Statistical Yearbook”and other data from the National Bureau of Statistics from 1995 to 2018,co-integration tests was used to construct error correction models and Granger causality tests to explore the relationship between R&D personnel salary incentives and R&D investment.Results and Conclusion There is a long-term balanced relationship between the salary level of R&D personnel in China’s pharmaceutical industry and the investment of R&D.For the per capita salary of R&D personnel increases by 1 unit,the internal expenditure of R&D investment will increase by 2.2451 units.In the short term,the per capita salary of R&D personnel has a slight negative impact on the internal expenditure of R&D investment.In addition,the salary incentives for R&D personnel have the most significant role in promoting R&D investment after five years of implementation. 展开更多
关键词 pharmaceutical industry r&d investment salary incentives for r&d personnel cointegration test
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Research on the Relationship between the Profitability and R&D Investment of Enterprises of Different Scales in China’s Pharmaceutical Industry
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作者 Kudireti·shataer Chen Yuwen 《Asian Journal of Social Pharmacy》 2021年第4期305-319,共15页
Objective To analyze the relationship between the profitability of pharmaceutical enterprises of different scales and their R&D investment.Methods The data of China’s pharmaceutical manufacturing industry from 19... Objective To analyze the relationship between the profitability of pharmaceutical enterprises of different scales and their R&D investment.Methods The data of China’s pharmaceutical manufacturing industry from 1995 to 2016 were selected to establish a vector auto-regression mode,and then an impulse response function and variance decomposition were used to analyze the data.Results and Conclusion For large-scale pharmaceutical enterprises,1%increase in R&D input will lead to 0.792%increase of their main business profit.For medium-sized enterprises,if their main business profit increases by 1%,their R&D input will increase by 0.965%.Therefore,if their R&D input increases by 1%,their main business profit will increase by 1.036%.The improvement of the profitability of large-scale pharmaceutical enterprises cannot promote the increase of R&D capital investment.But the increase of profitability from medium-sized enterprises can promote the increase of R&D capital investment.As a result,the increase of R&D capital investment of large and medium-sized enterprises can improve corporate profitability. 展开更多
关键词 pharmaceutical enterprises PrOFITABILITY r&d investment vector auto-regression(VAr)mode
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Socio-economic and energy-environmental impacts of technological change on China's agricultural development under the carbon neutrality strategy 被引量:1
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作者 Hong-Dian Jiang Rui Yu Xiang-Yan Qian 《Petroleum Science》 SCIE EI CAS CSCD 2023年第2期1289-1299,共11页
Promoting agricultural modernisation through technological change is an important strategy for China.China's carbon neutrality strategy is leading to systemic socio-economic changes that could exacerbate the uncer... Promoting agricultural modernisation through technological change is an important strategy for China.China's carbon neutrality strategy is leading to systemic socio-economic changes that could exacerbate the uncertainty of agricultural development.Therefore,applying a computable general equilibrium(CGE)model,this study characterises the agricultural sector in detail,introducing endogenous technological change proxied by research and development(R&D)to assess the impact of different technological change scenarios on agricultural development under the carbon neutrality target.The results show that allocating carbon revenue for R&D inputs can mitigate the significant negative impact of achieving carbon neutrality on knowledge capital and production in agricultural sectors.Overall,using carbon revenue only for R&D input in crop sectors has the optimal effect on increasing the agricultural sectors'knowledge capital,improving crop production and profit,reducing crop external dependence and promoting the synergistic reduction of carbon and pollutant emissions.However,this scenario has the largest negative impact on macro-economics and household welfare.In contrast,allocating carbon revenue to promote technological change in broader non-energy sectors or both crops and non-energy sectors can effectively mitigate negative socio-economic impacts,but the positive impact on agricultural development is minimal.These findings provide practical insights for the rational use of carbon revenue to expand agricultural R&D investment and ensure balanced agricultural and economic development under the carbon neutrality target. 展开更多
关键词 Endogenous technological change r&d investment Agriculture development Computable general equilibrium
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Optimal proportional reinsurance and investment problem with jump-diffusion risk process under effect of inside information 被引量:2
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作者 Jie XIONG Shuaiqi ZHANG +1 位作者 Hui ZHAO Xihuan ZENG 《Frontiers of Mathematics in China》 SCIE CSCD 2014年第4期965-982,共18页
We study optimal investment and proportional reinsurance strategy in the presence of inside information. The risk process is assumed to follow a compound Poisson process perturbed by a standard Brownian motion. The in... We study optimal investment and proportional reinsurance strategy in the presence of inside information. The risk process is assumed to follow a compound Poisson process perturbed by a standard Brownian motion. The insurer is allowed to invest in a risk-free asset and a risky asset as well as to purchase proportional reinsurance. In addition, it has some extra information available from the beginning of the trading interval, thus introducing in this way inside information aspects to our model. We consider two optimization problems: the problem of maximizing the expected exponential utility of terminal wealth with and without inside information, respectively. By solving the corresponding Hamilton-Jacobi-Bellman equations, explicit expressions for their optimal value functions and the corresponding optimal strategies are obtained. Finally, we discuss the effects of parameters on the optimal strategy and the effect of the inside information by numerical simulations. 展开更多
关键词 Inside information investment rEINSUrANCE jump diffusion
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基于跳-扩散模型的DC型养老金时间一致最优投资策略的研究 被引量:5
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作者 付渴 曹静 《经济数学》 2020年第2期24-36,共13页
将养老金投资过程分成财富积累阶段和财富给付阶段,建立了DC型养老金在退休前和退休后个人账户积累额变动的连续时间随机模型.该模型考虑了工资的随机风险因素,并用跳扩散模型刻画风险资产.以均值方差准则作为优化目标,运用推广的HJB方... 将养老金投资过程分成财富积累阶段和财富给付阶段,建立了DC型养老金在退休前和退休后个人账户积累额变动的连续时间随机模型.该模型考虑了工资的随机风险因素,并用跳扩散模型刻画风险资产.以均值方差准则作为优化目标,运用推广的HJB方程分别得到了退休前和退休后的时间一致最优风险资产投资最优解.最后通过算例及敏感性分析研究了各个因素对风险资产投资的影响.在这些因素中缴费比例、死亡力对风险资产投资比例均有负向影响. 展开更多
关键词 金融学 最优投资策略 二次规划 dC型养老金 跳-扩散模型 随机工资
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The future of competitive advantage in Oman: Integrating green product innovation, Al, and intellectual capital in business strategies
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作者 Fadi Abdelfattah Mohammed Salah +2 位作者 Khalid Dahleez Riyad Darwazeh Hussam Al Halbusi 《International Journal of Innovation Studies》 2024年第2期154-171,共18页
This study delves into the dynamics of green product innovation,artificial intelligence(Al)adaption,and intellectual capital,investigating their impact on the competitiveness of firms in Oman.It emphasizes the crucial... This study delves into the dynamics of green product innovation,artificial intelligence(Al)adaption,and intellectual capital,investigating their impact on the competitiveness of firms in Oman.It emphasizes the crucial role of government intervention and R&D investments in this process.Based on the responses of 214 top managers in Oman,the research employs structural equation modeling to analyze the intricate relationships between these factors.The findings underscore a significant positive correlation between green innovation,Al implementation,and intellectual capital,with government involvement and R&D investments as vital moderators.This study provides a novel perspective on the synergy of technology,innovation,and intellectual capital in developing economies.It offers essential insights for business leaders,policymakers,and scholars,highlighting the necessity of integrating advanced technologies and sustainable practices in business strategies to achieve competitive advantage.The research adds to the existing body of knowledge on innovation and competitiveness.It offers practical implications for enhancing firm performance in Oman and similar emerging markets. 展开更多
关键词 Green product innovation r&d investments AI adoption Intellectual capital Government involvement Knowledge-driven culture Oman
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Can the Super-deduction of R&D Expenses BoostR&DInvestment? 被引量:2
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作者 Tao Qian Yutao Zhan Shiyuan Pan 《China & World Economy》 2023年第5期135-160,共26页
The super-deduction of research and development(R&D)expenses is at the core of the policy to stimulate enterprise innovation in China.This paper identifies whether firms are supported by the super-deduction polici... The super-deduction of research and development(R&D)expenses is at the core of the policy to stimulate enterprise innovation in China.This paper identifies whether firms are supported by the super-deduction policies for R&D expenses and uses the diferencein-diferences method to investigate the impact of the policies on R&D investment.The results show that changes in policy in 2013 significantly increased the R&D investment of firms engaging in key state-supported technologies.Policy changes in 2016 significantly increased the R&D investment of firms engaging in non-key-state-supported technologies.Enterprises not only invested all their tax incentives in R&D activities but also increased their investment in self-raised funds.The super-deduction policy had different impacts on different industries,firms with different boards,and firms with diferent ownership.The policy significantly affected the manufacturing and construction industries,the Small and Medium Enterprise Board,and non-state-owned enterprises.Through a mechanism analysis,we found that the policy significantly reduced the user cost of R&D and increased the net cash flow of enterprises,which could raise a firm's R&D investment.It is necessary to increase policy support,expand the scope of super-deductible expenses,and increase the super-deduction rate based on industry classification according to the sensitivity of different industries to the policy. 展开更多
关键词 r&d investment super-deduction policy for r&d expenses tax incentives
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Corporate Digital Transformation and Green Technoiogy Innovation: Evidence from China's Listed Companies in the Manufacturing Industry
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作者 LIU Zhiming TONG Lin ZHONG Huaming 《Frontiers of Business Research in China》 2024年第3期244-260,共17页
Digital transformation has brought new vitality into enterprises'innovative development.Traditional manufacturing industries have leveraged digitalization to drive technological advancements,thereby promoting corp... Digital transformation has brought new vitality into enterprises'innovative development.Traditional manufacturing industries have leveraged digitalization to drive technological advancements,thereby promoting corporate green technology innovation and achieving the goal of coordinated transformation toward digital and green development.This paper employs annual data of China's A-share listed manufacturing companies from 2007 to 2020 to examine the impact of digital transformation on corporate green technology innovation and the underlying mechanism of this impact.The results indicate that digital transformation significantly enhances corporate green technology innovation,and this enhancing effect is even more significant in state-owned enterprises and high-tech enterprises.The mechanism test reveals that enhancing digital transformation can not only improve enterprises'information transparency and strengthen positive market expectations,but also encourage enterprises to increase R&D investment,ultimately enhancing the level of their green technology innovation.The empirical findings of this paper can provide valuable insights for government departments to formulate strategies that can promote green innovation in the manufacturing industry,drive high-quality development,and contribute to the achievement of carbon peaking and carbon neutrality targets. 展开更多
关键词 digital transformation green technology innovation information transparency r&d investment
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Upper Bounds for Ruin Probabilities under Stochastic Interest Rate and Optimal Investment Strategies 被引量:2
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作者 Jin Zhu LI Rong WU 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2012年第7期1421-1430,共10页
In this paper, we study the upper bounds for ruin probabilities of an insurance company which invests its wealth in a stock and a bond. We assume that the interest rate of the bond is stochastic and it is described by... In this paper, we study the upper bounds for ruin probabilities of an insurance company which invests its wealth in a stock and a bond. We assume that the interest rate of the bond is stochastic and it is described by a Cox-Ingersoll-Ross (CIR) model. For the stock price process, we consider both the case of constant volatility (driven by an O U process) and the case of stochastic volatility (driven by a CIR model). In each case, under certain conditions, we obtain the minimal upper bound for ruin probability as well as the corresponding optimal investment strategy by a pure probabilistic method. 展开更多
关键词 Cox Ingersoll-ross model jump-diffusion model optimal investment Ornstein Uhlen- beck (O-U) process ruin probability stochastic interest rate
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PUBLIC INVESTMENT IN AGRI-FOOD SYSTEM INNOVATION FOR SUSTAINABLE DEVELOPMENT
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作者 Gert-Jan STADS Alejandro NIN-PRATT +2 位作者 Keith WIEBE Timothy BSULSER Rui BENFICA 《Frontiers of Agricultural Science and Engineering》 CSCD 2023年第1期124-134,共11页
Research is essential for improvement of agricultural productivity,resource use and resilience,and for food systems transformation more broadly.This article analyzes the drivers of past agricultural productivity growt... Research is essential for improvement of agricultural productivity,resource use and resilience,and for food systems transformation more broadly.This article analyzes the drivers of past agricultural productivity growth in low-and middle-income countries(LMICs)and argues that productivity is not growing fast enough to meet the needs of a global population of 10 billion by 2050.A sustainable transformation of agri-food systems in LMICs will need greater and faster technical change.Higher investment in agri-food R&D is therefore needed to accelerate productivity growth and address the social,economic,nutritional and environmental challenges facing LMICs.Greater and bettertargeted investment in sustainable technologies and climate change mitigation and adaptation will be particularly important to reducing the climate change impacts on agriculture and food security in the coming decades.However,LMICs with small research systems and limited innovation capacity lack the scale and resources to effectively tackle the challenges ahead.Better coordination and a clear articulation of roles and responsibilities among national,subregional,regional and global R&D actors(both from the public and private sectors)are essential to ensuring that scarce financial,human,and infrastructure resources are optimized,duplications minimized,and synergies and complementarities enhanced. 展开更多
关键词 agri-food system INNOVATION r&d investment PrOdUCTIVITY climate change
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中国对外直接投资:贸易壁垒诱发的跨越行为 被引量:60
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作者 杜凯 周勤 《南开经济研究》 CSSCI 北大核心 2010年第2期44-63,共20页
除了"资源导向"的战略意义和援助项目的政治意义以外,中国对外投资表现出显著的"诱发"特征,即一种"壁垒跨越"刺激下的企业投资行为。本文认为,以反倾销和关税为代表的贸易壁垒是刺激中国企业对外投资的... 除了"资源导向"的战略意义和援助项目的政治意义以外,中国对外投资表现出显著的"诱发"特征,即一种"壁垒跨越"刺激下的企业投资行为。本文认为,以反倾销和关税为代表的贸易壁垒是刺激中国企业对外投资的重要因素。同时,这一"诱发"特征存在国别(地区)差异,这种差别产生的一个重要原因就是双边市场规模的约束。最后,我们考虑了地理距离和贸易政策滞后性的作用。 展开更多
关键词 诱发效应 壁垒跨越 对外直接投资
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跳-扩散风险模型下的最优投资和再保策略 被引量:3
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作者 王永茂 王丹 +1 位作者 龙梅 贠小青 《郑州大学学报(理学版)》 CAS 北大核心 2015年第1期50-54,共5页
研究了跳-扩散模型下的最优投资和最优再保险策略问题.基于跳-扩散风险模型,考虑购买非便宜比例再保险,以及资产投资于无风险资产和风险资产的条件下,通过应用HJB方程理论,得到破产时期望红利最大的最优策略和值函数.同时给出了当理赔... 研究了跳-扩散模型下的最优投资和最优再保险策略问题.基于跳-扩散风险模型,考虑购买非便宜比例再保险,以及资产投资于无风险资产和风险资产的条件下,通过应用HJB方程理论,得到破产时期望红利最大的最优策略和值函数.同时给出了当理赔分布为指数分布时最优投资策略和值函数的计算方法.算例中给出了一些参数对投资策略的影响,可以看出投资策略是符合实际情况的. 展开更多
关键词 跳-扩散风险模型 HAMILTON-JACOBI-BELLMAN方程 再保险 投资策略
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