一类占线融资租赁问题的最优竞争策略与风险补偿模型  

Competitive Strategy and Risk Reward Model for Online Financial Leasing Problem

作　　者：王扬[1] 徐维军[2] 徐寅峰[1] 

机构地区：[1]西安交通大学管理学院 [2]华南理工大学工商管理学院

出　　处：《管理学报》2011年第12期1866-1871,共6页Chinese Journal of Management

基　　金：国家自然科学基金资助项目(70801027);教育部新世纪优秀人才支持计划资助项目(NCET-10-0401);中央高校基本科研业务费专项资金资助项目(2009ZM0220)

摘　　要：运用占线算法与竞争分析方法,研究了资产所有权在一定的租赁时间后转移给承租人的融资租赁问题的最优竞争策略与风险补偿模型。首先给出了该问题的最优离线解;然后,根据约定的租赁时限与购买价格及租赁费用的大小关系,分别给出了3种情形的占线策略及相应的竞争比分析;最后,在AL-BINALI提出的占线风险补偿分析框架下,给出了2种预期形式及相应最优占线收益策略。This paper studies the optimal competitive strategy and risk reward model for online financial leasing problem by using online algorithm and competitive analysis method, of which the asset ownership of the assets may be transferred to the lessee after a certain lease time. We first obtain the optimal offline solution of this problem. According to the relation among the given leasing time, purchase price and rent cost, we present three online strategies and analyze their competitive ratios re spectively. Finally, under the formwork of online risk reward proposed by A1-Binali, we propose two kinds of forecast and their optimal online reward strategies.

关 键 词：占线融资租赁问题 竞争策略 风险补偿模型 竞争比 占线算法 

分 类 号：C93[经济管理—管理学] F224