摘要
Abstract
Security Investor Protection Fund is an important tool for investor protection, and its core problem is a systematic quantitative study of the ＂income＂ and ＂payment＂ system. First, the author does the literature summary, carding and classifying related literatures both domestic and overseas in depth, comprehensively and systematically. Then, the author describes and explains the theoretical and practical significance of this paper and makes use of microeconomic theoretical modeling methods to establish BSDE of Security Investor Protection Fund, to deduce and find the appropriate solution. The results show that the amount Security Investor Protection Fund charging on security companies is the increasing function of the expected compensations, positively correlated with the volatility of the market risk assets. Finally, according to the analytical results of the model, the author proposes feasible, realistic and operational comments and suggestions about policy on the basis of the actual situation of our country.关键词
证券投资者保护基金/收支系统/倒向随机微分方程Key words
Security Investor Protection Fund/Income and Payment System/BSDE分类
管理科学
