运筹与管理2018，Vol.27Issue(5)：104-109,6.DOI:10.12005/orms.2018.0116
需求依赖价格下港口存货质押业务中质押率研究
Loan-to-value Ratio of Port' s Inventory Financing with Price Dependent Demand
摘要
Abstract
Cooperating with bank for inventory financing , port not only can increase storage income and financing income, but also can attract more customers to improve income of main business .It is assumed that bank grants unified credit to port .So port takes all financial risks .This paper introduces calculation model of optimal loan-to-value ratio and maximum expected profit of port which is risk neutral , when demand is dependent on inventory price.And analysis is shown about impacting on optimal Loan-to-value ratio and maximum expected profit by price of inventory , enterprise default probability , quantity of inventory and pledge period under the condition of multiplicative and additive stochastic demand function .And all the conclusions are verified by numerical analysis .关键词
港口质押贷款/质押率/需求依赖价格/随机需求函数Key words
port ' s inventory financing/loan-to-value ratio/price dependent demand/stochastic demand function分类
管理科学引用本文复制引用
鲁渤,杨显飞,汪寿阳..需求依赖价格下港口存货质押业务中质押率研究[J].运筹与管理,2018,27(5):104-109,6.基金项目
国家自然科学基金(71573028,71703011,7181101001,71781330123) （71573028,71703011,7181101001,71781330123）
辽宁省高校创新人才项目(WR2017002) （WR2017002）
辽宁自然科学基金面上项目(201601006,20170540030) （201601006,20170540030）
大连市科技之星项目(2016RQ074). （2016RQ074）
