| 有限时间水平保险债务分析 |
| |
| 引用本文： | 梅正阳,李楚霖,毕志伟.有限时间水平保险债务分析[J].华中科技大学学报(自然科学版),2004,32(2):98-100. |
| |
| 作者姓名： | 梅正阳 李楚霖 毕志伟 |
| |
| 作者单位： | 华中科技大学,数学系,湖北,武汉,430074;华中科技大学,数学系,湖北,武汉,430074;华中科技大学,数学系,湖北,武汉,430074 |
| |
| 基金项目： | 国家自然科学基金资助项目 ( 70 2 710 6 9) |
| |
| 摘 要： | 利用公司金融期权博弈理论，讨论了有限到期日保险债券的价值，分析了公司最优资本结构；在破产首次到达时的概率分布已知时，获得了股东内生破产阈值和担保人最优保险费率的解析表达式，为保险债券的设计提供了理论依据．
|
| 关 键 词： | 保险债券 内生破产阈值 最优资本结构 |
| 文章编号： | 1671-4512(2004)02-0098-03 |
| 修稿时间： | 2002年10月14 |
Analysis of insured debt with limited maturity |
| |
| Mei Zhengyang Li Chulin Bi ZhiweiAssoc. Prof., Dept. of Mathematiecs,Huaz hong Univ. of Sci. & Tech.,Wuhan ,China..Analysis of insured debt with limited maturity[J].JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY.NATURE SCIENCE,2004,32(2):98-100. |
| |
| Authors: | Mei Zhengyang Li Chulin Bi ZhiweiAssoc Prof Dept of Mathematiecs Huaz hong Univ of Sci & Tech Wuhan China |
| |
| Institution: | Mei Zhengyang Li Chulin Bi ZhiweiAssoc. Prof., Dept. of Mathematiecs,Huaz hong Univ. of Sci. & Tech.,Wuhan 430074,China. |
| |
| Abstract: | The value of insured debt with limited maturity was d is cussed by using the options game theory of corporate finance. The endogenous ban kruptcy triggers and optimal insurance premium were obtained after analyzing the optimal capital structure of the firm under the probability distribution of the first passage time of bankruptcy. These results provided theoretic basis for th e design of insured debt. |
| |
| Keywords: | insured debt endogenous bankruptcy trigger optimal capital structure |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
