| 航空客运超售风险研究 |
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| 引用本文： | 鞠彦兵,冯允成,王爱华.航空客运超售风险研究[J].北京航空航天大学学报,2002,28(5):593-596. |
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| 作者姓名： | 鞠彦兵 冯允成 王爱华 |
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| 作者单位： | 1. 北京航空航天大学,经济管理学院;2. 北京大学,计算机科学技术系 |
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| 基金项目： | 国家自然科学基金;79930900; |
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| 摘 要： | 对航空客运超售风险管理进行了研究.在分析航空客运风险处理措施基础上,提出采用风险价值(VaR)方法进行超售风险管理.给出了单航班不同舱位超售量的计算方法及多航班VaR值的计算方法.实例表明VaR方法在航空客运风险管理中是十分有效的.
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| 关 键 词： | 航空运输 风险 决策 风险价值 |
| 文章编号： | 1001-5965(2002)05-0593-04 |
| 收稿时间： | 2001-05-24 |
| 修稿时间： | 2001年5月24日 |
Overbooking Risk of Civil Aviation Transportation |
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| JU Yan-bing,FENG Yun-cheng,WANG Ai-hua.Overbooking Risk of Civil Aviation Transportation[J].Journal of Beijing University of Aeronautics and Astronautics,2002,28(5):593-596. |
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| Authors: | JU Yan-bing FENG Yun-cheng WANG Ai-hua |
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| Institution: | 1. Beijing University of Aeronautics and Astronautics, School of Economics and Management;
2. Peking University，Dept. of Computer Science and Technology |
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| Abstract: | Based on the experiences of managing risks of civil aviation companies, a Value at Risk (VaR) procedure was proposed to control overbooking risk.The calculation method of extra number of single line and the representation of VaR of multi line were given respectively. One whole company's VaR in a day was obtained from analyzing the relativity of return about different flights. Finally, an example on the risk analysis of one scheduled flight from Beijing to Hongkong was given to demonstrate the feasibility of VaR in the risk management of civil aviation transportation. |
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| Keywords: | air transportation risk decisions value at risk |
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