北京航空航天大学学报 ›› 2002, Vol. 28 ›› Issue (5): 593-596.

• 论文 • 上一篇    下一篇

航空客运超售风险研究

鞠彦兵1, 冯允成1, 王爱华2   

  1. 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
  • 收稿日期:2001-05-24 出版日期:2002-05-31 发布日期:2010-09-25
  • 作者简介:鞠彦兵(1968-),男,山东诸城人,博士生,100083,北京.
  • 基金资助:

    国家自然科学基金重点资助项目(79930900)

Overbooking Risk of Civil Aviation Transportation

JU Yan-bing1, FENG Yun-cheng1, WANG Ai-hua2   

  1. 1. Beijing University of Aeronautics and Astronautics, School of Economics and Management;
    2. Peking University,Dept. of Computer Science and Technology
  • Received:2001-05-24 Online:2002-05-31 Published:2010-09-25

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.

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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