在一个限制条件函数类中，给出了在较为一般的风险测量函数下，最优再保险函数的充分条件。

Sufficient conditions for optimality of reinsurance contract are given for arbitrary risk measure within the restricted class of admissible contracts.

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采用条件风险价值理论研究供电公司在多个电力交易市场中的最优购电分配策略。

Taking the conditional value at risk (CVaR) as risk management index, DistCos purchase allocation among multi electricity trading markets is studied.

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研究发现，在不同约束条件和不同时间区间下，最优资产配置不尽相同，但其收益-风险特征均优于市场组合。

It found out that the results were quite different in different constraints and different time intervals, but their riskreturn features were all superior to the general market portfolios.

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