提出了一种在概率准则意义下的组合贷款模型，并设计了基于随机模拟的混合优化算法进行求解。 该算法突破了各种贷款收益率必须服从正态分布的假定，可对贷款收益率是任意分布形式的模型进行求解。 经数值仿真，验证了算法的可行性。

This paper proposes the model for loan portfolio under probability criterion, and designs the hybrid optimization algorithm based on random simulation to solve the model. The algorithm can solve the models with the return rates with any probability distributions, and is not subject to the assumption that the return rates have normal distributions. The feasibility of the algorithm is verified by two examples.