物流企業(yè)與貸款企業(yè)在存貨質(zhì)押融資中的演化博弈分析
發(fā)布時間:2018-05-26 03:48
本文選題:存貨質(zhì)押 + 貸款企業(yè); 參考:《天津大學(xué)學(xué)報(社會科學(xué)版)》2012年03期
【摘要】:為解析物流企業(yè)和貸款企業(yè)開展存貨質(zhì)押融資時策略選擇的互動機(jī)制,文章以授信融資模式為例,借助演化博弈理論建立了貸款企業(yè)誠信和物流企業(yè)監(jiān)管的演化博弈模型,研究了影響博弈雙方策略選擇的決定因素及演化穩(wěn)定策略,通過數(shù)值方法驗證了穩(wěn)定性分析結(jié)論。結(jié)果表明,物流企業(yè)和貸款企業(yè)組成的動態(tài)演化系統(tǒng)存在兩個演化穩(wěn)定策略,概率初值、模型中監(jiān)管成本及罰金等決策參數(shù)的改變均會影響系統(tǒng)的演化結(jié)果。
[Abstract]:In order to analyze the interactive mechanism of strategy selection when logistics enterprises and loan enterprises carry out inventory pledge financing, this paper takes the credit financing model as an example, and establishes the evolutionary game model of credit enterprise integrity and logistics enterprise supervision with the help of evolutionary game theory. The determinants and evolutionary stability strategies affecting the strategy selection of both sides of the game are studied, and the results of stability analysis are verified by numerical method. The results show that there are two evolutionary stability strategies in the dynamic evolution system composed of logistics enterprises and loan enterprises. The change of decision parameters such as the initial value of probability, the cost of supervision and the penalty in the model will affect the evolution results of the system.
【作者單位】: 南京航空航天大學(xué)民航學(xué)院;航聯(lián)保險經(jīng)紀(jì)有限公司;
【基金】:國家自然科學(xué)基金資助項目(70771046)
【分類號】:F259.23;F832.4;F224.32
【參考文獻(xiàn)】
相關(guān)期刊論文 前10條
1 陳寶峰;馮耕中;李毅學(xué);;存貨質(zhì)押融資業(yè)務(wù)的價值風(fēng)險度量[J];系統(tǒng)工程;2007年10期
2 張t,
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