發(fā)布時間：2018-02-24 10:07

  本文關鍵詞： 風險分擔 加權夏普利值 市場風險 合作博弈 合作行為　出處：《中國管理科學》2017年07期 　論文類型：期刊論文

【摘要】：研究面臨市場風險時,何種風險分擔機制能更有效提升農戶與經銷商合作的穩(wěn)定性。首先,市場行情差時,經銷商不履行已簽協(xié)議的背叛行為,本質是合作協(xié)議中沒有合理的風險分擔約定,或約定不合理。只有當違約遠期回報大于當期履約收益時,參與者才有背叛的動力,現(xiàn)有常見的約定收購價格上下限作法,未對合作方的遠期回報作精細和理性計算,易于導致違約發(fā)生。其次,依據合作博弈中穩(wěn)定性及夏普利值的成本分擔原理,建立了由一個經銷商和多個農戶構成的多人合作博弈模型,并以此為基礎推導核的解空間及以資源稟賦多寡為加權值的風險分擔公理值。討論了特定管理背景下加權夏普利值與核穩(wěn)定的影響因素與主要作用機理。本文所創(chuàng)立的風險分擔理論框架與分析模型,已能夠對微觀農戶合作進行風險分擔具體計算和分析,后續(xù)無論從宏觀角度討論市場價格波動、還是微觀角度研究個體風險偏好,都可以此(或至少以此路徑)為基礎。
[Abstract]:In the face of market risk, what kind of risk-sharing mechanism can improve the stability of farmers' cooperation with dealers more effectively. First, when the market is bad, the dealers do not fulfill the signed agreement of betrayal. The essence is that there is no reasonable risk-sharing agreement in the cooperation agreement, or the agreement is unreasonable. Only when the long-term return of default is greater than the current performance income, will the participant have the incentive to betray. If the long-term return of the partner is not calculated accurately and rationally, it is easy to lead to default. Secondly, according to the principle of stability and cost sharing of Sharpley value in cooperative game, A multi-person cooperative game model consisting of a dealer and a number of farmers is established. On this basis, the solution space of the kernel and the risk-sharing axiom value weighted by the resource endowment are derived. The influencing factors and the main action mechanism of the weighted Sharpley value and the nuclear stability under the specific management background are discussed. The theoretical framework and analytical model of risk sharing, It has been able to calculate and analyze the risk sharing of micro farmers' cooperation. Whether we discuss the market price fluctuation from the macro perspective or study individual risk preference from the micro perspective, we can use it (or at least this path) as the basis.
【作者單位】： 華中農業(yè)大學公共管理學院;UW-Madison Department
【基金】：國家自然科學基金資助項目(71373096,71673103)
【分類號】：F323.7

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本文編號：1529827