本文關(guān)鍵詞： 風(fēng)險(xiǎn)分擔(dān) 加權(quán)夏普利值 市場(chǎng)風(fēng)險(xiǎn) 合作博弈 合作行為　出處：《中國(guó)管理科學(xué)》2017年07期 　論文類(lèi)型：期刊論文

【摘要】：研究面臨市場(chǎng)風(fēng)險(xiǎn)時(shí),何種風(fēng)險(xiǎn)分擔(dān)機(jī)制能更有效提升農(nóng)戶與經(jīng)銷(xiāo)商合作的穩(wěn)定性。首先,市場(chǎng)行情差時(shí),經(jīng)銷(xiāo)商不履行已簽協(xié)議的背叛行為,本質(zhì)是合作協(xié)議中沒(méi)有合理的風(fēng)險(xiǎn)分擔(dān)約定,或約定不合理。只有當(dāng)違約遠(yuǎn)期回報(bào)大于當(dāng)期履約收益時(shí),參與者才有背叛的動(dòng)力,現(xiàn)有常見(jiàn)的約定收購(gòu)價(jià)格上下限作法,未對(duì)合作方的遠(yuǎn)期回報(bào)作精細(xì)和理性計(jì)算,易于導(dǎo)致違約發(fā)生。其次,依據(jù)合作博弈中穩(wěn)定性及夏普利值的成本分擔(dān)原理,建立了由一個(gè)經(jīng)銷(xiāo)商和多個(gè)農(nóng)戶構(gòu)成的多人合作博弈模型,并以此為基礎(chǔ)推導(dǎo)核的解空間及以資源稟賦多寡為加權(quán)值的風(fēng)險(xiǎn)分擔(dān)公理值。討論了特定管理背景下加權(quán)夏普利值與核穩(wěn)定的影響因素與主要作用機(jī)理。本文所創(chuàng)立的風(fēng)險(xiǎn)分擔(dān)理論框架與分析模型,已能夠?qū)ξ⒂^農(nóng)戶合作進(jìn)行風(fēng)險(xiǎn)分擔(dān)具體計(jì)算和分析,后續(xù)無(wú)論從宏觀角度討論市場(chǎng)價(jià)格波動(dòng)、還是微觀角度研究個(gè)體風(fēng)險(xiǎn)偏好,都可以此(或至少以此路徑)為基礎(chǔ)。
[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(nóng)業(yè)大學(xué)公共管理學(xué)院;UW-Madison Department
【基金】：國(guó)家自然科學(xué)基金資助項(xiàng)目(71373096,71673103)
【分類(lèi)號(hào)】：F323.7

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本文編號(hào)：1529827