计及银行核查作用的授信质押融资演化博弈分析

发布时间：2018-09-05 10:35

【摘要】：为研究物流企业和贷款企业授信质押融资时的博弈行为,建立考虑银行核查作用的两企业演化博弈的非线性模型,对其进行了稳定性分析,还借助钟万勰等发展的精细积分方法开展了数值研究,理论分析和数值计算结果吻合较好。研究表明:监管成本、罚款金额等参数都是博弈双方策略选择的影响因素;另外,银行合理调整信用等级,将显著影响博弈双方积极性,达到强化融资监管的目的。
[Abstract]:In order to study the game behavior of logistics enterprises and loan enterprises, the nonlinear model of evolutionary game of two enterprises considering the role of bank verification is established, and the stability of the game is analyzed. The numerical study is carried out by using the precise integration method developed by Zhong Wanxie et al. The results of theoretical analysis and numerical calculation are in good agreement with each other. The research shows that the parameters such as supervision cost and amount of fine are the influencing factors of the strategy choice of both sides of the game. In addition, the reasonable adjustment of credit rating of banks will significantly affect the enthusiasm of both sides of the game and achieve the purpose of strengthening the supervision of financing.
【作者单位】：南京航空航天大学民航学院;航联保险经纪有限公司;
【基金】：国家自然科学基金资助项目(70771046)
【分类号】：F224;F832.4

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