基于随机生产函数的贷款定价模型及应用

发布时间：2018-03-15 01:26

本文选题：贷款定价　切入点：随机生产函数　出处：《管理科学学报》2010年09期 　论文类型：期刊论文

【摘要】：利用贷款定价的随机生产函数中参数的估计值,建立贷款定价公式,在技术效率最优时求解新贷款利率,建立了基于随机生产函数的贷款定价模型.该模型的特色与创新是:1)通过在基于随机生产函数的贷款定价公式中新贷款技术效率等于最优技术效率,确定新贷款利率,保证了新贷款利率技术效率最优.解决了在随机生产函数法、最优技术效率情况下确定贷款利率的问题,改变了现有研究忽略贷款定价能否被客户接受的现状,提供了贷款定价的新思路.2)通过建立基于随机生产函数的贷款定价公式,在新贷款的技术效率最优时反求新贷款利率,提供了随机生产函数在最优效率前提下确定产出的方法.改变了随机生产函数仅仅在已知投入和产出情况下单纯评价技术效率的情况,拓展了随机生产函数的用途.3)结合随机前沿方法,建立基于随机生产函数的贷款定价模型.经相关期刊论文和E lsevier等数据库的文献检索发现该模型是首次针对贷款定价的技术效率问题建立了贷款定价模型,解决了保证技术效率最优的贷款定价问题.
[Abstract]:By using the estimated value of the parameters in the random production function of loan pricing, the loan pricing formula is established, and the new loan interest rate is solved when the technical efficiency is optimal. In this paper, a loan pricing model based on stochastic production function is established. The characteristic and innovation of the model is: 1) the new loan interest rate is determined by using the new loan technical efficiency equal to the optimal technical efficiency in the loan pricing formula based on the stochastic production function. It solves the problem of determining the loan interest rate under the condition of stochastic production function method and optimal technical efficiency, and changes the present situation of whether the loan pricing can be accepted by customers. By establishing a loan pricing formula based on stochastic production function, the new loan interest rate is sought when the technical efficiency of the new loan is optimal. This paper provides a method of determining the output of random production function under the premise of optimal efficiency, which changes the case that the random production function only evaluates the technical efficiency only when the input and output are known. The use of random production function. 3) combined with stochastic frontier method is extended. A loan pricing model based on stochastic production function is established. It is the first time to establish a loan pricing model for the technical efficiency of loan pricing through the literature retrieval of Chinese periodical full-text database and E lsevier database. The problem of loan pricing is solved to ensure the optimal technical efficiency.
【作者单位】：大连理工大学管理学院;
【基金】：国家自然科学基金资助项目(70471055) 教育部人文社会科学研究项目基金资助项目(09YJC790024) 大连理工大学基本科研业务费专项资金资助项目大连银行小企业贷款定价资助项目中国邮政储蓄银行总行资助项目
【分类号】：F224;F830.5

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