基于随机合作博弈的PPP项目风险分担机制分析

发布时间：2018-05-30 15:43

本文选题：PPP模式 + 风险分担　；参考：《青岛大学》2017年硕士论文

【摘要】：近年来,我国大力发展PPP模式并积累了一定的项目经验,但对于PPP项目风险的识别、评估及应对方式,仍然没有达成共识。通常情况下,确定项目实施方案后的招标环节社会资本才真正介入到具体的PPP项目中,此时,政府已对PPP项目中的大部分风险从有利于自身的角度进行了初步分配,社会资本就显得相对被动,且谈判能力不足。这种情况不仅会降低私营部门的积极性,也会影响项目的风险承担效率,导致风险分担不合理甚至影响整个项目的成败。因此,合理的风险分担对PPP项目的成功有着至关重要的作用。本文对PPP项目风险分担模式进行了比较深入的探究。首先,从PPP模式的概念、风险管理、风险分担研究脉络进行了文献梳理和总结,为后续的研究提供了理论基础和相关的研究思路。其次,利用文献资料法和德尔菲法对项目中可能发生的风险进行了识别,同时将风险分为单一主体承担风险和共担风险,以便于后续对共担风险分担比例的研究。接着,构建了基于随机合作博弈的风险分担模型,根据Shapley值理论和随机合作博弈理论计算出使整体效用最大时的风险分担比例。最后进行实证分析,将基于随机合作博弈的风险分担模型和利用层次分析法构建的基于Shapley值修正的风险分担模型进行比较,对构建的风险分担模型进行了验证。本文结合已有学者的经验,对PPP项目进行了风险分担的研究,且应用更加客观的随机合作博弈模型,改变了传统方式上依赖专家主观认识的方式,丰富了项目风险分担理论,为实际操作中的风险分担提供了有效借鉴。
[Abstract]:In recent years, China has vigorously developed the PPP model and accumulated some project experience, but there is still no consensus on how to identify, evaluate and deal with the risk of PPP projects. Usually, the social capital of the bidding link after the implementation of the project is really involved in the specific PPP project. At this time, the government has initially allocated most of the risks in the PPP project from the perspective of its own advantage. The social capital appears relatively passive, and the negotiation ability is insufficient. This situation will not only reduce the enthusiasm of the private sector, but also affect the efficiency of the project risk-taking, lead to unreasonable risk sharing and even affect the success or failure of the whole project. Therefore, reasonable risk sharing plays an important role in the success of PPP project. In this paper, the PPP project risk sharing model is deeply explored. First of all, from the concept of PPP model, risk management, risk sharing research context of literature review and summary, for the follow-up research provides a theoretical basis and related research ideas. Secondly, the paper uses the method of literature and Delphi to identify the possible risks in the project, at the same time, the risk is divided into a single subject to bear the risk and a shared risk, so as to facilitate the subsequent study on the proportion of shared risks. Then, the risk-sharing model based on stochastic cooperative game is constructed, and the risk-sharing ratio when the overall utility is maximized is calculated according to the Shapley value theory and the stochastic cooperative game theory. Finally, the risk sharing model based on stochastic cooperative game is compared with the risk sharing model based on modified Shapley value, which is constructed by AHP, and the risk sharing model is verified. Based on the experience of scholars, this paper studies the risk sharing of PPP projects, and applies a more objective stochastic cooperative game model, which changes the traditional way of relying on the subjective knowledge of experts, and enriches the theory of project risk sharing. It provides an effective reference for risk sharing in practice.
【学位授予单位】：青岛大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F283

【参考文献】