物流企业与贷款企业在存货质押融资中的演化博弈分析
发布时间:2018-05-26 03:48
本文选题:存货质押 + 贷款企业 ; 参考:《天津大学学报(社会科学版)》2012年03期
【摘要】:为解析物流企业和贷款企业开展存货质押融资时策略选择的互动机制,文章以授信融资模式为例,借助演化博弈理论建立了贷款企业诚信和物流企业监管的演化博弈模型,研究了影响博弈双方策略选择的决定因素及演化稳定策略,通过数值方法验证了稳定性分析结论。结果表明,物流企业和贷款企业组成的动态演化系统存在两个演化稳定策略,概率初值、模型中监管成本及罚金等决策参数的改变均会影响系统的演化结果。
[Abstract]:In order to analyze the interactive mechanism of strategy selection when logistics enterprises and loan enterprises carry out inventory pledge financing, this paper takes the credit financing model as an example, and establishes the evolutionary game model of credit enterprise integrity and logistics enterprise supervision with the help of evolutionary game theory. The determinants and evolutionary stability strategies affecting the strategy selection of both sides of the game are studied, and the results of stability analysis are verified by numerical method. The results show that there are two evolutionary stability strategies in the dynamic evolution system composed of logistics enterprises and loan enterprises. The change of decision parameters such as the initial value of probability, the cost of supervision and the penalty in the model will affect the evolution results of the system.
【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】:F259.23;F832.4;F224.32
【参考文献】
相关期刊论文 前10条
1 陈宝峰;冯耕中;李毅学;;存货质押融资业务的价值风险度量[J];系统工程;2007年10期
2 张t,
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