基于威布尔分布的农产品改良品最优质押率决策模型研究

发布时间：2018-05-16 22:06

本文选题：农产品改良品 + 威布尔分布　；参考：《重庆大学》2015年硕士论文

【摘要】：我国是一个人口大国,农业不仅影响着国内经济的顺利健康发展,也是解决这13亿人温饱问题的关键。党的十四大精神指引着我国农业农村进入新的发展时期,十六届五中全会提出了建设社会主义新农村的口号,近期的中央一号文件也为农业发展拓展了更大的空间。农业产业化发展是市场经济发展的必然结果,而农业产业化需要大量资金支持。然而,由于我国农业具有经营分散化、农民普遍文化水平偏低、自有资金量较少,风险意识薄弱等特点,使得中小农户在发展经营过程中遇到融资困难与瓶颈。虽然各省市都有专门支持农业的农信社、农商行等机构,但金融机构对农业贷款依旧抱着较谨慎态度。在这种背景下,抱团贷款这种新兴的贷款方式越来越受到学者与企业管理层的关注。本文在已有文献基础上,针对中小农户融资困难的现象,使用多家中小农户联保“抱团贷款”的融资模式,同时以农产品中活体改良品为研究对象,将农产品改良品用于银行动产质押业务,建立了最优质押率决策模型。具体内容如下:首先,在假设由多家联保“抱团贷款”的中小企业、银行以及物流企业组成的农产品改良品质押借贷关系中,假设银行追求利润最大化。农产品改良品在改良过程中,其净改良率大于零,其生长的改良时间服从两参数的威布尔分布,分别考虑了农户期末违约及期末还款两种情况,建立了银行最优质押率的决策模型,求解得出银行最优质押率数学表达式,结果显示,最优质押率随着农户还款概率的增大而增大,随着银行存款利率的增大而减小。然后,在此基础上,从银行控制风险角度,加入担保公司参与此项农产品改良品质押业务,并且当中小农户违约担保公司承担部分损失情形下,求出银行利润最大化情况下的最优质押率。研究发现最优质押率与担保公司承担损失率呈现很明显的正比关系。同时,当担保公司承担损失率越大,银行给予中小农户最优质押率越大;银行存款利率越大,银行给予中小农户的最优质押率越大。随后,在上述研究的基础上,再从银行控制风险的角度,使用银行下侧风险控制的方法,建立银行给予钟小宁农户最优质押率模型,并求解出最优质押率表达式。同时,文章在每个模型建立并求解之后使用SPSS进行实证分析求解威布尔分布中的参数值,再使用数值分析验证模型的结论。
[Abstract]:China is a populous country, agriculture not only affects the smooth and healthy development of domestic economy, but also is the key to solve the problem of food and clothing for 1.3 billion people. The spirit of the 14th National Congress of the Communist Party of China has guided China's agricultural countryside into a new period of development. The Fifth Plenary session of the 16th Central Committee put forward the slogan of building a new socialist countryside, and the recent document No. 1 of the Central Committee has also expanded more space for the development of agriculture. The development of agricultural industrialization is the inevitable result of the development of market economy, and agricultural industrialization needs a lot of financial support. However, due to the characteristics of decentralized management, low level of farmers' general culture, low amount of their own funds and weak risk awareness, small- and medium-sized farmers encounter financing difficulties and bottlenecks in the process of development and management. Although all provinces and cities have agricultural credit cooperatives, agricultural firms and other institutions, but financial institutions are still more cautious about agricultural loans. In this context, syndicated loan, a new loan method, has been paid more and more attention by scholars and enterprise management. On the basis of existing literature, this paper aims at the phenomenon of financing difficulties of small and medium-sized farmers, and uses the financing model of many small farmers to protect "syndicated loans". At the same time, it takes the living improved products in agricultural products as the research object. An optimal pledge rate decision model is established by using the improved agricultural products in the bank chattel pledge business. The specific contents are as follows: firstly, in the hypothesized relationship between small and medium-sized enterprises (SMEs), banks and logistics enterprises, which is composed of several "syndicated loans", it is assumed that banks pursue the maximization of profits. In the improvement process of agricultural products, the net improvement rate is greater than zero, and the growth time of the improved products is based on the Weibull distribution of two parameters, and the farmers' default and repayment at the end of the term are considered respectively. The decision model of bank's optimal pledge rate is established, and the mathematical expression of bank's optimal pledge rate is obtained. The results show that the optimal pledge rate increases with the increase of farmer's repayment probability and decreases with the increase of bank deposit interest rate. Then, on this basis, from the perspective of bank control risk, we join the guarantee company to participate in the pledge business of the agricultural product improvement, and when the small and medium-sized farmers default guarantee company bears part of the loss, The optimal pledge rate is obtained under the condition of the bank profit maximization. It is found that the optimal pledge rate is directly proportional to the loss rate of the guarantee company. At the same time, the larger the loss rate of guarantee company is, the greater the optimal pledge rate is, and the greater the interest rate of bank deposit is, the greater the optimal pledge rate is. Then, on the basis of the above research, from the point of view of bank risk control, using the method of bank lower side risk control, the model of optimal pledge rate given by bank to Zhong Xiaoning farmers is established, and the expression of optimal pledge rate is solved. At the same time, after each model is established and solved, SPSS is used to analyze and solve the parameter value in Weibull distribution, and then numerical analysis is used to verify the conclusion of the model.
【学位授予单位】：重庆大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F323;F832.43

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