一种农户与经销商合作的市场风险分担模型

发布时间：2018-02-24 10:07

本文关键词： 风险分担加权夏普利值市场风险合作博弈合作行为　出处：《中国管理科学》2017年07期 　论文类型：期刊论文

【摘要】：研究面临市场风险时,何种风险分担机制能更有效提升农户与经销商合作的稳定性。首先,市场行情差时,经销商不履行已签协议的背叛行为,本质是合作协议中没有合理的风险分担约定,或约定不合理。只有当违约远期回报大于当期履约收益时,参与者才有背叛的动力,现有常见的约定收购价格上下限作法,未对合作方的远期回报作精细和理性计算,易于导致违约发生。其次,依据合作博弈中稳定性及夏普利值的成本分担原理,建立了由一个经销商和多个农户构成的多人合作博弈模型,并以此为基础推导核的解空间及以资源禀赋多寡为加权值的风险分担公理值。讨论了特定管理背景下加权夏普利值与核稳定的影响因素与主要作用机理。本文所创立的风险分担理论框架与分析模型,已能够对微观农户合作进行风险分担具体计算和分析,后续无论从宏观角度讨论市场价格波动、还是微观角度研究个体风险偏好,都可以此(或至少以此路径)为基础。
[Abstract]:In the face of market risk, what kind of risk-sharing mechanism can improve the stability of farmers' cooperation with dealers more effectively. First, when the market is bad, the dealers do not fulfill the signed agreement of betrayal. The essence is that there is no reasonable risk-sharing agreement in the cooperation agreement, or the agreement is unreasonable. Only when the long-term return of default is greater than the current performance income, will the participant have the incentive to betray. If the long-term return of the partner is not calculated accurately and rationally, it is easy to lead to default. Secondly, according to the principle of stability and cost sharing of Sharpley value in cooperative game, A multi-person cooperative game model consisting of a dealer and a number of farmers is established. On this basis, the solution space of the kernel and the risk-sharing axiom value weighted by the resource endowment are derived. The influencing factors and the main action mechanism of the weighted Sharpley value and the nuclear stability under the specific management background are discussed. The theoretical framework and analytical model of risk sharing, It has been able to calculate and analyze the risk sharing of micro farmers' cooperation. Whether we discuss the market price fluctuation from the macro perspective or study individual risk preference from the micro perspective, we can use it (or at least this path) as the basis.
【作者单位】：华中农业大学公共管理学院;UW-Madison Department
【基金】：国家自然科学基金资助项目(71373096,71673103)
【分类号】：F323.7

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