排序方式: 共有21条查询结果,搜索用时 62 毫秒
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供应链中共享信息精度的激励研究 总被引:6,自引:0,他引:6
针对供应链中信息共享价值的重要性和道德风险和逆向选择并存的不对称信息问题,本文运用一个道德风险之前的逆向选择的混合模型研究了制造商如何激励零售商分享其私人精确的市场信息,并相应提出了解决此问题的最优契约。 相似文献
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中小企业融资中的逆向选择和道德风险 总被引:5,自引:0,他引:5
针对我国中小企业融资难的难题,利用博弈论和信息经济学的有关理论知识,从定量的角度深入分析了中小企业融资中逆向选择和道德风险的形成过程和机理,从理论上论证了中小企业融资难的重要原因在于中小企业与金融机构之间信息分布的非对称,在此基础上并给出了降低或规避逆向选择和道德风险的途径. 相似文献
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基金投资中委托代理问题的博弈分析 总被引:2,自引:0,他引:2
由于基金市场中的信息不对称,以及基金管理者和投资者之间的利益不一致,使得逆向选择和道德风险这两类委托代理问题成为基金治理时的核心问题之一,关于它们的研究对于保护投资者权益,发展和完善基金市场都有重要意义.从博弈分析的角度出发,通过建立不同的动态博弈模型,研究了这两类委托代理问题在基金市场上存在的原因以及可能产生的主要影响,并在参数分析的基础上提出了一些解决问题的想法和建议. 相似文献
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保险中遏制投保人逆向选择的博弈策略分析 总被引:1,自引:0,他引:1
以投保人的风险类型难于鉴别的逆向选择问题为研究对象,建立了投保人与保险公司的双人非零和博弈模型,并求解得出了该博弈的混合策略纳什均衡点,从而得出重罚有利于遏制投保人的逆向选择以及使保险公司的期望利润为零的保险定价公式. 相似文献
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We consider a problem of derivatives design under asymmetry of information: the principal sells a contingent claim to an agent,
the type of whom he does not know. More precisely, the principal designs a contingent claim and prices it for each possible
agent type, in such a way that each agent picks the contingent claim and pays the price that the principal designed for him.
We assume that the preferences of the agent depend linearly on the parameters which determine the agent’s type; this model
is rich enough to accommodate quadratic utilities. The problem then is reformulated as an optimization problem, where the
optimization is performed within a class of convex functions. We prove an existence result for the provide explicit examples
in the case when the agent is fully characterized by a single parameter 相似文献
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This paper develops an adverse selection model for a two-stage supply chain with one supplier, one retailer, and a potential outside entrant supplier who makes a partially substitutable product. The work is different from most research on entry deterrence that only considers a single-stage model. Our main interest is to investigate how the incumbent supplier can strategically maximize her profit by a wholesale pricing policy when facing the potential entrant. We focus on a model where the entrant supplier will sell her product through the same incumbent retailer. We derive the optimal decisions for each player and study the comparative statics of the equilibrium. To investigate how the supply chain structure may affect the deterrence strategy of the incumbent supplier, we also consider three alternative models with different channel structures, when both suppliers sell their products directly, when the entrant has another independent retailer, and when the entrant sells her product directly. Through the comparison, we find that the existence of the common downstream retailer often enhances the deterring motivation of the incumbent supplier. 相似文献
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Using data from China’s individual health-insurance market, we study the problem of information asymmetry. Our preliminary results appear to contradict standard-model predictions, showing that higher-risk buyers are more likely to purchase “additional” insurance than lower-risk buyers, but that they also tend to purchase lower limits of “basic” insurance coverage. We therefore develop a theoretical model to capture the effects of buyers’ wealth levels and loss amounts, and show empirically that these effects, in the context of asymmetric information, lead to the coexistence of adverse selection and advantageous selection in China’s health-insurance market. 相似文献
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分别讨论了在对称信息和逆向选择下,保险代理人的类型是离散和连续情形时激励合同设计问题,得出如下主要结论:保险人在对称信息和逆向选择下要求最高效率的代理人的努力水平相同,且在逆向选择下的支付更多,然而对其他类型的代理人而言,在逆向选择下要求的努力水平和所支付比在对称信息条件下都要少些. 相似文献