本文選題：貸款定價(jià)　切入點(diǎn)：隨機(jī)生產(chǎn)函數(shù)　出處：《管理科學(xué)學(xué)報(bào)》2010年09期 　論文類型：期刊論文

【摘要】：利用貸款定價(jià)的隨機(jī)生產(chǎn)函數(shù)中參數(shù)的估計(jì)值,建立貸款定價(jià)公式,在技術(shù)效率最優(yōu)時(shí)求解新貸款利率,建立了基于隨機(jī)生產(chǎn)函數(shù)的貸款定價(jià)模型.該模型的特色與創(chuàng)新是:1)通過在基于隨機(jī)生產(chǎn)函數(shù)的貸款定價(jià)公式中新貸款技術(shù)效率等于最優(yōu)技術(shù)效率,確定新貸款利率,保證了新貸款利率技術(shù)效率最優(yōu).解決了在隨機(jī)生產(chǎn)函數(shù)法、最優(yōu)技術(shù)效率情況下確定貸款利率的問題,改變了現(xiàn)有研究忽略貸款定價(jià)能否被客戶接受的現(xiàn)狀,提供了貸款定價(jià)的新思路.2)通過建立基于隨機(jī)生產(chǎn)函數(shù)的貸款定價(jià)公式,在新貸款的技術(shù)效率最優(yōu)時(shí)反求新貸款利率,提供了隨機(jī)生產(chǎn)函數(shù)在最優(yōu)效率前提下確定產(chǎn)出的方法.改變了隨機(jī)生產(chǎn)函數(shù)僅僅在已知投入和產(chǎn)出情況下單純?cè)u(píng)價(jià)技術(shù)效率的情況,拓展了隨機(jī)生產(chǎn)函數(shù)的用途.3)結(jié)合隨機(jī)前沿方法,建立基于隨機(jī)生產(chǎn)函數(shù)的貸款定價(jià)模型.經(jīng)相關(guān)期刊論文和E lsevier等數(shù)據(jù)庫的文獻(xiàn)檢索發(fā)現(xiàn)該模型是首次針對(duì)貸款定價(jià)的技術(shù)效率問題建立了貸款定價(jià)模型,解決了保證技術(shù)效率最優(yōu)的貸款定價(jià)問題.
[Abstract]:By using the estimated value of the parameters in the random production function of loan pricing, the loan pricing formula is established, and the new loan interest rate is solved when the technical efficiency is optimal. In this paper, a loan pricing model based on stochastic production function is established. The characteristic and innovation of the model is: 1) the new loan interest rate is determined by using the new loan technical efficiency equal to the optimal technical efficiency in the loan pricing formula based on the stochastic production function. It solves the problem of determining the loan interest rate under the condition of stochastic production function method and optimal technical efficiency, and changes the present situation of whether the loan pricing can be accepted by customers. By establishing a loan pricing formula based on stochastic production function, the new loan interest rate is sought when the technical efficiency of the new loan is optimal. This paper provides a method of determining the output of random production function under the premise of optimal efficiency, which changes the case that the random production function only evaluates the technical efficiency only when the input and output are known. The use of random production function. 3) combined with stochastic frontier method is extended. A loan pricing model based on stochastic production function is established. It is the first time to establish a loan pricing model for the technical efficiency of loan pricing through the literature retrieval of Chinese periodical full-text database and E lsevier database. The problem of loan pricing is solved to ensure the optimal technical efficiency.
【作者單位】： 大連理工大學(xué)管理學(xué)院;
【基金】：國家自然科學(xué)基金資助項(xiàng)目(70471055) 教育部人文社會(huì)科學(xué)研究項(xiàng)目基金資助項(xiàng)目(09YJC790024) 大連理工大學(xué)基本科研業(yè)務(wù)費(fèi)專項(xiàng)資金資助項(xiàng)目 大連銀行小企業(yè)貸款定價(jià)資助項(xiàng)目 中國郵政儲(chǔ)蓄銀行總行資助項(xiàng)目
【分類號(hào)】：F224;F830.5

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本文編號(hào)：1613831