赊销最佳时机选择的集成式决策模型与方法

本文依据几何布朗运动理论,在综合考虑不完全信息状态下不同信用等级的差别定价、履约概率、需求转移以及商机存在概率的基础上,建立了集成式赊销决策优化模型,并推出全新的赊销决策规则.实证结论表明,不同信用等级采用不同的风险溢价标准、商机存在概率和需求转移率,有利于提高推出赊销后总收益估算精度,为赊销时机的选择提供依据;改进后的赊销时机选择规则提供了直接计算最佳时机的简便方法,克服了传统对比方式的局限性.

Integrated model and method of the credit sale decision based on choosing the optimal time

This article establishes an integrated credit decision optimization model based on the geometric Brownian motion theory, which takes discriminatory pricing, performance probability, demand shifting and the probability of business opportunities into account. The model also launches a new credit decision rule. Empirical results show that it is conducive to improve the estimation accuracy of total revenue by using the different risk premium standards, the probability of business opportunities and demand shifting of different credit ratings after choosing credit sale, which provide the date basis for choosing the timing of credit; The improved rule of credit opportunity selection provides a direct simple method to calculate the optimal time, which overcomes the limitations of the traditional comparison method.