首页 | 本学科首页   官方微博 | 高级检索  
     

委托代理模型及风险分析
引用本文:倪伟平. 委托代理模型及风险分析[J]. 枣庄师专学报, 2008, 25(5): 131-135
作者姓名:倪伟平
作者单位:枣庄学院数学与信息科学系,山东枣庄277160
摘    要:本文从实际出发构造了一类委托代理模型,研究了委托人代理人的风险偏好对激励机制的影响.研究表明:委托人在制定激励机制时应结合自己及对方的风险偏好,这样才能达到有效的激励目的.同时,探讨了协调处理代理人风险分担与风险偏好关系的方法.并通过实例加以分析论证.

关 键 词:非对称信息  委托—代理  风险

Principal-Agent Model and Risk Analysis
NI Wei-Ping. Principal-Agent Model and Risk Analysis[J]. Journal of Zaozhuang Teachers' College, 2008, 25(5): 131-135
Authors:NI Wei-Ping
Affiliation:NI Wei - Ping ( Department of Mathematics, Zaozhuang University, Zaozhuang 277160, China)
Abstract:This paper describes a principal -agent model from economic life. It deals with the influence of principal -agent's risk preference to the optimum incentive mechanism. Result show that principal should be combine agent's preference with himself when he formulate incentive mechanism. So that optimum incentive can be achieved. In this paper, a method is given that dispose of relation between agent's risk preference and his risk share of incentive mechanism. Finally, a case analysis is presented.
Keywords:asymmetrical information  principal - agent  risk
本文献已被 维普 万方数据 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号