摘要
针对管理决策问题,提出了基于定量计算的道德风险合约模型的仿真分析方法。为使委托人得到高收益,利用SVR对效用函数建模,解决了效用函数无法用解析函数表达的问题;利用均衡分析方法求解合约模型,解决了传统解析方法无法解决的多极值点合约模型的求解问题。在此基础上,对底薪加提成线性支付方式的道德风险合约模型进行了定量计算和仿真分析,仿真结果与已有的理论结果相吻合并包含了更多的信息,表明仿真分析方法的有效性。并可以作为研究道德风险理论的新方法,也可用于含有道德风险的实际委托-代理合约的设计依据。
In this paper,a method based on quantitative calculation is proposed for emulating moral hazard contract model.Being able to calculate quantitatively,we use SVR to express the utility function and use equilibrium analysis to solve the optimized model with multi - extreme points.Using our method,we emulated and analyzed the moral hazard optimized model with the payment of basic salary plus commission.Our emulation results are in accord with the existing theory and contain more information.The proposed method can be used as a new way to analyze moral hazard theory and to design the principal - agent contract with moral hazard.
出处
《计算机仿真》
CSCD
北大核心
2010年第7期299-303,共5页
Computer Simulation
