Bonus-Malus模型在银行贷款机制中的应用  

Application of Bonus-Malus Model in Mechanism of Bank Loan

作　　者：冯立超[1] 王雷[1] 李清华[1] 张小磊[1] 

机构地区：[1]华中科技大学数学系,湖北武汉430074

出　　处：《统计与信息论坛》2008年第2期32-36,共5页Journal of Statistics and Information

摘　　要：将Bonus-Malus模型应用到银行贷款业务,通过调整银行的Bonus-Malus贷款利率来减少贷款欺诈行为。主要是建立借款人的银行个人信用体系,通过借款人上阶段的还款利率和表现决定其下阶段还款利率,这样就提供了一种与完全审计机制不同的奖惩机制。在一些简单假设下可证明Bonus-Malus利率将会消除所有欺诈行为,而非仅仅减少欺诈行为。In this paper, the Bonus- Malus model is applied to loan businesses of banks by adjusting Bonus -Malus lending rate to reduce loan fraud. The main idea is to establish personal bank credit system of borrower＇s and fix borrower＇s repayment rate of next stage through his present performance and repayment rate. Then a kind of incentive mechanism is presented, which is different from the complete audit mechanism.Under some simple assumptions, it can be proved that Bonus - Malus interest rate would eliminate all fraud,rather than simply reduce it.

关 键 词：银行贷款欺诈 Bonus—Malus模型 银行信用体系 还款利率 

分 类 号：F830.5[经济管理—金融学]