信息双向传播、个体反应对关联信用风险传染的影响  

The Influence Mechanism of Information Bidirectional Dissemination and Individual Response on Associated Credit Risk Contagion

作　　者：徐凯 周宗放[2] 钱茜 XU Kai;ZHOU Zong-fang;QIAN Qian(School of Business,Chengdu University,Chengdu 610106,China;School of Economics and Management,University of Electronic Science and Technology of China,Chengdu 611731,China;School of Business,Sichuan Normal University,Chengdu 610101,China)

机构地区：[1]成都大学商学院,四川成都610106 [2]电子科技大学经济与管理学院,四川成都611731 [3]四川师范大学商学院,四川成都610101

出　　处：《系统工程》2020年第2期11-19,共9页Systems Engineering

基　　金：国家自然科学基金资助项目(71271043,71701166,71871147);四川省社科规划项目(SC19B004);四川省教育厅人文社会科学重点研究基地四川景观与游憩研究中心科研项目(JGYQ2018004);四川省社会科学重点研究基地四川县域经济发展研究中心项目(xy2018016)。

摘　　要：基于嵌入复杂网络的传染病模型,探讨了信息双向传播和个体反应对关联信用风险传染的影响机理。研究表明:关联信用风险的传染阈值与警觉度、救助度和邻居节点数相关,且个体反应对关联信用风险的爆发具有明显的抑制作用;警觉度和救助度均是影响感染个体密度和免疫个体密度的重要因素;警觉度和救助度的强弱会影响关联信用风险的传染规模,对比分析发现"存在关联信用风险"信息对关联信用风险传染规模影响较大,而"如何有效预防关联信用风险"信息只在特定的有效传染率区间,对关联信用风险传染规模产生比较小的影响。Based on the epidemic model embedded in complex network,the influence mechanism of information bidirectional dissemination and individual response on associated credit risk contagion is discussed.The results show that the contagion threshold of associated credit risk is related to the alertness,assistance and the number of neighbor nodes,and individual response has obvious inhibition on the outbreak of associated credit risk.The alertness and assistance arc both important factors influencing the density of infected individuals and immune individuals.The strengths of alertness and assistance influence the contagion scale of associated credit risk.The comparative analysis finds that the information of "existing associated credit risk"has great influences on the contagion scale of associated credit risk.However,the information of"how to effectively prevent the associated credit risk"only has slight influence on the contagion scale of associated credit risk within a specific range of effective contagion rate.

关 键 词：关联信用风险 信息双向传播 个体反应 警觉度 救助度 

分 类 号：F830[经济管理—金融学]