考虑个体保护意识的关联信用风险传染机理研究  

Study on the Contagion Mechanism of Associated Credit Risk With Individual Protection Awareness

作　　者：徐凯 周宗放[2] 钱茜 张凤英 XU Kai;ZHOU Zong-fang;QIAN Qian;ZHANG Feng-ying(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;School of Nursing, Sichuan University, Chengdu 610041, 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 [4]四川大学华西护理学院,四川成都610041

出　　处：《运筹与管理》2020年第12期197-206,共10页Operations Research and Management Science

基　　金：国家自然科学基金资助项目(71271043,71871147);四川省社科规划项目(SC19B004);成都市科技局软科学项目(2016-RK00-00010-ZF);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：针对关联信用风险及其传染这一热点和难点问题,本文基于复杂网络异质平均场理论,运用风险传播动力学SIR经典模型,探讨风险信息促成的个体保护意识对关联信用风险传染的影响机理,并在BA无标度网络中进行数值仿真分析。研究结果表明:被感染个体数量、个体反应强度、有保护意识的易感个体比例与关联信用风险传染阈值正相关;考虑个体保护意识、增强易感个体反应强度以及提高有保护意识的易感个体比例能够有效抑制关联信用风险的传染速度和传染规模,并且能够延缓关联信用风险高峰期的到来。Focusing on the hot and difficult issues of associated credit risk and relevant contagion,and based on the heterogeneous mean field theory of complex network and the classical model SIR of risk propagation dynamics,this paper explores the influence mechanism of the influence of individual protection awareness promoted by risk information on the contagion of associated credit risk,and carries out numerical simulation analysis in BA scale-free network.The results show that the number of infected individuals,the intensity of individual response and the proportion of susceptible individuals with protective awareness are positively correlated with the contagion threshold of associated credit risk.Considering the awareness of individual protection,enhancing the intensity of individual response of susceptible individuals and increasing the proportion of susceptible individuals with protection awareness can effectively inhibit the contagion speed and scale of associated credit risk,and delay the arrival of the peak period of associated credit risk.

关 键 词：关联信用风险 个体保护意识 关联个体网络 BA无标度网络 传染病模型 

分 类 号：F830[经济管理—金融学]