考虑个体保护意识的关联信用风险传染机理研究

doi:10.12005/orms.2020.0332

摘要/Abstract

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。

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

Abstract: 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.

Key words: associated credit risk, individual protection awareness, associated individual network, BA scale-free network, epidemic model

中图分类号:

F830

徐凯, 周宗放, 钱茜, 张凤英. 考虑个体保护意识的关联信用风险传染机理研究[J]. 运筹与管理, 2020, 29(12): 197-206.

XU Kai, ZHOU Zong-fang, QIAN Qian, ZHANG Feng-ying. Study on the Contagion Mechanism of Associated Credit Risk With Individual Protection Awareness[J]. Operations Research and Management Science, 2020, 29(12): 197-206.

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