基于多阶段道德风险模型的担保业务人员激励机制

Incentive mechanism of guarantee business personnel based on multi-stage moral hazard model

现有多阶段激励问题的研究大多是针对物流企业和金融企业,且模型大多数是在有限的两期或两阶段的结构下考虑问题,很少考虑人的道德敏感度等因素。文中运用经济学激励理论和最优化理论与算法,构建了担保企业业务人员在尽职调查、项目评审和保后监管3个主要业务阶段的道德风险激励模型,并通过Matlab数值仿真,展示了主要研究参数:业务阶段间努力影响因子、业务人员道德敏感度、代偿损失分担比例和激励强度的关系。得出了若干对防范担保企业业务人员道德风险有益的结论和管理建议。

Most of the existing researches on multi-stage moral hazard are aimed at logistics enterprises and financial enterprises.The models are mainly based on a limited structure in two periods or two phases and seldomly include other factors such as moral sensitivity.In this article,economic incentive theory and optimization theory and algorithm were used to construct a moral hazard incentive model for the three main business stages of due diligence investigation,project review and post-guarantee supervision of the business personnel of the guarantee enterprise.The main research parameters showed the relationship of Interbusiness effort impact factor,moral sensitivity of business personnel,compensation loss share proportion and incentive intensity on business personnel endeavor through Matlab numerical simulation.Some valuable conclusions and management advices in preventing moral hazard of guarantee business personnel were drawn.