| 引用本文： |
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张 诚,朱艳阳,安 锦.基于模糊概率与贝叶斯博弈对信用证
结算风险的研究[J].国际商务研究,2014,(4):18-27 [点击复制]
- ZHANG Cheng,ZHU Yan-yang,AN Jin.基于模糊概率与贝叶斯博弈对信用证
结算风险的研究[J].INTERNATIONAL BUSINESS RESEARCH,2014,(4):18-27 [点击复制]
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| 摘要: |
| 信用证结算是我国国际贸易业务中普遍采用的结算方式之一。在国际贸易中， 如何
更加准确地对信用证结算的风险进行评估和决策，提高企业的风险承载能力，是专
家学者们研究并试图解决的问题之一。本文针对国际贸易中进口方可能面对的欺诈
风险，立足于不完全信息，将MKV风险测度、国家风险评级、FAHP风险综合评估
方法相结合，对信用证风险进行模糊概率综合评估，并在此基础上采用了不完全信
息贝叶斯博弈的决策方法，以帮助和指导我国出口企业进行科学决策。 |
| 关键词: 模糊概率 贝叶斯博弈 信用证结算 |
| DOI： |
| 投稿时间：2013-05-13 |
| 基金项目:教育部人文社科基金青年项目“我国出口企业采用信用证结算的风险评价与决策研究”(项目编号:13YJC630218);
湖北省自然科学基金项目“襄阳市中小企业利用现代金融产品的模式创新与流程优化研究”(项目编号：Q21032603）。 |
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| On Risks of the L/C SettlementBased on the Fuzzy Probability and the Bayesian Game Theory |
| ZHANG Cheng,ZHU Yan-yang,AN Jin |
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| Abstract: |
| At present, letter of credit (L/C) settlement is one of the widely-adopted settlement methods for many
Chinese enterprises in the international trade process. How to assess the L/C settlement risk with high accuracy,
and to enhance the risk bearing ability of these enterprises, becomes an urgent problem. Based on the incomplete
information, and combined with the MKV risk assessment method, the national risk rating method as well as the
FAH comprehensive assessment method, this paper assesses the L/C settlement risk with high accuracy by means
of fuzzy probability. The paper finds out a better decision-making method under the guidance of the Bayesian
game theory, hoping to help Chinese enterprises make their international business decisions in a more scientific and
reasonable manner. |
| Key words: fuzzy probability Bayesian game theory L/C settlement |
