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    題名: 訊息不對稱下最適存款保險契約之約之訂定
    Optimal Deposit Insurance Contract Unter Asymmetric Information
    作者: 黃美惠
    Hung, Mei-Hui
    貢獻者: 胡聯國
    Ku, Len-Kuo
    黃美惠
    Hung, Mei-Hui
    關鍵詞: 逆向選擇
    揭露原則
    誘因相容性
    自我選擇機能
    私有訊息
    訊息不對稱
    Adverse selection
    The revelation principle
    Incentive compatibility
    Self-selection mechanism
    Private information
    Asymmetric information
    日期: 1996
    上傳時間: 2016-04-28 11:33:58 (UTC+8)
    摘要: 本文考慮當資訊不對稱下的逆向選擇問題存在時,如何遵循Myerson(1979)提出的揭露原則 (the revelation principle)來設計一套具備誘因相容性 (incentive compatibility)的存款保險契約,契約中的自有資本比率為要保機構的自我選擇變數 (self-selection variable),而保險費則為存保公司用來控制要保機構決策行為的控制變數(control var iable),依此可以建立一套自我選擇機能(self-selection mechanism),來促使要保機構誠實揭其風險類型的私有訊息(private information),進而將要保機構依風險高低正確分類,徹底解決訊息不對稱下的逆向選擇問題。
    參考文獻: Chan, Y. S., Greenbaum, S., and Thaker, A, "Is Fairly Priced Deposit Insurance
    Posibble?" Journal of Finance, March 1992, 227-245.
    Dasgupta, P. S., P. J. Hamond and E. S. Maskin, "The Implementation of Social Choice Rules: Some Results on Incentive Compatibility". Review of Economic Studies 46, 1979, 185-216.
    Flannery, M J., "Capital Regulation and Insured Bank Choice of Individual Loan Default Risks" Journal of Monetary Economics 24, 1989, 235-258.
    Fudenberg, D., and J. Tirole, "Game Theory." The MIT Press, 1991.
    Guesnerie, R., and J. J. Laffont, "A complete solution to a class of principal-agent
    problems with an application to the control of a self-managed firm ." Journal of Economics 25, 1984, 329-369.
    Giammarino, Ron, Tracy Lewis, and David E. M. Sappington, "An incentive approach to banking regulation." Journal of Finance, September 1993, 1523-1542.
    Harris, M, and A Raviv, "Optimal Incentive Contract with Imperfect Information." Journal of Economic Theory 20, 1979, 231-259.
    Holmstrom, B., and R.B. Myerson, "Efficient and Durable Decision Rules with Incomplete Information." Econometrica 53, 1983, 1799-1819.
    Jensen, M. c., and W. H. Mechling "Theory of the firm: Managerial Behavior, Agency Costs, and Ownership Structure. "Journal of Financial Economics, June 1975, 305-360.
    Kanatas, G., "Deposit Insurance and the Discount Window: Pricing under Asymmetric Information." Journal of Finance, June 1986, 437-449.
    Myerson, R. B., "Incentive Compatibility and the Bargaining Problem." Econometrica 47, 1979, 61-74.
    Pecchenino, Rowera A., "Risk-based Deposit Insurance: An Incentive Compatible Plan." Journal of Money, Credit, and Banking, November 1992, 499-510.
    Sharp, W., "Bank Capital Adequacy, Deposit Insurance and Security Values." Journal of Financial and Quantitative Analysis, 1978, 701-718.
    Whinston, A. M. M. D., and J. R. Green, "Microeconomic Theory." 1995.
    描述: 碩士
    國立政治大學
    國際經營與貿易學系
    83351024
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002002738
    資料類型: thesis
    顯示於類別:[國際經營與貿易學系 ] 學位論文

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