基于q指数贴现函数的反按揭支付偏好研究

doi:10.12068/j.issn.1005-3026.2019.12.023

东北大学学报:自然科学版 ›› 2019, Vol. 40 ›› Issue (12): 1796-1799.DOI: 10.12068/j.issn.1005-3026.2019.12.023

基于q指数贴现函数的反按揭支付偏好研究

陆阳，王健，庄新田

(东北大学工商管理学院，辽宁沈阳110169)

收稿日期:2019-03-12 修回日期:2019-03-12 出版日期:2019-12-15 发布日期:2019-12-12
通讯作者: 陆阳
作者简介:陆阳(1978-)，男，辽宁沈阳人，东北大学讲师，博士；王健(1980-)，女，河北唐山人，东北大学教授；庄新田(1956-)，男，吉林四平人，东北大学教授，博士生导师.
基金资助:
国家自然科学基金资助项目(71571038)；辽宁省自然科学基金资助项目(20180550441)；中央高校基本科研业务费专项资金资助项目(N180604006).

Research on Payment Preferences for Reverse Mortgage Based on q-Exponential Discount Function

LU Yang， WANG Jian， ZHUANG Xin-tian

School of Business Administration， Northeastern University， Shenyang 110169， China.

Received:2019-03-12 Revised:2019-03-12 Online:2019-12-15 Published:2019-12-12
Contact: LU Yang
About author:-
Supported by:
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摘要/Abstract

摘要： 为研究人们对反按揭支付方式的偏好特征，分别建立基于指数函数和q指数函数的反按揭模型并求解.根据模型按照本金递减、本金不变和本金递增的还款方式设计三种反按揭合同并进行满意度调查，三种还款方式按指数函数估值相同，按q指数函数估值不同.对调查结果进行Kruskal-Wallis非参数检验发现:三种方式中，人们最偏好本金递增的还款方式，其次是本金不变，最次是本金递减的还款方式.结论显示金融企业可在不提高利率的情况下通过改变支付方式提高客户对反按揭的满意度.

关键词: q指数函数, 跨期决策, 反按揭, 经济物理学, 反按揭

Abstract: In order to examine the payment preferences for reverse mortgage， the reverse mortgage models were established based on the exponential discount and q-exponential discount function， whose general solutions were obtained. Then， three reverse mortgages were designed with three different repayment plans (falling， constant， and rising). A satisfaction survey of the mortgage plans was conducted， and it was found that the values of the mortgages are the same using the exponential discount function but are different using the q-exponential discount function. The results showed that the rising profile is better evaluated than the other two options， and the falling profile is less evaluated than the other two. This indicates that financial institutions can improve their clients′ satisfaction of reverse mortgage without any interest rate hike by changing payment preferences.

Key words: q-exponential function, intertemporal decision making, reverse mortgage, econophysics, reverse mortgage

中图分类号:

F 830

陆阳，王健，庄新田. 基于q指数贴现函数的反按揭支付偏好研究[J]. 东北大学学报:自然科学版, 2019, 40(12): 1796-1799.

LU Yang， WANG Jian， ZHUANG Xin-tian. Research on Payment Preferences for Reverse Mortgage Based on q-Exponential Discount Function[J]. Journal of Northeastern University Natural Science, 2019, 40(12): 1796-1799.

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基于q指数贴现函数的反按揭支付偏好研究

Research on Payment Preferences for Reverse Mortgage Based on q-Exponential Discount Function

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