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系统工程理论与实践 2011
Loan pricing model based on the future DEA efficiency
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Abstract:
The general DEA is through the inputs,outputs the data to determine the efficiency indicator of DEA.However,the idea of converse solution is that according to known efficiency and some input/output indicators of DEA reverse one output indicator which lending rates.Through the past DEA efficiency of bank,we deduce the DEA efficiency of the next loan period Using Malmquist index.The loan rate is fixed under known the future DEA efficiency.The special and contribution lies in:firstly,the future Malmquist index...
