CAJ | 학술논문

通过用二分法求解DEA最优效率时对应的输出参数的方法来确定贷款利率，建立了基于DEA二分法的贷款定价模型。本模型创新与特色一是通过DEA二分法确定效率指数z=1时对应的贷款利率保证了贷款利率的最优效率。解决了在数据包络分析模型最优效率时，确定贷款利率的问题，提供了贷款定价的新思路。二是根据二分法的思路确定DEA模型效率指数z=1时的输出参数，提供了一种逆向求解DEA的方法。改变了DEA仅仅在已知输入和输出情况下单纯评价效率的情况，拓展了DEA的用途。
통과용이분법구해DEA최우효솔시대응적수출삼수적방법래학정대관리솔，건립료기우DEA이분법적대관정개모형。본모형창신여특색일시통과DEA이분법학정효솔지수z=1시대응적대관리솔보증료대관리솔적최우효솔。해결료재수거포락분석모형최우효솔시，학정대관리솔적문제，제공료대관정개적신사로。이시근거이분법적사로학정DEA모형효솔지수z=1시적수출삼수，제공료일충역향구해DEA적방법。개변료DEA부부재이지수입화수출정황하단순평개효솔적정황，탁전료DEA적용도。
This model fixes the loan rate and establishes the loan pricing model based on DEA dichotomy by using the dichotomy to solve the corresponding output parameters under the optimal efficiency of DEA. Its innovations and features are as follows： Firstly, the corresponding loan rate is confirmed when the efficiency index z = 1 through DEA dichotomy and the optimal efficiency of the loan rate is ensured. At the same time, this model fixes the loan rate under the optimal efficiency of DEA model and provides the new ways of loan pricing. Secondly, the output parameters are fixed based on the dichotomy when the DEA efficiency index z = 1 and it provides a new way for the inverse solution to DEA. So the model changes the condition that the efficiency is estimated only with the known input and output and develops the use of DEA.