@techreport{oai:ipsj.ixsq.nii.ac.jp:00033273,
 author = {山田, 辰徳 and 宮崎, 浩一 and 野村, 哲史 and Tatsunori, Yamada and Koichi, Miyazaki and Satoshi, Nomura},
 issue = {130(2004-MPS-052)},
 month = {Dec},
 note = {本論文では，倒産が借入形態に依存するようなコモディティ企業と銀行との最適な貸借形態及び貸借金利を決定するためのモデルを提案する．最適な貸借形態及び貸出金利を，コモディティ企業と銀行の期待利益のパレート最適性と貸借発生確率を加味した銀行の期待利益最大化により決定する．数値例を用いた最適な貸借形態及び貸出金利の検討も行う．, This paper provides the model to decide the optimal loan structure and the loan interest rate for both bank and the company with loan-structure-type dependent default probability. The optimal loan structure and the loan interest rate is derived based on Pareto-optimality in the sum of expected profit rate of the bank and the company and optimality in the banks'  expected profit rate after adjusting the probability in occurrence of the loan. By way of the numerical examples, the optimal loan structure and the loan interest rate is illustrated.},
 title = {倒産が借入形態に依存する企業と銀行との最適な貸借形態},
 year = {2004}
}