{"updated":"2025-01-22T15:47:21.802235+00:00","links":{},"id":33273,"created":"2025-01-18T23:02:09.307816+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00033273","sets":["1164:2735:2760:2761"]},"path":["2761"],"owner":"1","recid":"33273","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"],"pubdate":{"attribute_name":"公開日","attribute_value":"2004-12-21"},"_buckets":{"deposit":"4dc544b0-fa73-40df-b2a6-64e5869707da"},"_deposit":{"id":"33273","pid":{"type":"depid","value":"33273","revision_id":0},"owners":[1],"status":"published","created_by":1},"item_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","author_link":["0","0"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_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"},{"subitem_title":"What Type of Loan Structure is Optimal for Both Bank and the Company with Loan Structure Type Dependent Default Probability?","subitem_title_language":"en"}]},"item_type_id":"4","publish_date":"2004-12-21","item_4_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"電気通信大学システム工学科"},{"subitem_text_value":"電気通信大学システム工学科"},{"subitem_text_value":"電気通信大学システム工学科"}]},"item_4_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"Department of Systems Engineering, The University of Electro - Communications","subitem_text_language":"en"},{"subitem_text_value":"Department of Systems Engineering, The University of Electro - Communications","subitem_text_language":"en"},{"subitem_text_value":"Department of Systems Engineering, The University of Electro - Communications","subitem_text_language":"en"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_publisher":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"情報処理学会","subitem_publisher_language":"ja"}]},"publish_status":"0","weko_shared_id":-1,"item_file_price":{"attribute_name":"Billing file","attribute_type":"file","attribute_value_mlt":[{"url":{"url":"https://ipsj.ixsq.nii.ac.jp/record/33273/files/IPSJ-MPS04052019.pdf"},"date":[{"dateType":"Available","dateValue":"2006-12-21"}],"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-MPS04052019.pdf","filesize":[{"value":"144.8 kB"}],"mimetype":"application/pdf","priceinfo":[{"tax":["include_tax"],"price":"660","billingrole":"5"},{"tax":["include_tax"],"price":"330","billingrole":"6"},{"tax":["include_tax"],"price":"0","billingrole":"17"},{"tax":["include_tax"],"price":"0","billingrole":"44"}],"accessrole":"open_date","version_id":"36d78690-07b9-430b-8aa1-3228c5548d8b","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2004 by the Information Processing Society of Japan"}]},"item_4_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"山田, 辰徳"},{"creatorName":"宮崎, 浩一"},{"creatorName":"野村, 哲史"}],"nameIdentifiers":[{}]}]},"item_4_creator_6":{"attribute_name":"著者名(英)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Tatsunori, Yamada","creatorNameLang":"en"},{"creatorName":"Koichi, Miyazaki","creatorNameLang":"en"},{"creatorName":"Satoshi, Nomura","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_4_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN10505667","subitem_source_identifier_type":"NCID"}]},"item_4_textarea_12":{"attribute_name":"Notice","attribute_value_mlt":[{"subitem_textarea_value":"SIG Technical Reports are nonrefereed and hence may later appear in any journals, conferences, symposia, etc."}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourceuri":"http://purl.org/coar/resource_type/c_18gh","resourcetype":"technical report"}]},"item_4_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"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．","subitem_description_type":"Other"}]},"item_4_description_8":{"attribute_name":"論文抄録(英)","attribute_value_mlt":[{"subitem_description":"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. ","subitem_description_type":"Other"}]},"item_4_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"76","bibliographic_titles":[{"bibliographic_title":"情報処理学会研究報告数理モデル化と問題解決（MPS）"}],"bibliographicPageStart":"73","bibliographicIssueDates":{"bibliographicIssueDate":"2004-12-21","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"130(2004-MPS-052)","bibliographicVolumeNumber":"2004"}]},"relation_version_is_last":true,"weko_creator_id":"1"}}