基于排队论模型的商业预付卡资金沉淀概率估算及利用

doi:C 931.2

系统管理学报 ›› 2015, Vol. 24 ›› Issue (5): 727-736.DOI: C 931.2

基于排队论模型的商业预付卡资金沉淀概率估算及利用

左力1,2，薛伟贤1

1.西安理工大学经济与管理学院，西安 710054；2.德州学院经济管理系，山东德州 253023

收稿日期:2013-11-28 修回日期:2014-08-21
作者简介:左力（1973-），男，博士生，讲师。研究方向为影子银行风险管理。 E-mail: zuohanchen@sina.com

Estimation and Utilization of Commercial Prepaid Card Funds Precipitation Probability based on the Queuing Model

ZUO Li1,2，XUE Wei-xian1

1. School of Economic and Management, Xi’an Technology University, Xi’an 710054, China; 2. School of Economic and Management, Dezhou University, Dezhou 253023, Shandong, China

Received:2013-11-28 Revised:2014-08-21

摘要/Abstract

摘要： 商业预付卡沉淀资金是现实消费能力与现实消费需要的背离所造成的，也是企业利用了现实中某类人群的消费特点而有意为之的一种现象。以典型企业发行的单用途面值型预付卡为例，建立多通道泊松到达、负指数服务时间的资金排队模型（M/M/c/∞）。实证结果结合统计调查显示，在平均资金服务率小于平均资金到达率的条件下，该企业形成大量沉淀资金。关于沉淀资金利用问题，首先根据资金到达率计算出消费者愿意等待时间概率分布及相应备付金余额；其次通过比较3种资金利用方案，发现理论上提高平均资金服务率是切实可行的方案，然而，现实中在相关监管条例出台之前，企业通常选择银行理财产品，相关监管条例出台之后，企业将沉淀资金存入银行孳息或者更隐蔽地选择银行理财产品。

关键词: 平均资金到达率, 平均资金服务率, 通道, 预付卡, 沉淀资金

Abstract: Taking the single-purpose commercial prepaid card with a fixed nominal value (businesses often call it stored value cards) of a company in Shandong province of China as a case, we establish a multi-channel queuing model of the commercial prepaid cards precipitation capital（M/M/c/∞）and perform the empirical test. The results show that a large number of precipitation funds is formed under the conditions that the average funding service rate is less than the average capital arrival rate. For the precipitation funds utilization, according to the money arrival rate, we obtain the time probability distribution that the consumers are willing to wait for and the corresponding balance. Then, by comparing the three kinds of fund use plan, we find that although it is possible to improve the precipitation efficiency of the funds by improving the average service rate, the company in this case usually bought the bank financial products before the related regulations were issued. Currently, the company just deposits precipitation funds into the bank to obtain stable interests or buys bank financial products more unobtrusively.

Key words: average arrival rate of funds, average funding service rate, channels, prepaid cards, precipitation funds

左力1,2，薛伟贤1. 基于排队论模型的商业预付卡资金沉淀概率估算及利用[J]. 系统管理学报, 2015, 24(5): 727-736.

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