生活在一个非理性的社会:风险与预期利润相关的财富分配
Living in an Irrational Society: Wealth Distribution with Correlations between Risk and Expected Profits
摘要:
研究人工社会中财富分配的不同模型都将交易动态视为驱动力。这些模型包括一个风险规避因素,但也有一个有限的概率,有利于穷人的代理人在交易中。在这里,我们研究的情况下,在交易中的合作伙伴有一个以前的知识的获胜概率,并调整他们的风险规避考虑到这一信息。结果表明,当代理人的风险与他们的获胜概率成正比时,会得到一个相对平等的社会。然而,财富分布曲线和基尼系数更接近经验数据的情况恰恰相反。这表明,至少对于这个非常简单的模型,要么代理人不知道他们的获胜概率,要么他们表现出“非理性”的行为,冒着超过合理的风险。
英文摘要:
Different models to study the wealth distribution in an artificial society have considered a transactional dynamics as the driving force. Those models include a risk aversion factor, but also a finite probability of favoring the poorer agent in a transaction. Here we study the case where the partners in the transaction have a previous knowledge of the winning probability and adjust their risk aversion taking this information into consideration. The results indicate that a relatively equalitarian society is obtained when the agents risk in direct proportion to their winning probabilities. However, it is the opposite case that delivers wealth distribution curves and Gini indices closer to empirical data. This indicates that, at least for this very simple model, either agents have no knowledge of their winning probabilities, either they exhibit an ``irrational'' behavior risking more than reasonable.
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