出口海陆仓融资质押率优化

发布时间：2018-02-17 01:10

本文关键词： 出口海陆仓融资质押率双重Stackelberg博弈反向推理法　出处：《中国管理科学》2017年10期 　论文类型：期刊论文

【摘要】：出口海陆仓融资对促进海运贸易和供应链金融发展具有重要的现实意义,其质押率优化是融资风险管理和控制决策的关键。本文针对需求波动条件下的出口海陆仓融资质押率优化问题,应用双重Stackelberg博弈原理,分析构造了船公司、出口商、进口商之间四种博弈策略下的总利润函数,以供应链总利润最大化为目标,构建了质押率分段函数优化模型,在论证了质押率最优解存在的基础上,采用反向推理法设计了求解步骤。算例验证了模型的适用性和有效性,结果表明,船公司最优质押率与出口商最佳交货提前期、进口商最优订货批量均呈负相关关系,质押货物市场售价越高,最优质押率越低。在进口商质押货物进货价上升或出口商原材料购买价格下降时,提高存货融资质押率,有助于提高海运贸易供应链的整体利益。
[Abstract]:The financing of export sea and land warehouse is of great practical significance to promote the development of maritime trade and supply chain finance. The optimization of pledge rate is the key of financing risk management and control decision. Aiming at the optimization of financing pledge rate of export sea and land warehouse under the condition of fluctuating demand, this paper analyzes and constructs the shipping company and exporter by applying the double Stackelberg game principle. With the aim of maximizing the total profit of the supply chain, a segmented function optimization model of the pledge rate is constructed, and the existence of the optimal solution of the pledge rate is proved, on the basis of the total profit function under the four game strategies among importers, and the objective is to maximize the total profit of the supply chain. The method of reverse reasoning is used to design the solution procedure. An example is given to verify the applicability and validity of the model. The results show that the optimal pledge rate of the shipping company is negatively related to the exporter's optimal lead time and the importer's optimal order quantity. The higher the market price of the pledged goods, the lower the optimal pledge rate. When the purchase price of the goods pledged by the importer rises or the purchase price of the raw materials of the exporter drops, increasing the pledge rate of inventory financing will help to improve the overall benefit of the supply chain of maritime trade.
【作者单位】：大连海事大学交通运输管理学院;大连海事大学综合交通运输协同创新中心;
【基金】：国家自然科学基金资助课题(71372088) 中央高校基本科研业务费(01760431) 辽宁省高等教育内涵发展专项资金(协同创新中心)资助项目(20110116102)
【分类号】：F832.4

【相似文献】