运营中断风险下制造商风险转移和供应链风险分担策略研究

发布时间：2018-03-22 16:02

本文选题：供应链中断　切入点：成本分摊激励　出处：《南开大学》2015年博士论文　论文类型：学位论文

【摘要】：全球化、外包、追求高效等使得供应链越来越复杂,而近几年突发事件又频繁发生,导致企业生产与运营的中断,甚至致使全球供应链处于瘫痪状态,故供应链中断管理受到了业界和学术界的广泛关注。实践中,各种运营和风险管理工具被应用于中断风险的管理和应对,比如多供应商采购、应急(后备)生产或供应、库存管理、保险购买等。此外,随着供应链之间竞争的加剧,供应链企业之间合作共同分担、应对中断风险成为一种趋势。在此背景下,本文采用博弈论、运筹学、保险学、金融学等理论和方法,考虑制造商的生产恢复特点、资金约束、银行风险偏好等,研究了制造商购买营业中断保险和贸易信用保险转移运营中断风险,以及供应链上零售商如何采用融资援助和成本分摊激励分担中断风险,并分析了不同策略组合下,制造商的运营中断风险应对以及零售商的策略选择问题。最后,本文还探讨了中断风险下零售商是否可以通过合同制定缺货惩罚协调供应链的问题。具体讲,本文主要研究了以下几个方面的内容:1)运营中断风险下制造商购买保险和融资研究首先,研究了制造商购买营业中断保险转移突发事件造成企业生产中断造成的利润损失风险。构建了生产中断情况下制造商的生产恢复以及营业中断保险赔偿模型,考虑中断事件发生后,制造商组织生产恢复的同时可以采用后备生产以降低收益损失,研究了四种情况下,即未购买保险(基本策略)、购买保险(保险策略)、后备生产(后备生产策略)、既购买保险又进行后备生产(混合策略),制造商的保险购买、生产恢复、后备生产等决策,进一步对比了不同策略下制造商策略选择和最优决策。研究发现如果保险费率高于中断概率,制造商不会购买保险。此外,如果制造商以利润损失最小为目标,混合策略是最优策略;如果以生产恢复最快为目标,营业中断保险策略最好。营业中断保险的购买可以提高制造商的生产恢复努力水平,进而缩短生产恢复时间,而后备生产能够降低制造商的利润损失,但却会降低制造商的生产恢复努力水平。然后,考虑制造商因为赊销而面临资金中断风险和资金约束问题,可以通过购买贸易信用保险转移资金中断风险,通过向银行贷款解决资金约束,采用Stackelberg博弈理论和前景理论,研究了制造商的贸易信用保险购买和融资决策以及不同风险偏好下银行的利率决策。研究发现损失规避银行的利率等于或大于风险中性银行制定的利率且贸易信用保险不仅可以保证制造商增大生产和销售,而且能够极大的降低资金中断风险。制造商和银行都从贸易信用保险的购买中获益。但是与人们的直觉相反,贸易信用保险的购买并不一定能够帮助制造商获得较低的利率,因为贸易信用降低了制造商违约风险,逐利的银行会为了获得更高的利润而提高利率。2)运营中断风险下预防性投资和产能恢复成本共担研究考虑制造商可以通过事前预防和事后应对的方式管理中断风险,即在突发事件发生前进行预防性投资以降低突发事件对其生产能力的影响,而突发事件一旦发生,则进行生产能力恢复努力,研究了零售商分摊预防性投资和分摊产能恢复努力成本两种激励策略下,制造商的预防性投资和产能恢复决策和零售商的分摊比例决策以及策略选择问题。研究发现与无任何激励策略相比,预防性投资激励策略可以提高制造商和零售商的期望利润,而产能恢复激励策略会提高制造商的期望利润,但并不一定对提高零售商的期望利润有帮助。此外,当产能恢复系数都非常低时,大多数情况下制造商和零售商的策略选择不同;当产能恢复系数较大时,大多数情况下,预防性投资激励策略是双赢的策略,即制造商和零售商都愿意采用预防性投资激励策略。3)运营中断风险下融资援助和供应链协调研究考虑零售商通过事前契约惩罚迫使制造商进行生产恢复以降低由缺货而造成的利润损失,或突发事件发生后通过贷款给面临资金约束制造商的方式进行融资援助,帮助其进行生产恢复,研究了不同策略下双方的最优决策和策略选择问题。研究发现当制造商资金充足时,缺货惩罚可以有效的促使制造商进行生产恢复,但是当制造商存在资金约束时,融资援助和缺货惩罚同时采用对制造商和零售商都有利。制造商面临生产中断风险时,可以通过制定缺货惩罚系数实现供应链协调。此外,发现集中决策下的最优交货量小于集中决策下的最优交货量,而且集中决策下的缺货惩罚也低于分散决策下的缺货惩罚。
[Abstract]:Globalization, outsourcing, the pursuit of high efficiency makes the supply chain more and more complex, and in recent years and unexpected events occur frequently, leading to the interruption of production and operation of enterprises and even the global supply chain in a state of paralysis, the interruption of supply chain management has been widespread concern of the industry and academia. In practice, all kinds of operations and risk management the tool is applied to disruption risk management and response, such as multiple suppliers, emergency (backup) production or supply, inventory management, insurance and so on. In addition, with the aggravation of competition among supply chains, supply chain cooperation between enterprises to share, to deal with the disruption risk has become a trend. Under this background, this paper uses game theory, operational research, insurance, finance and other theories and methods, considering the manufacturer's production recovery characteristics, capital constraint, bank risk preference, the manufacturer purchases and business interruption insurance Trade credit insurance business interruption risk transfer, and supply chain retailers how to use the financing and cost sharing incentive sharing disruption risk, and analyzes the different strategies under the manufacturer's interruption of operation risk and select retailers strategy. Finally, this paper also discusses the risk of the retailer can interrupt by the contract for shortage penalty coordination the problem of the supply chain. Specifically, this paper mainly studies the following aspects: 1) operation interruption risk manufacturer to buy insurance and financing first, study the manufacturer purchases business interruption insurance transfer emergencies caused by production disruptions caused by the loss of profit risk. To build a production interruption under the manufacturer's production and business recovery interruption insurance compensation model, considering the outage after the incident, the organization of production and recovery of manufacturers The reserve production to reduce revenue losses of four cases, which did not buy insurance (basic strategy), insurance (insurance policy), reserve production (reserve production strategy), both the purchase of insurance and reserve production (mixed strategy), purchase, production recovery of manufacturer's insurance, reserve production decision further, comparison of different strategies and strategy selection and optimal decision makers. The study found that if the insurance rate is higher than the outage probability, manufacturers do not buy insurance. In addition, if the manufacturer with minimal loss of profit as the goal, a mixed strategy is the optimal strategy; if in the production of the fastest recovery as the goal, the best strategy for the business interruption insurance business interruption insurance. The purchase can improve the manufacturer's production recovery effort level, so as to shorten the production time to recover, and reserve production can reduce the manufacturer's loss of profits, but will reduce the system The effort level of production recovery manufacturer. Then, considering the manufacturer because credit face capital disruption risk and capital constraints, can be purchased through trade credit insurance funds transfer disruption risk, solve the funding constraints through loans to banks, using Stackelberg game theory and prospect theory, study the bank manufacturers trade credit insurance and financing decisions and buy under different risk preference decision on interest rates. The study found that the loss averse bank interest rate is equal to or greater than the interest rate risk neutral banks and trade credit insurance can not only ensure manufacturers increased production and sales, but also can greatly reduce the financial risk of interruption. Manufacturers and banks benefit from trade credit insurance purchase. But with people's intuition on the contrary, the trade credit insurance purchase does not necessarily help manufacturers get lower interest rates, Because the trade credit reduces the risk of default by the manufacturer, the bank will in order to obtain higher profits and higher interest rates.2) operation interruption risk preventive cost sharing investment and capacity recovery research considering the manufacturer can use the prior prevention and post management is the way to deal with disruption risk, namely preventive investment in order to reduce the impact of emergency production on the ability in emergency, and the unexpected event, while the production capacity of the recovery effort, the allocation of investment and prevent retailers sharing capacity recovery effort cost two kinds of incentive strategy, allocation decision of preventive investment and productivity of manufacturers and retailers and recovery decision-making strategies. The study found with no incentive strategy compared to preventive investment incentive strategy can improve the manufacturer and the retailer's expected profit, and To restore the incentive strategy will increase the manufacturer's expected profit, but not necessarily to improve the retailer's expected profits help. In addition, when the capacity recovery coefficient is very low, most of the strategy choice of manufacturer and retailer is different; when the capacity recovery coefficient is larger, in most cases, preventive investment incentive is a win-win strategy the strategy, which manufacturers and retailers are willing to adopt preventive investment incentive strategy.3) operation interruption risk financing assistance and coordination of supply chain research considering the retailer through prior contract manufacturer of punishment made to resume production in order to reduce the shortage caused by the loss of profits, or after the occurrence of unexpected events through loans to manufacturers to face financial constraints financing, help the production recovery, studies how to choose optimal decisions and Strategies of both sides under different strategies research questions. Study found that when the manufacturer capital adequacy, shortage penalty can effectively promote manufacturers to resume production, but when the manufacturer capital constraint, financial aid and the shortage penalty for the benefit of both the manufacturer and the retailer. The manufacturers are facing the risk of production disruptions, by making out the penalty coefficient to achieve supply chain coordination. In addition, find the optimal concentration the delivery amount is less than the optimal decision under centralized decision of delivery, and centralized decision-making under the shortage penalty is lower than that of the decentralized stock punishment.

【学位授予单位】：南开大学
【学位级别】：博士
【学位授予年份】：2015
【分类号】：F274

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