风险规避情况下最优质量契约的设计

发布时间：2018-04-24 07:01

本文选题：委托代理 + 不对称信息　；参考：《南京理工大学》2014年硕士论文

【摘要】：供应链管理从运用以来,受到众多企业的重视和参与,企业的经营管理和战略发生了质的改变。它们纷纷集中自身的优势,发挥所长,把焦点放于核心业务,而避其所短,转嫁其非核心的业务。这一方面便于企业做精做强,但同时也带来了供应链环境下质量控制的复杂性,尤其是国内近几年来频频发生的食品质量安全问题,使得更多的企业认识到质量是供应链高效运行的根本,也是供应链管理的重要目标之一。首先,本文构建了供应链双方的期望收益模型,其中包含主导方OEM的收益模型和承包方CM的收益模型。本文考虑把产品质量水平纳入影响双方目标利润的重要因素,同时,通过产品的质量水平来确定其他相关合约参数的设置水平,以最终给供应链决策方在制定合同契约时提供有力依据。此外,本文在考虑这些相关参数设定的同时,更从供应链环境的现实角度出发,引入了承包方CM的风险规避系数,把它作为风险规避型的企业予之考虑,符合复杂而迅速发展的供应链实际,具有相对较高的研究价值。其次,针对供应链主体在质量方面所做努力不同,分别从单边道德风险情形和双边道德风险情形,考虑发包方和承包方目标利润函数,对于在此种情形下供应链双方利润函数的建立问题,传统的研究是采用线性的利润分配模型,而本文则在已有的研究基础上,采用了更优的非线性契约形式,具有创新特性。基于此,本文建立契约模型是围绕着四个主线展开,它们分别是：单边道德风险情形下线性契约模型、单边道德风险情形下非线性契约形式、双边道德风险下线性契约模型和双边道德风险下非线性的契约式。最后通过一系列的模型求解过程,确定了各契约参数的具体取值,即一次性固定支付、单位产品支付、市场价格、收益分享函数。同时分析比较出了,在相同供应链环境下,采取何种形式的契约模型能够取得更大收益,具有最优特性。分析得到：非线性契约形式中的OEM获得的收益,始终要比线性获得的收益大。需特别指出的是,无论是考虑线性契约形式,还是非线性契约形式时,本文都从信息对称和信息不对称两种情形予以讨论,初步研究成果表明：在信息对称的情况下,已有风险中性的研究是本文研究的特例,本文考虑风险态度的研究是已有研究的一个推广。最后通过运用算例予以证实。本文希望能为供应链企业之间契约谈判,以及控制质量风险提供有效的理论参考依据。
[Abstract]:Supply chain management (SCM) has been valued and participated by many enterprises since its application, and the management and strategy of enterprises have changed qualitatively. They focus on their core business by focusing on their own advantages and transferring their non-core business. On the one hand, it is convenient for enterprises to improve and strengthen, but it also brings the complexity of quality control in the supply chain environment, especially the food quality and safety problems that occur frequently in China in recent years. More and more enterprises realize that quality is the foundation of efficient operation of supply chain and one of the important goals of supply chain management. First of all, this paper constructs the expected return model of both supply chain parties, which includes the income model of OEM, the lead party, and the revenue model of contractor CM. In this paper, the quality level of the product is considered to be an important factor affecting the target profit of both parties. At the same time, the setting level of other relevant contract parameters is determined by the quality level of the product. In order to provide the supply chain decision-maker with a strong basis for making the contract. In addition, this paper takes these parameters into consideration and introduces the risk aversion coefficient of contractor CM from the point of view of supply chain environment, which is considered as a risk-averse enterprise. In line with the complex and rapid development of supply chain reality, has a relatively high research value. Secondly, according to the different efforts made by the main body of the supply chain in terms of quality, the objective profit function of the supplier and the contractor is considered from the unilateral moral hazard and the bilateral moral hazard, respectively. For the problem of establishing the profit function of both sides in the supply chain, the traditional research is based on the linear profit distribution model, and this paper adopts a better nonlinear contract form on the basis of the existing research, which has the innovative characteristics. Based on this, the contract model is built around four main lines: linear contract model under unilateral moral hazard and nonlinear contract form under unilateral moral hazard. Linear contract model under bilateral moral hazard and nonlinear contract formula under bilateral moral hazard. Finally, through a series of model solving processes, the specific value of each contract parameter is determined, that is, one-off fixed payment, unit product payment, market price, income sharing function. At the same time, it is found that under the same supply chain environment, what kind of contract model can get more benefit and has the best characteristics. The results show that the OEM in the form of nonlinear contract always gains more than the linear one. It should be pointed out that whether linear contract form or nonlinear contract form are considered in this paper, information symmetry and information asymmetry are discussed in this paper. The preliminary research results show that: in the case of information symmetry, The research on risk neutrality is a special case in this paper, and the study of risk attitude is a generalization of the previous research. Finally, an example is used to prove it. This paper hopes to provide an effective theoretical basis for contract negotiation and quality risk control among supply chain enterprises.
【学位授予单位】：南京理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F274

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