具有风险偏好的供应链收入共享契约协调模型

发布时间：2018-12-21 08:44

【摘要】：针对一个由风险中性供应商和具有风险偏好的零售商构成的两级供应链系统,建立了由悲观系数和风险厌恶程度两个风险参数描述的基于均值-CVaR决策准则的供应链收入共享契约模型。推导了不同风险偏好(风险厌恶、风险中性和风险喜好)下的零售商最优订货量,分析了不同风险偏好参数下的零售商订货变化情况,给出了基于收入共享契约的最佳协调机制,并讨论了各成员运作策略和绩效随系统参数的变化情况。最后,通过数值计算验证了收入共享契约的有效性。结果表明,收入共享契约不仅能够协调风险中性条件下的供应链,对于考虑不同风险偏好态度的供应链同样能够实现完全协调。与风险中性情况不同,考虑风险偏好下的供应链成员利润将受契约参数和风险参数两方面影响。
[Abstract]:For a two-tier supply chain system consisting of risk-neutral suppliers and risk-sensitive retailers, A supply chain revenue-sharing contract model based on mean CVaR decision criterion is established, which is described by two risk parameters: pessimism coefficient and risk aversion degree. The optimal order quantity of retailers under different risk preferences (risk aversion, risk neutrality and risk preference) is derived, and the variation of retailers' orders under different risk preference parameters is analyzed. The optimal coordination mechanism based on the revenue sharing contract is given, and the variation of each member's operation strategy and performance with the system parameters is discussed. Finally, the validity of the revenue sharing contract is verified by numerical calculation. The results show that the revenue-sharing contract can not only coordinate the supply chain under risk-neutral conditions, but also fully coordinate the supply chain with different risk preference attitudes. Different from risk neutrality, the profit of supply chain members considering risk preference will be affected by contract parameters and risk parameters.
【作者单位】：东北大学工商管理学院;
【基金】：国家自然科学基金资助项目(71372186) 教育部人文社会科学研究一般资助项目(11YJC630165)
【分类号】：F274;F713.32

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