利用保险机制协调易逝品供应链的模型研究
发布时间：2018-11-15 12:29
【摘要】：在我国供应链金融迅猛发展的背景下,我国供应链保险的推进进程却非一帆风顺,目前仅有一种供应链保险险种(农产品价格指数保险),折射出供应链保险的创新乏力。在学术界,对供应链协调契约的研究由来已久,但关于利用保险机制协调易逝品供应链的理论研究仍旧较少,且集中于供应链内部成员之间签订的保险契约,并非真正可市场化的保险产品。基于上述原因,本文选取单供应商、单零售商所构成之单周期型易逝品二级供应链作为研究对象,针对其存在的"双重边际化"问题,创新提出引入市场化商业保险机制以协调供应链,希望既可拓宽供应链协调理论研究边界,又能支持供应链保险领域实践创新。本文以供应链内部化的保险契约为基础,考虑了库存监管的信息不对称问题,建立了参与主体风险中性、参与主体风险厌恶、突发事件风险情形下的三种供应链模型,基于理论推导与算例分析,对利用市场化保险机制协调易逝品供应链的设想进行了探讨,得到三个主要结论:第一,针对三个模型中不同的易逝品供应链,引入市场化保险机制均能够协调供应链,但供应链协调的约束条件有异;第二,利用市场化保险机制协调由风险厌恶型参与主体组成的供应链,其难度大于协调参与主体风险中性的供应链;第三,一般情形下引入保险机制是突发事件风险下引入保险机制的特例,且不同类型的突发事件对利用保险机制协调易逝品供应链的影响不同。最后,我们向供应链参与方、保险公司及政府部门提供了管理建议,并提出了引入市场化保险机制协调易逝品供应链的"两步走"实施路径:第一步,先由政府机构通过运用保费补贴、税收减免等政策工具,引导保险公司针对一些关系国计民生的易逝品品类开发新型供应链保险险种,试点介入供应链协调与管理过程;第二步,待保险公司的介入能够有效降低供应链库存监管总成本之后,政府支持便可择机退出,从而营造公平的市场竞争环境,使供应链保险险种实现市场化运作,保险公司可将其推广并覆盖至更多的易逝品品类,进而实现不同类型易逝品供应链之间的风险对冲。
[Abstract]:Under the background of the rapid development of supply chain finance in our country, the advance process of supply chain insurance in our country is not plain sailing. At present, there is only one supply chain insurance (agricultural product price index insurance), which reflects the lack of innovation of supply chain insurance. In academic circles, the research on supply chain coordination contract has a long history, but the theoretical research on coordination of perishable goods supply chain by using insurance mechanism is still few, and it focuses on the insurance contract signed between the members of the supply chain. Not really marketable insurance products. Based on the above reasons, this paper chooses the two-stage supply chain of single cycle perishable goods, which is composed of single supplier and single retailer, as the research object, aiming at its "double marginalization" problem. The innovation proposes the introduction of market-oriented commercial insurance mechanism to coordinate the supply chain, hoping that it can not only broaden the research boundary of supply chain coordination theory, but also support the practical innovation in the supply chain insurance field. Based on the insurance contract of supply chain internalization, this paper considers the information asymmetry of inventory supervision, and establishes three supply chain models under the condition of risk neutrality, risk aversion and emergency risk. Based on theoretical derivation and example analysis, the assumption of coordinating perishable goods supply chain with market-oriented insurance mechanism is discussed, and three main conclusions are obtained: first, aiming at different models of perishable goods supply chain, The introduction of market-oriented insurance mechanism can coordinate the supply chain, but the constraints of supply chain coordination are different; Secondly, it is more difficult to coordinate the supply chain composed of risk-averse participants than the risk-neutral supply chain by using market-oriented insurance mechanism. Thirdly, the introduction of insurance mechanism in general is the special case of introducing insurance mechanism under the risk of unexpected events, and different types of emergencies have different effects on coordination of perishable goods supply chain by using insurance mechanism. Finally, we provide management advice to supply chain participants, insurance companies and government departments, and propose a "two-step" implementation path of introducing market-oriented insurance mechanism to coordinate the supply chain of perishable products: the first step, First, through the use of insurance premium subsidies, tax relief and other policy tools to guide insurance companies to develop new supply chain insurance for some perishable products related to the national economy and the people's livelihood, and pilot intervention in the supply chain coordination and management process; The second step, after the intervention of the insurance company can effectively reduce the total cost of inventory supervision in supply chain, the government can choose the opportunity to withdraw, thus creating a fair market competition environment, so that supply chain insurance can realize market-oriented operation. Insurance companies can promote and cover more perishable products, and then hedge the risk between different types of perishable goods supply chain.
【学位授予单位】：南京大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F274;F842
，
本文编号：2333302
[Abstract]:Under the background of the rapid development of supply chain finance in our country, the advance process of supply chain insurance in our country is not plain sailing. At present, there is only one supply chain insurance (agricultural product price index insurance), which reflects the lack of innovation of supply chain insurance. In academic circles, the research on supply chain coordination contract has a long history, but the theoretical research on coordination of perishable goods supply chain by using insurance mechanism is still few, and it focuses on the insurance contract signed between the members of the supply chain. Not really marketable insurance products. Based on the above reasons, this paper chooses the two-stage supply chain of single cycle perishable goods, which is composed of single supplier and single retailer, as the research object, aiming at its "double marginalization" problem. The innovation proposes the introduction of market-oriented commercial insurance mechanism to coordinate the supply chain, hoping that it can not only broaden the research boundary of supply chain coordination theory, but also support the practical innovation in the supply chain insurance field. Based on the insurance contract of supply chain internalization, this paper considers the information asymmetry of inventory supervision, and establishes three supply chain models under the condition of risk neutrality, risk aversion and emergency risk. Based on theoretical derivation and example analysis, the assumption of coordinating perishable goods supply chain with market-oriented insurance mechanism is discussed, and three main conclusions are obtained: first, aiming at different models of perishable goods supply chain, The introduction of market-oriented insurance mechanism can coordinate the supply chain, but the constraints of supply chain coordination are different; Secondly, it is more difficult to coordinate the supply chain composed of risk-averse participants than the risk-neutral supply chain by using market-oriented insurance mechanism. Thirdly, the introduction of insurance mechanism in general is the special case of introducing insurance mechanism under the risk of unexpected events, and different types of emergencies have different effects on coordination of perishable goods supply chain by using insurance mechanism. Finally, we provide management advice to supply chain participants, insurance companies and government departments, and propose a "two-step" implementation path of introducing market-oriented insurance mechanism to coordinate the supply chain of perishable products: the first step, First, through the use of insurance premium subsidies, tax relief and other policy tools to guide insurance companies to develop new supply chain insurance for some perishable products related to the national economy and the people's livelihood, and pilot intervention in the supply chain coordination and management process; The second step, after the intervention of the insurance company can effectively reduce the total cost of inventory supervision in supply chain, the government can choose the opportunity to withdraw, thus creating a fair market competition environment, so that supply chain insurance can realize market-oriented operation. Insurance companies can promote and cover more perishable products, and then hedge the risk between different types of perishable goods supply chain.
【学位授予单位】：南京大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F274;F842
，
本文编号：2333302
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