考虑销售商风险规避的双边信息不对称的供应链协调

发布时间：2018-05-13 06:23

本文选题：供应链协调 + 双边不对称信息　；参考：《中国管理科学》2015年03期

【摘要】：非对称信息和风险态度成为影响供应链协调的重要因素,而契约机制设计是实现协调的一种方法。本文在双边成本信息不对称情形下研究供应链契约机制的设计问题。考虑了由一个风险中性的供应商和一个风险规避的销售商组成的二级供应链,供应商和销售商分别拥有私人的生产成本信息和销售成本信息。在分散决策下,供销双方为获得更好的私人利得从而有隐藏信息的动机。为实现信息的真实揭示,文中引入了利他委托人这一概念,从而供应链成为协调主体。借助AGV机制思想,设计了具有激励性质的转移支付,并且基于均值-方差方法建立了非对称信息下的供应链模型。我们发现销售商风规避度在一定范围时,所设计的激励机制能够实现供销双方信息的真实揭示,但并不能完全保证双方的事后非负收益。为解决这一问题,给出一种以期望信息租金比为基础的事后收益分配规则,设计了补偿参数。结合转移支付和补偿参数,提出了一个契约机制。我们发现当销售商风规避度不超过上界kr时,该机制能真实的揭示信息,并且能够保证供销双方的事后合理的收益分配。此外,当供销双方真实揭示信息时,风险规避度较大的销售商组成的供应链有更低商品交易量和供应链收益。最后,给出数值算例,验证信息揭示的激励有效性并对风险规避度进行敏感性分析。本文的研究将对双边不对称信息下的供应链管理提供一定的理论基础和实践指导。
[Abstract]:Asymmetric information and risk attitude are important factors influencing supply chain coordination, and contract mechanism design is a method to achieve coordination. In this paper, we study the design of supply chain contract mechanism in the case of asymmetric cost information. A two-level supply chain consisting of a risk-neutral supplier and a risk-averse vendor is considered. The supplier and seller have private production cost information and sales cost information respectively. Under the decentralized decision, both suppliers and marketers have the motive of hiding information in order to obtain better private gain. In order to realize the true disclosure of information, this paper introduces the concept of altruistic client, thus the supply chain becomes the main body of coordination. With the help of the idea of AGV mechanism, the transfer payment with incentive property is designed, and the supply chain model under asymmetric information is established based on mean-variance method. We find that when the wind-evading degree of the seller is in a certain range, the incentive mechanism designed can realize the true disclosure of the information between the supplier and the seller, but it can not completely guarantee the non-negative return after the event. In order to solve this problem, a compensation parameter is designed, which is based on the expected information rent ratio. Combining the transfer payment and compensation parameters, a contract mechanism is proposed. We find that when the wind-evading degree of the seller does not exceed the upper bound KR, the mechanism can reveal the information truthfully, and can guarantee the reasonable distribution of the profit between the supplier and the seller after the event. In addition, when both suppliers and sellers reveal the information, the supply chain with higher risk aversion has lower commodity trading volume and lower supply chain income. Finally, a numerical example is given to verify the incentive effectiveness revealed by the information and to analyze the sensitivity of risk aversion. The research in this paper will provide some theoretical basis and practical guidance for supply chain management under bilateral asymmetric information.
【作者单位】：西南民族大学计算机科学与技术学院;四川大学商学院;
【基金】：国家自然科学基金资助项目(71071103) 教育部人文社会科学西部和边疆地区项目青年项目(13XJC630014) 中央高校青年老师项目(2014NZYQN30)
【分类号】：F224;F274

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