风险规避型供应链优化与协调契约模型研究  

Research on Supply Chain Optimization of Risk Averse and Coordination Contract Model

作　　者：于春云[1] 赵希男[2] 关志民[2] 彭艳东[1] 

机构地区：[1]东北大学秦皇岛分校商贸系,河北秦皇岛066004 [2]东北大学工商管理学院,辽宁沈阳110819

出　　处：《东北大学学报（自然科学版）》2011年第6期908-912,共5页Journal of Northeastern University(Natural Science)

基　　金：国家自然科学基金资助项目(70972100)

摘　　要：将近年来发展起来的金融风险控制工具——条件风险值,引入具有风险规避特性的供应链优化与协调问题的研究.建立了随机需求下由具有不同风险规避特性的单个供应商与单个零售商组成的两级供应链的条件风险值模型和基于条件风险值的最优订购量模型及协调供应链的最优回购契约模型,并对模型进行了分析,揭示了供应商和零售商的风险规避程度对最优订购量、回购价格、供应链协调及供应链合作稳定性的影响.最后通过一个算例进一步验证了研究结论.This paper introduces the recently developed financial risk control tool—the conditional value-at-risk to the study of the risk-averse supply chain optimization and coordination.First,for a two-echelon supply chain with a single supplier and retailer,we construct the conditional value-at-risk model,the optimal ordering quantity model and the returns contract model based on conditional value-at-risk under random demand and different risk-averse characteristics.Based on the analysis of the models,it then reveals the impact of the risk aversion of the supplier and retailer on the supply chains coordination and cooperation stability,the optimal ordering quantity and the buy-back price.Finally,we also give a numerical example to verify the conclusions.

关 键 词：条件风险值 风险规避 供应链协调 最优订购量模型 回购契约模型 

分 类 号：C274[社会学]