供应链应对突发事件的期权契约模型研究  

Option Contracts under Disruptions for Supply Chain Coordination

作　　者：覃艳华[1] 曹细玉[1] 

机构地区：[1]电子科技大学中山学院经济与管理系,广东中山528402

出　　处：《预测》2012年第1期60-64,共5页Forecasting

基　　金：广东省自然科学基金资助项目(10152840301000001)

摘　　要：本文考虑由一个制造商和一个零售商组成的二级供应链,在随机性市场需求下,首先分析了期权契约对供应链的协调作用;然后探讨了期权契约对突发事件的协调作用,研究表明:基准的期权契约对突发事件将不再发挥协调作用,为此,给出了供应链对突发事件的最优应对策略,并调整了原来的期权契约使其具有抗突发事件性。For a supply chain consisting of one manufacturer and one retailer facing stochastic market demand, the coordination function with option contract is analyzed firstly. Then, the coordination under disruptions with option contract is studied. The result shows that this supply chain coordination may be broken off by an disruption. Thus, an optimal strategy for the supply chain to the disruptions is given and, as optimal response to the disruptions, an adjusted option contract is proposed which has anti-disruption-ability.

关 键 词：突发事件 期权契约 供应链协调 抗突发事件性 

分 类 号：F274[经济管理—企业管理]