基于期权与集成商风险规避的物流服务供应链协调  

Logistic service supply chain coordination based on option and integrator risk aversion

作　　者：李剑锋[1,2] 陈世平[1] 黄祖庆[2] 汤易兵[2] 

机构地区：[1]上海理工大学管理学院/网络中心,上海200093 [2]中国计量学院经济与管理学院,浙江杭州310018

出　　处：《计算机集成制造系统》2013年第5期1105-1114,共10页Computer Integrated Manufacturing Systems

基　　金：国家自然科学基金资助项目(71071146,61170277,71173203);浙江省高校人文社科基地资助项目(RWSKZD03-201204);浙江省社科规划课题成果资助项目(12JCGL20YB)~~

摘　　要：为了在市场需求不确定和集成商风险规避的情形下探讨期权在物流服务供应链中的应用,利用条件风险值,建立集成商风险规避模型、供应商风险规避模型和供应链风险规避模型,得出集成商的最优初始订购量、最优期权购买量和供应商的最优期权价格、最优期权执行价格。研究结果表明,集成商风险规避对集成商和供应商的决策均有重要影响;在集成商风险规避的情况下,物流服务供应链不能实现协调;期权机制下的供应链及其成员的收益优于不引入期权的情况,实现了Pareto改进。最后,对理论模型进行详细的模拟分析,验证了期权在物流服务供应链中分散风险的有效性。To discuss the application of option in logistics service supply chain under the circumstance of market demand uncertainty and integrator risk aversion,integrator risk aversion model,supplier risk aversion model and supply chain risk aversion model were constructed based on conditional value-at-risk aversion.Integrator＇s optimal initial order quantity as well as optimal option order quantity and supplier＇s optimal option price as well as optimal exercise price were obtained.The results showed that the integrator＇s and supplier＇s strategy were affected by integrator risk aversion.Under the circumstance of integrator risk aversion,the supply chain could not coordinate,and option could make the profits of the supply chain and the members better than that in the no option model,and the supply chain＇s Pareto improvement was reached.The simulation analysis was used to verify the effectiveness of option to spread risk in logistic service supply chain.

关 键 词：物流服务供应链 风险规避 期权 供应链协调 

分 类 号：F252[经济管理—国民经济]