基于零售商不同风险偏好的三级供应链利润模型  

Three-stage supply chain profit model considering retailers' different risk preferences

作　　者：葛娜[1] 汪传旭[1] 姚漫[1] 

机构地区：[1]上海海事大学经济管理学院,上海201306

出　　处：《上海海事大学学报》2013年第3期54-59,共6页Journal of Shanghai Maritime University

基　　金：教育部人文社会科学基金(09YJA630094);教育部博士点专项科研基金(20093121110002);上海市研究生创新基金(yc2012021);上海市大文科研究生学术新人培育项目(wk2012010)

摘　　要：为研究供应链风险问题,考虑供应中断发生时制造商之间存在转运,零售商存在风险偏好、风险中性和风险厌恶等3种风险偏好,结合VaR和CVaR风险测量理论,引入期望利润截断水平和风险偏好程度,利用零售商决策者对高盈利和低盈利水平的不同关注度,构建订单决策模型;建立目标规划函数,使订单决策在最大化零售商利润的同时,满足供应链总利润最大.通过算例分析对模型进行验证,并比较分析得出,不同风险偏好对供应链订单量和供应链总利润影响不同,零售商具有适度风险偏好时的供应链总利润和各方利润要高于零售商为风险中性时的供应链总利润和各方利润.With consideration of transshipment in manufacturers when supply is disrupted and retailers＇ three risk preferences （ risk preference, risk neutral and risk aversion）, a model of order decision and a function of goal programming are presented to study supply chain risks. The model is built by combining VaR with CVaR risk measurement theory, introducing the expected profit truncation level and the degree of risk preferences, and considering the retailers＇ different attention to high or low profitability. The function of goal programming can maximize retailers＇ profits and the total supply chain profits simultane- ously. At last, a numerical example is given to show the effectiveness of the model. Through comparison, it can be shown that different risk preferences lead to different order assignments. The total profit and individual profits of a supply chain where retailers have appropriate risk preferences are higher than those where retailers are risk neutral.

关 键 词：供应链 风险 风险偏好 VAR CVAR 

分 类 号：F252.3[经济管理—国民经济] O211.67[理学—概率论与数理统计]