风险厌恶下天气影响产出的农产品供应链协调  

Coordination of agri-food supply chain with weather-related yield under risk-averse producer

作　　者：但斌[1] 伏红勇[1] 徐广业[1] 陈伟[1] 

机构地区：[1]重庆大学经济与工商管理学院,重庆400044

出　　处：《系统工程学报》2014年第3期362-370,共9页Journal of Systems Engineering

基　　金：国家自然科学基金资助项目(70972056;71172084);中央高校基本科研业务费资助项目((CDJSK11003)

摘　　要：针对农产品产出受不利天气影响的特点,在农产品生产商为风险厌恶的情形下,建立了由生产商和销售商组成的两级农产品供应链随机利润模型,基于条件风险价值(conditional value-at-risk,CVaR)准则,构建具有风险厌恶特性生产商的条件风险价值模型,分析了不利天气与生产商的风险厌恶度对最优农资投入水平及供应链协调的影响.研究表明:生产商的风险厌恶特性加剧了双重边际效应并降低了供应链利润;在销售商所设计的单位产品风险补偿与转移支付满足一定条件下,与不利天气指数和风险厌恶度相关的风险补偿机制能够实现农产品供应链的完美共赢协调,这增强了不利天气影响下农产品供应链的稳健性并在一定程度上保障了农产品的稳定供应.To aim at the characteristic that adverse weather affects the outputs of agri-foods, this paper firstly builds a stochastic profit model for a two-stage agri-food supply chain that consists of a risk-averse producer and a risk-neutral sales-agent. Secondly, based on CVaR （conditional value-at-risk） criterion, a CVaR model is established in view of the risk-averse producer. Finally, the paper analyzes the effects of adverse weather and producer＇s risk-averse degree on optimal investment level and supply chain coordination. The results show that the producer＇s risk-averse characteristics intensifies double marginalization phenomenon and reduces the supply chain profits. If the risk-reward of unit product and transfer payment are satisfied certain conditions, the perfect and win-win coordination of the agri- food supply chain will be achieved by the risk-reward mechanisms. This can enhances the robustness of the agri-food supply chain under the influence of adverse weather, and also guarantees the stable supply of agri-foods.

关 键 词：农产品供应链 供应链协调 风险厌恶 CVAR 天气 

分 类 号：F224[经济管理—国民经济]