供应突发事件下基于CVaR的供应链订货决策及协调  

Supply Chain Ordering Decision and Coordination Mechanism Based on CVa R under Supply Disruption

作　　者：朱传波[1] 季建华[2] 曾顺秋[3] 

机构地区：[1] 杭州师范大学阿里巴巴商学院,浙江杭州310016 [2] 上海交通大学中关物流研究院,上海200052 [3] 湖南大学工商管理学院,湖南长沙410079

出　　处：《管理工程学报》2015年第2期202-209,共8页Journal of Industrial Engineering and Engineering Management

基　　金：国家自然科学基金资助项目(70732003,71171070);国家社科基金青年资助项目(10CGL026);浙江省自然科学基金资助项目(LY12G02009);浙江省哲学社科规划资助项目(11JCGL09YB)

摘　　要：供应突发事件下,引入条件风险值(conditional value at risk-CVa R)刻画了零售商的运营目标,构建了收益共享契约下的供应链订货模型,着重研究了CVa R下的供应链协调及零售商最优订货量对供应商可靠性及对其自身的风险规避系数的敏感性。研究表明:收益共享契约具有一定的鲁棒性,能协调突发事件风险下的供应链;风险规避型零售商的最优订货量总是不小于风险中性情况,且风险规避程度越高,订货量越大;最优订货量对供应商可靠性均值的敏感性不依赖于零售商的风险规避程度,且均值越小,最优订货量越大,这与风险中性情况是类似的;最优订货量对供应商可靠性标准差的敏感性则依赖于零售商的风险规避程度,当零售商的风险规避程度较高时,供应可靠性标准差越大,最优订货量越大,这与风险中性情况是相反的。Unexpected events are occurring more frequently and creating a series of supply chain risks to companies, such as supplier risk. Supplier risk is originated from strike, fire, natural disasters and other emergencies, which can interrupt supply chain operations and create operational risk to companies in the downstream supply chain. Under disruption risk, ex post coping method （after disruption） is limited by the lack of emergency resources, the urgency of the emergency response time and inadequate emergency plan due to the personalized eharaeteristie of products and components. Thus, ex ante coping method （prior to disruption） is very important for decision-makers. With the increasingly frequent occurrence of unexpected events and their serious consequences, decision makers become more conservative, and their behaviors can change buyer＇s ordering strategy. To serve the market, the retailer needs to consider the uncertainty of supply and demand for ordering decisions before production and selling seasons, and coordinate supply chain by the means ofreveune sharing contract. The research mainly studies the retailer＇s optimal order quantity and the eondition of supply chain coordination. In the first part, this paper assumes that two supply chain agents＇ attitude is risk neutral, and studies a two-echelon supply chain coordination model with one supplier and one retailer in the newsvendor problem context. In the second part, we consider that retailer＇s risk attitude may be converted to risk averse from risk neutral in the face of the risk of unreliable supply or serious supply disruption because the supplier is unreliable as a result of unexpeeted events. As the most used two criteria in the domain of finance risk measurement, VaR and CVaR can be used to describe decision-maker＇s risk-averse attitude. Compared to VaR, CVaR can measure the average loss that is beyond fl -quartile which VaR ignores. At the same time, the average loss that is beyond fl -quartile is exactly what decision-makers are con

关 键 词：突发事件应急管理 供应商不可靠 风险规避 CVA R 收益共享契约 

分 类 号：F406.2[经济管理—产业经济]