随机价格条件下零售商风险厌恶的应急数量弹性契约研究  

Research on emergency quantity flexibility contract with stochastic price considering the risk-averse retailer

作　　者：史文强 刘浪 汪明月[4] 吴双胜 李文川[5] SHI Wenqiang;LIU Lang;WANG Mingyue;WU Shuangsheng;LI Wenchuan(School of Management and Economics,Beijing Institute of Technology,Beijing 100081,P. R. China;Collaborative Innovation Center for Aviation Economy Development of Henan Province,Zhengzhou 450046,P. R. China;School of Economics and Management,East China Jiaotong University,Nanchang 330013,P. R. China;School of Public Policy and Management,University of Chinese Academy of Sciences,Beijing 100190,P. R. China;School of Economics and Management,Nanchang Hangkong University,Nanchang 330063,P. R. China)

机构地区：[1]北京理工大学管理与经济学院,北京100081 [2]航空经济发展河南省协同创新中心,河南郑州450046 [3]华东交通大学经济管理学院,江西南昌330013 [4]中国科学院大学公共政策与管理学院,北京100190 [5]南昌航空大学经济管理学院,江西南昌330063

出　　处：《重庆大学学报（社会科学版）》2019年第4期101-112,共12页Journal of Chongqing University(Social Science Edition)

基　　金：国家自然科学基金项目“价格随机条件下多因素扰动的应急供应链协调机制研究”(71562013);国家自然科学基金项目“制造物联背景下面向多行为特性的企业RFID技术采纳行为研究”(71461022)

摘　　要：文章以风险厌恶的零售商和风险中性的供应商组成的二级供应链为研究对象,考虑突发事件造成市场需求大幅减小、市场价格随需求波动,对原有的“利润-CVaR”风险度量准则加以改进,构建市场价格随机条件下零售商风险厌恶的数量弹性契约模型,求解供应链应对突发事件时的最优订货及定价策略,同时运用数值模拟分析了风险厌恶程度及需求函数波动程度对供应链最优决策及供应链成员收益的影响。研究结果表明:在价格随机与零售商风险厌恶情形下,采用数量弹性契约能够使供应链实现供应链协调,并使供应链最优决策对零售商风险厌恶程度及需求的波动程度具有较强的鲁棒性。A two-stage supply chain with a risk-averse retailer and a risk-neutral supplier is considered, among which the demand decreases sharply and market price fluctuates randomly with emergencies. A "modified profit-CVaR" criteria is put forward to measure the impact of risk aversion. Then a quantity flexibility contract model under random price is constructed based on the "modified profit-CVaR" when retailer is risk-neutral, together with the optimal ordering and wholesale price strategy for supply chain to respond to emergencies. Meanwhile, a numerical simulation is set up to analyze the influence of the aversion degree and the demand function volatility degree on the optimal decision and the supply chain members' profits. The results show that:in the case of risk aversion and stochastic price, the quantity flexibility contract can make the supply chain achieve coordination, and can make the supply chain optimal decisions have strong robustness to the degree of risk aversion and demand fluctuation.

关 键 词：随机价格 风险厌恶 数量弹性契约 条件风险价值 供应链协调 

分 类 号：F406.2[经济管理—产业经济] F252.21