基于回购契约的风险厌恶零售商的供应链协调
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引用本文:罗春林.基于回购契约的风险厌恶零售商的供应链协调[J].经济数学,2010,27(4):8-15
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作者单位
罗春林 (江西财经大学 信息管理学院 江西 南昌330013) 
中文摘要:研究了由风险中性的供应商和风险厌恶的零售商组成的二级供应链协调问题.零售商的风险厌恶由CVaR来度量,研究表明:零售商的风险厌恶加剧了双重边际效应,恶化了供应链效益.为了实现供应链的协调,供应商提出回购契约以减轻零售商的风险顾虑引导其增加订货量,结果表明:当零售商的风险厌恶超过了一定的程度,回购契约不能实现供应链协调;当供应链可以通过回购契约实现协调时,供应链的协调利益可以在供应商和零售商之间进行任意的分配,具体的分配结果取决于他们的讨价还价-能力.
中文关键词:风险厌恶,供应链,协调,回购契约
 
Supply Chain Coordination with a Risk-Averse Retailer through Buy Back Contract
Abstract:This paper studied the coordination of a two-echelon supply chain with a risk-neutral supplier and a risk averse retailer. The risk aversion of the retailer was measured by Conditionally Value-at-Risk (CVaR). The research has shown that the risk aversion aggravates the effect of double marginalization and deteriorates the efficiency of the supply chain. To coordinate the supply chain, the supplier provides the buy back policy to share the risk of overordering with the retailer and further to induce more order. But we find that when the risk aversion is too large, the buy back contract cannot coordinate the supply chain. When the supply chain can be coordinated by buy back contract, the profit can be allocated arbitrarily between them, and the last allocating result depends on their bargaining power.
keywords:risk averse  supply chain  coordination  buy back contract
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