基于期望收益和差异系数的供应链风险池效应

Supply Chain Risk Pooling Effect Based on Expected Profits and Coefficient of Variation

针对已有供应链风险池效应的研究大多是单环节多源性的且主要是基于供应链成本的不足,考虑由一个供应商和多个零售商组成的二级供应链,从期望收益和差异系数的角度对比分析两种情景下集中库存系统和分散库存系统的表现以及是否存在风险池效应。结果表明:当需求确定而供应随机时,由于风险分散化效应,企业采取分散库存系统能减少收益差异系数,此时分散库存系统是最优的;当提前期和需求都不确定且需求会随着提前期而变化时,由于多环节多源性风险池效应,企业采取集中库存系统能增加期望收益。数值分析结果表明:供需都不确定下风险偏好型零售商应采取集中库存系统,且提前期标准差的增大或产品销售价格的降低都会增强风险池效应。有望帮助企业识别风险池效应发生的条件,提高其规避风险能力。

Most research on the risk pooling effect of supply chain is always investigating supply chain costs based on single link and multi-souree risk pooling.So this paper examines the expected profit and coefficient of variation of the system in both a centralized and a decentralized inventory system.This paper consider a two-echelon supply chain with one supplier and multiple retailers investigate whether there is a risk pooling effect in two scenarios.The results show that when demand is deterministic and supply is subject to disruption,the finn should choose a decentralized inventory system.In this case,a decentralized inventory system which can reduce the coefficient of variation of the profit is optimal due to the risk diversification effect.Furthermore, when both lead time and demand are stochastic and demand varies with lead time,the firm should choose a centralized inventory system to increase expected profit due to the multi-link and multi-source risk pooling effect.The numerical results show that a risk seeking firm should choose a centralized inventory system at first when supply and demand are uncertain.The benefits of multi-link and multi-source risk pooling effect is enhanced when σL increases or Z decreases.This paper can help firms identify the conditions for the occurrence of risk pooling effects and improve their ability to avoid risks.