基于需求不信任导致的保险金风险研究

Insurance Risk Management due to Distrusted Demand

制造商在向供应商下达订单前,首先汇报其预测的市场需求。由于制造商的汇报需求和供应商用于产能决策的市场需求预测之间会有差异,这会导致供应商对制造商产生不信任。对于这种不信任建模,将其看作是一个随机变量,并通过保险金的方式来降低风险。博弈论方法严谨的论证了供应商产能设置、制造商汇报需求和保险金设置的决策过程。数值算例说明了该决策过程,并证明预测的需求差异越小则保险金费用越少。

We consider a supply chain consisting of a supplier and a manufacturer, which operates on the reported demand from the manufacturer, and there may be a gap between it and supplier＇s own demand estimate for deciding production capacity, due to potential distrust. We model this distrust as a random variable and use insurance to mitigate the risk due to the distrust. We then use game theory to rigorously analyze the issue with insurance premium. Numerical examples show that the insurance charge becomes less when the demand order is smaller （and the gap becomes smaller）.