基于期权及保险的农产品供应链的协调优化研究

The Coordination and Optimization of Agricultural Supply Chain Based on the Option Contract and Insurance

针对种植业的农产品供应链因受自然风险的影响而难以协调且利润低下,首次将期权契约和农业保险综合应用实现农产品供应链的协调与优化。首先引入期权契约,建立集中决策和分散决策下的供应链利润模型,论证了期权的协调效用;然而针对自然风险的管理,期权尤显不足,因此引入农业保险,建立农业保险和期权契约共同作用的供应链利润模型,论证了农业保险的低保费和高理赔可以弥补期权在自然风险问题上的不足,并实现供应链系统的优化;最后通过数值算例对模型的合理性进行了验证并给出决策策略建议。研究表明:基于期权及农业保险,能够有效地实现自然风险下种植业农产品供应链的协调和系统的优化。

As to the weak coordination of agricultural products supply chain and its vulnerability by natural disasters,this paper deals with the coordination mechanism and the optimization of agricultural supply chain by introducing both the option contract and agricultural insurance for the first time.First,with the option contract introduced,a supply chain profit model under centralized decision and decentralized decision is established to demonstrate the coordination utility of the option.Secondly,agricultural insurance,as a tool of risk management,is introduced.An agricultural supply chain profit model with both the option and the insurance is established,and the low premiums and high claims payment insurance which help to make up for option’s deficiencies and achieve the system’s further optimization is demonstrated.Finally,a numerical example is used to verify the results,which show that based on the option contract and the agricultural insurance,agricultural supply chain achieves the coordination and a further optimization effectively.