价格随机条件下参与者均风险厌恶的应急数量弹性契约研究

Emergency Quantity Flexibility Contract of All Participants' Risk Aversion under Stochastic Price

考虑突发事件导致参与者均风险厌恶、市场需求缩小和市场价格随机波动时,数量弹性契约能否再次协调二级供应链。在研究过程中建立了价格随机下的条件风险价值函数,同时对模型进行数值模拟分析。研究结果表明:在参与者风险厌恶与价格随机的情形下,应急数量弹性契约有效地消除了突发事件对市场供需的影响,具有良好的抗突发性和抗风险厌恶性,通过拟定一个合理的批发价和订货数量,仍能让供应链协调。

This paper investigated whether the quantity flexible contract can coordinate the two-echelon supply chain again when emergencies cause the risk aversion of all participants and there appear the reduction of market demand and the random fluctuation of the market price. The conditional value-at-risk（Va R） function under stochastic price was established, and the model was analyzed through numerical simulation. Relevant results showed that the quantity flexible contract eliminates the impact of unexpected events on the market supply and demand effectively and has good resistance to suddenness and risk-aversion. Meanwhile, this contract can coordinate the supply chain with reasonable pricing and ordering quantity.