价格随机条件下供应商风险厌恶的应急数量弹性契约研究

Emergency Quantity Flexibility Contract under Risk Aversion of a Supplier Considering Stochastic Price

在研究过程中对以往的"利润-CVaR"风险度量准则进行了修正,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:在供应商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,仍能让供应链实现协调。

This paper rectifies former risk measure criterion of ＂profit-CVaR＂to study whether the two-echelon supply chain can be coordinated under the new criterion. Furthermore,the numerical simulation analysis of the model is carried out.The results show that： considering risk aversion and stochastic price,emergency quantity flexibility contract has a favorable quality of anti-sudden and anti-risk aversion,and it can eliminate the impact of emergencies on the market supply and demand effectively. By drawing up a reasonable wholesale price and order quantity,the quantity flexibility contract can make the supply chain achieve coordination.