基于CVaR的风险规避服务商质量保证策略

Quality Assurance Strategy of Risk-averse Service Providers Based on CVaR

将质量承诺考虑在内,构建了基于CVaR准则的决策模型,研究了一个具有风险规避态度的服务商在单独决策和联合决策下的最优定价、缺陷补偿和承诺水平等决策问题,并进一步探讨了服务商风险规避程度对最优决策的影响。此外,数值分析揭示了风险规避对服务商条件风险值的影响。研究发现:服务商风险规避的特性会造成自身利润的损失,即其对风险越规避,条件风险值越低;单独决策情形下,当其他条件确定时,服务价格、承诺水平与风险规避程度呈负相关关系,质量缺陷补偿与风险规避程度呈正相关关系;两者联合决策情形下,当质量缺陷补偿一定时,服务价格、承诺水平与风险规避程度存在正相关关系。

In this paper,taking quality commitment into consideration,we constructed a decision-making model based on CVaR criteria,and used it to study the decision-making issues such as optimal pricing,defect compensation and commitment level,et al.,for a riskaverse service provider under individual and joint decision-making respectively before further addressing the influence of extent of risk aversion of the service provider on the optimal decision.In addition,a numerical analysis revealed the impact of risk aversion on the conditional risk value of the service provider.The study found that the characteristics of the service provider's risk aversion would result in their loss of profit,that is,the more averse to risk they were,the lower their conditional risk value;in the case of individual decision-making,where other conditions were determined,service price,commitment level and extent of risk aversion were negatively correlated,while quality defect compensation and extent of risk aversion were positively correlated;in the joint decision-making scenario,where the quality defect compensation was determined,positive correlation existed between service price,commitment level and extent of risk aversion.