供应风险下营业中断保险的供应链模型分析

Analysis of Supply Chain Model of Business Interruption Insurance Under the Supply Risk

把营业中断保险应用于供应链风险管理是运营结合金融的一个重要契机。本文考虑供应商通过投保营业中断保险转移供应风险,刻画了供应商、零售商、保险公司三方参与博弈的供应链模型,探讨了供应链和营业中断保险的相互影响以及保费的费率问题。研究发现通过对保费投资收益和供应风险的权衡,保险公司制定合理的费率后,投保可以实现三方共赢:除了供应链双方利润得到提升,保险公司也可以获利,供应链合作和保险的应用相互促进。

A variety of emergencies and disasters are more and more frequently striking the supply chain,and the supply chain globalization further exacerbates the supply chain risk,especially supply risk.The business interruption insurance is an important means of risk management.So the application of business interruption insurance in supply chain risk management is an important opportunity for combining operation with finance.From the perspective of supply chain risk management and combination of operation and insurance,a supplier is considered to transfer the supply risk through the business interruption insurance in the context of supply and demand uncertainty.By depicting a supply chain model with the supplier,retailer and insurance company involved in the game,interactions of the supply chain with the business interruption insurance and the problem of premium rate are explored.In the model,the insurance company makes the premium rate rfirst,then the supplier decides the wholesale price wand the insurance coverage L at the same time,lastly the retailer decides its order quantity q.The double integral and convex optimization method are applied to study the trilateral game model,and by the zero point theorem,monotonicity and concavity and convexity of continuous function,the existence and uniqueness of the optimal rate is proved.In this paper,the model without insurance of supplier is regarded as basic model,By contrasting the insuring situation with it,the interaction between supply chain and business interruption insurance is discovered.The numerical analysis shows the comparison of the order quantity,the wholesale price and the profit of supply chain members between the insuring situation and the situation without insurance.The study finds that the insuring can achieve a tripartite win-win situation after the insurance company makes a reasonable rate by weighing the premium investment income and supply risk.Not only have profits of supply chain members been increased,but also the insurance company can benefit,and the supply chain cooperation and application of the insurance promote each other.The combining supply chain with insurance is investigated,providing a brand new perspective for the study of the traditional supply chain risk management.The exploring to the return effect of supply chain cooperation on business interruption insurance offers an entry point for the popularization study of the insurance.In addition,apreliminary exploration on the decision making of business interruption insurance premium rate is made,which lays a foundation for the further study on the premium rate decision of the business interruption insurance.