摘要
为了反映行为主体的风险厌恶程度对供应链系统定价决策的影响,基于市场需求受价格影响的假设,建立了物流商和制造商均为风险厌恶型的供应链模型.用确定性等价方法推导出效用函数刻画物流商和制造商的风险厌恶特性.结果表明:分散决策下,物流商为风险中性型时,最优物流价格与制造商风险偏好无关;物流商为风险厌恶型时,最优物流价格小于风险中性型的最优物流价格,且是制造商风险厌恶程度的增函数、物流商风险厌恶程度的减函数.集中决策下,制造商为风险中性型时,供应链将产生剩余利润;制造商风险厌恶程度高于临界值时,会导致供应链利润损失,物流商与制造商应分散决策;制造商风险厌恶程度不高于临界值时,供应链将产生剩余利润,物流商与制造商应集中决策.
In order to reflect the effect of risk aversion of actors on the pricing strategy of a supply chain system,a supply chain model,in which manufacturers and logistics service suppliers both are risk averse,was established under the hypothesis that the market demands are influenced by the prices.The utility function was derived by certainty equivalent method to depict the risk-averse feature of the logistics service suppliers and manufacturers.As a result,the following was revealed： In decentralized decision-making,when the logistics service suppliers are risk neutral,the optimal logistics price is independent of the risk preference of the manufacturers;and when the logistics service suppliers are risk averse,the optimal logistics price,as the increasing function of the risk-aversion degree of manufacturers but the decreasing function of the risk-aversion degree of logistics service suppliers,will be smaller than that with risk-neutral suppliers.In centralized decision,the supply chain system will produce residual profits when the manufacturers are risk neutral.Loss of profits will be caused,however,when the manufacturers are risk averse and the risk-aversion degree exceeds a critical value.In this case,the logistics service suppliers and manufacturers should adopt decentralized decision.In contrast,if the risk-aversion degree of the manufacturers is below the critical value,the supply chain system will produce residual profits,and centralized decision should be selected.
出处
《西南交通大学学报》
EI
CSCD
北大核心
2010年第4期643-649,共7页
Journal of Southwest Jiaotong University
关键词
风险厌恶
定价策略
确定性等价方法
效用函数
risk-aversion
pricing strategy
certainty equivalence method
utility function
