摘要
在市场需求不确定的情况下,利用条件风险估值(CVaR)准则描述零售商的风险规避度对供应链收益的影响,并建立信息共享模型,研究零售商的风险规避度与信息共享价值之间的关系。结果表明,市场需求不确定的情况下,信息共享价值与零售商的风险规避度以及获取得市场信息量有关。数值分析显示,零售商的风险规避度越大,信息共享价值越高;市场需求越不确定,信息共享带来的价值越高。
In the case of uncertain market demand,conditional risk valuation(CVaR)is used to describe the impact of retailers'risk aversion degree on supply chain returns,and an information sharing model is established to study the relationship between retailers'risk aversion degree and information sharing value.The results show that the value of information sharing is related to the degree of risk aversion of retailers when the market demand is uncertain.Numerical analysis show that the greater the degree of risk aversion of retailers,the higher the value of information sharing.The more uncertain the market demand,the higher the value of information sharing.
作者
王敏敏
WANG Minmin(School of Mathematics and science,Anhui Jianzhu University,Hefei 230031,China)
出处
《佳木斯大学学报（自然科学版）》
CAS
2021年第3期159-163,共5页
Journal of Jiamusi University：Natural Science Edition
基金
国家自然科学基金资助项目(71571002)
安徽建筑大学科研项目(2016QD118)。
关键词
供应链
潜在的市场需求信息
条件风险估值
信息共享
supply chain
potential market demand information
conditions risk valuation
information sharing
