| 基于风险分散契约的损失规避型供应商产能投资分析 |
| Capacity investment analysis of loss averse supplier based on risk diversification contract |
| 摘要点击 1664 全文点击 0 投稿时间：2018-04-21 修订日期：2019-04-04 |
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| 中文关键词 产能投资; 损失规避; 风险分散契约; 协调; Nash议价 |
| 英文关键词 Capacity investment; Loss averse; Risk diversification contract; Coordination; Nash bargaining |
| 基金项目 国家自然科学基金面上资助项目（面上项目，重点项目，重大项目）；教育部人文社科规划基金资助项目 |
| 作者 | 单位 | 邮编 | | 马超 | 湖北文理学院纯电动汽车动力系统设计与测试湖北省重点实验室 | 441053 | | 何娟 | 西南交通大学交通运输与物流学院 | | | 雷倩 | 西南交通大学交通运输与物流学院 | |
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| 中文摘要 |
| 针对单个损失规避供应商和单个风险中性制造商的产能矛盾问题, 本文通过应用分离收益与成本的方法, 建立了风险分散契约模型, 并讨论了该契约的可行性. 研究发现, 该契约能协调供应链、实现Pareto改进且合理分配系统绩效. 此外, 本文还比较了风险分散契约与其他契约 (包括期权和补偿契约)的差异, 表明风险分散契约比上述其他契约更易被交易双方接受. 这进一步说明风险分散契约在处理损失规避环境下的产能投资问题方面具有一定的优势. 最后, 应用算例验证了本文的理论结果. |
| 英文摘要 |
| Aiming at the conflict of the capacity between a single loss averse supplier and a single risk neutral manufacturer. This paper establishes a risk diversification contract model by applying the method of separation of mental of revenue and cost, and then discuss the feasibility of this contract. Studies show that this contract can coordinate the supply chain, realize the Pareto improvement, and distribute the system performance effectively and reasonably. In addition, this paper also compares and contrasts the risk diversification contract to other contracts (including an option and payback contract), and indicate agents are more willing to accept the risk diversification contract rather than the others. This further illustrates that the risk diversification contract has a certain advantage for dealing with the capacity investment problem under loss aversion environments. Finally, extensive numerical investigations are conducted to illustrate the theoretical results. |
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