基于收益共享契约能有效改善供应链运作效率且实践中不仅存在风险中性、厌恶型,还存在风险喜好型供应链成员。运用均值-条件风险价值统一度量决策者的风险喜好、中性及厌恶水平,并据此研究考虑决策者风险偏好水平的供应链收益共享契约协调问题。首先建立零售商及供应链整体的均值-条件风险价值模型;然后研究考虑决策者风险偏好水平的供应链收益共享契约协调问题;最后讨论供应链成员的风险偏好水平对最优订购量及最优批发价格的影响,并通过数值算例进行验证。结果表明产品的最优批发价格随着零售商悲观系数的增大而减小,随着供应商悲观系数的增大而增大,而最优订购量随着零售商悲观系数的增大而减小,亦随着供应商悲观系数的增大而减小。因此,设计供应链收益共享契约时应考虑成员的风险偏好水平。
Revenue sharing contract can effectively improve the operation efficiency of the supply chain. In practice, the member of the supply chain is risk neutral, disgust, and risk preferences. This paper studies the coordination problems of revenue sharing contract of supply chain, in which supply chain memberships are risk-taking, risk-neutral or risk-averse, using the M-CVaR theory. First we establish M-CVaR model of retailers and supply chain based on the revenue sharing contract, and then research the coordination problems of revenue sharing contract of supply chain. Finally, we study the impacts of risk preference level of supply Chain members on optimal order quantity and the wholesale prices. After obtaining the corresponding relationship, the authors validate the theoretical results through a numerical example. The results show that the optimal wholesale price decreases with the increasing of retailer' s coefficient of pessimism and increases with the rise in supplier' s coefficient of pessimism. The optimal order quantity decreases with the rise in coefficient of pessimism of retailer and supplier. Therefore, the design of revenue sharing contract of supply chain should consider the risk preference level of the members.