在条件风险估值风险度量准则下,以权衡期望利润和CVaR利润(均值-CVaR ),建立具有风险规避特性零售商的决策目标函数,分析了零售商的最优决策行为。研究结果表明普通的批发价格契约下,零售商的最优订货量小于整个供应链的最优订货量,无法实现供应链的协调,且最优订货量与零售商、供应商和整个供应链的期望利润都随着风险规避程度和权重系数的增大而呈现不减趋势。此外还分析了传统的保险契约也无法实现供应链的协调,需对契约参数进行调整,并给出了保险契约参数与权重系数满足的条件。数值分析结果表明了调整后的保险契约可以实现供应链的完美协调。
The objective decision function of risk-averse retailer is proposed under a conditional value-at-risk (CVaR) framework after balancing the expected profit and CVaR profit (mean-CVaR).The optimal decision making behavior for the risk-averse retailer is analyzed under a mean-CVaR framework .The results show that the optimal order quantity for the retailer is smaller than that for centralized supply chain systems and the systems cannot be coordinated .It is also shown that the higher the parameters about the level of averse and weight , the higher optimal order quantity as well as the expected profit of the retailer , supplier and supply chain systems . Furthermore , the traditional insurance contract is analyzed to show that it cannot coordinate the supply chain sys -tems, so the parameters of insurance should be adjusted , and the satisfaction conditions for the parameters of in-surance and weight are also provided .Numerical examples indicate that the supply chain can be coordinated per-fectly after adjusting the parameters of insurance .