随机价格条件下零售商风险厌恶的应急数量弹性契约研究

文章以风险厌恶的零售商和风险中性的供应商组成的二级供应链为研究对象,考虑突发事件造成市场需求大幅减小、市场价格随需求波动,对原有的"利润-CVaR"风险度量准则加以改进,构建市场价格随机条件下零售商风险厌恶的数量弹性契约模型,求解供应链应对突发事件时的最优订货及定价策略,同时运用数值模拟分析了风险厌恶程度及需求函数波动程度对供应链最优决策及供应链成员收益的影响。研究结果表明：在价格随机与零售商风险厌恶情形下,采用数量弹性契约能够使供应链实现供应链协调,并使供应链最优决策对零售商风险厌恶程度及需求的波动程度具有较强的鲁棒性。

Research on emergency quantity flexibility contract with stochastic price considering the risk-averse retailer

A two-stage supply chain with a risk-averse retailer and a risk-neutral supplier is considered, among which the demand decreases sharply and market price fluctuates randomly with emergencies. A "modified profit-CVaR" criteria is put forward to measure the impact of risk aversion. Then a quantity flexibility contract model under random price is constructed based on the "modified profit-CVaR" when retailer is risk-neutral, together with the optimal ordering and wholesale price strategy for supply chain to respond to emergencies. Meanwhile, a numerical simulation is set up to analyze the influence of the aversion degree and the demand function volatility degree on the optimal decision and the supply chain members'' profits. The results show that:in the case of risk aversion and stochastic price, the quantity flexibility contract can make the supply chain achieve coordination, and can make the supply chain optimal decisions have strong robustness to the degree of risk aversion and demand fluctuation.