供应链企业创新的风险偏好信息价值分析

运用数理统计、博弈论和数值分析等方法,构建了基于条件风险值的风险偏好模型,对具有风险偏好零售商的创新决策以及信息共享对供应链中企业期望收益的影响进行了研究。研究表明:喜好风险能提高零售商的创新投资水平,增加销售量。且随着零售商越来越害怕风险,零售商的创新投资水平和销售量逐渐下降。和制造商分享风险偏好信息,能提高零售商创新投资水平,并增加零售商的期望收益。但对制造商来说,知道零售商的风险偏好信息并不一定能增加自身的期望收益,在一些情况下,反而会使期望收益下降。

Analysis of Risk Preference Information Values based on Supply Chain's Innovation Investment Decision

With the method of mathematical statistics, game theory and numerical analysis, this paper studied the influences that the risk-prefer retailer's innovative decision and information sharing would make on the supply chain company's expected revenue on the basis of CVaR. The results show that the risk preference can increase both the retailer's innovation investment level and the sales. If the retailer's risk aversion increases, the retailer's innovation investment level and the sales decrease. But if the retailer shares the risk preference information with the manufacturer, the retailer's innovation investment level and the expected revenue will increase. As for the manufacturer, the information of the retailer's risk preference does not always help to increase the expected revenue.