探討未知風險態度下以買回合約制定合約組合

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姓名

黃冠淳(Guan-Chun Huang) 查詢紙本館藏

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工業管理研究所

論文名稱

探討未知風險態度下以買回合約制定合約組合
(Portfolio of Contracts under the Buyback Contract for Unknown Risk Attitude)

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摘要(中)

供應鏈協調已在許多研究中被廣泛的討論，部份的文獻假設其情境為風險中立的供應鏈成員。然而，風險態度除了中立態度之外，還有風險偏好與風險趨避兩種風險態度，單以風險中立態度是無法完整呈現供應鏈成員的行為。因此，在本研究中，我們在報童模型下討論當供應商面臨風險趨避零售商時，如何達成通路協調消弭雙邊際效應。為了達成供應鏈的協同合作，許多學者發展了許多協同機制，如:數量折扣、買回、數量彈性、營收分享合約等。
由於零售商承擔存貨風險，因此零售商對風險的感受會影響其所做的決定。一般而言，風險趨避的零售商在面對不確定需求的情形下，訂購量相較於風險中立的零售商較少。然而，較少的訂購量將使得供應商與零售商的獲利相對減少。
在本研究將探討銷售買回合約下，供應商提供合作機制給風險趨避零售商，依據零售商不同的風險趨避程度來探討買回合約，供應商提供合約給零售商以增加彼此利潤；所以當供應商面對風險趨避的零售商時，應考量其風險態度來訂定合約與決策。

摘要(英)

Coordination of supply chain has been widely discussed in many research. Some of them only discussed the situation of risk-neutral agents. However, the assumption of risk-neutral seems to be inadequate for the supply chain in reality. Hence, in this study, we discussed the newsvendor model with risk-averse retailer. To eliminate the double marginalization, scholars extended many methods. Such as quantity discount, buyback, quantity flexibility, Sales-rebate and revenue sharing contracts and so on.
As retailers bear the inventory and shortage risk, therefore retailer’s risk feelings will affect their decision made. Generally, the risk-averse retailer face with the case of uncertain demand, her order quantity will lower than risk-neutral retailer. However, lower order quantities will let supplier and retailer profit decreased.
In this research, we discuss under buyback contract, supplier provide a cooperation mechanism to risk aversion retailers, based on different degree of risk aversion retailers to explore the extent of buyback contract, to discuss buyback contract re, suppliers offer a contract to retailers to increase profits each other. So when suppliers face a risk aversion retailers should consider the risk attitude to make the decision and design contract.

關鍵字(中)

★ 報童問題
★ 協同機制
★ 均值-方差分析
★ 買回合約

關鍵字(英)

★ Newsvendor Problem
★ Coordination Mechanism
★ Mean-Variance Analysis
★ Buyback Contract

論文目次

目錄
中文摘要 i
Abstract ii
目錄 iii
圖目錄 v
表目錄 vi
第一章緒論 1
1.1研究背景/動機 1
1.2研究目標 2
1.3研究架構 3
第二章文獻探討 4
2.1報童問題 4
2.2 協調機制 5
2.3均值-方差分析 9
第三章模型與分析 10
3.1. 情境0-原始報童合約與風險中立供應商與風險中立零售商 14
3.2. 情境1-原始報童合約與風險中立供應商與風險趨避零售商 16
3.3. 情境2-以買回合約制訂合約組合與風險中立供應商及風險趨避零售商 18
第四章數值分析 22
4.1. 數值範例 22
4.2 敏感度分析 25
4.2.1買回價格之決策分析 25
4.2.2訂購數量之決策分析 27
4.2.3產品單位成本之影響分析 28
4.2.4批發價之影響分析 30
4.2.5零售價之影響分析 31
第五章結論與未來研究 33
5.1 結論 33
5.2 未來研究 34
文獻來源 36

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指導教授

葉英傑(Ying-Chieh Yeh)

審核日期

2016-7-20

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