風險趨避之供應商在預測分享下的最佳產能

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姓名

柯凌俊(Ling-Jyun Ke) 查詢紙本館藏

畢業系所

工業管理研究所

論文名稱

風險趨避之供應商在預測分享下的最佳產能
(A risk-averse supplier’s optimal capacity under forecast sharing)

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摘要(中)

雖然預測分享至今已經被廣泛且深入地探討，然而大部分的文獻均假設其供應鏈成員為風險中立者。然而在實務上，供應鏈成員對風險的態度可能有不同的喜好，基於這個理由，我們結合供應鏈成員的風險喜好與預測分享模型。
在模型中，供應商必須在銷售季節前預估需求並建立產能，因此也承擔了整個供應鏈的存貨風險。因此我們考慮供應商為風險中立者或風險趨避者來分析此模型。針對供應商對風險的態度，我們深入討論兩種情況，首先是預測資訊對稱模型，代表供應商認為由買家所提供的預測資訊是可以信賴的。而另一個是與前者相對的預測資訊不對稱模型，代表供應商不信任由製造商所提供預測資訊。本篇論文主要的目的是要分析在預測資訊的對稱與否之情況下，供應商對於風險的態度所做的決策將如何影響本身、買家的利潤。
我們發現無論是預測資訊對稱或是不對稱的情況下，風險趨避的供應商其最佳的產能設置與其所的利潤都會比在風險中立中的情況小，而在預測不對稱模型中，不對稱的程度愈大，其所得利潤也愈小。接者我們對模型中資訊不對稱的程度以及各個參數做敏感度分析，去了解其變化對決策者的影響。

摘要(英)

Although the forecast sharing has been discussed generally and in depth, most of them are considered the agents in the supply chain risk-neutral. But in the practice, the supplier and buyer may have different attitudes toward risk. For this reason, we incorporate risk preference into the forecast sharing model.
In this model, the supplier sets the entire supply before the selling season and bears all of the supply chain’s inventory risk. We analyze the model by considering the supplier’s attitude toward risk in two scenarios. First, we consider the symmetric forecast information scenario; it means that the supplier considers the forecast information shared by the buyer is creditable. The opposite is asymmetric forecast information scenario, where the supplier does not consider the forecast information provided by the buyer to be credible. Our objective of this paper is not only to analyze the effects of the profits of the supplier and the buyer as well under forecast information sharing on the supplier’s decision in a supply chain with a risk-neutral supplier channel but also a risk-averse one.
We find out that whether being with symmetric forecast information or not, the supplier’s optimal capacity and profits in both scenarios is smaller as the supplier is risk-averse and the larger the asymmetry is the less profit the supplier gets. Furthermore, we study the degree of the asymmetry and the impact of adding or reducing the value of parameters of our models on the supplier’s optimal capacity, the supplier’s profit and the buyer’s profit

關鍵字(中)

★ 風險趨避
★ 預測分享

關鍵字(英)

★ risk-averse
★ forecast sharing

論文目次

論文提要 I
Abstract II
Contents III
List Of Figures V
List Of Tables VI
1 Introduction 1
1.1 Background 1
1.2 Motivation 2
1.3 Methodologies 3
1.4 Research Objectives 3
1.5 Thesis Framework 4
2 Literature Review 7
2.1 Forecast Sharing 7
2.1.1 Full Information 7
2.1.2 Asymmetric Forecast Information 8
2.2 Risk Preference 9
3 The Model 14
3.1 Model Description 14
3.2 Cooperating With Risk Aversion 16
3.2.1 The Symmetric Forecast Information 17
3.2.2 The Asymmetric Forecast Information 19
3.2.3 Degree Of Forecast Information Asymmetry 21
4 Numerical Examples 22
5 Sensitivity Analysis 25
5.1 Wholesale Price , Setting Cost Per Unit And Production Cost per unit 25
5.2 The Degree of Forecast Information Asymmetry, 29
5.3 The Risk-averse Parameter a 31
6 Conclusion And Future Research 33
6.1 Conclusion 33
6.2 Future research 33
References 35

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指導教授

葉英傑(Ying-chieh Yeh)

審核日期

2008-6-23

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