探討未知風險態度下以買回合約制定合約組合

以作者查詢圖書館館藏

、以作者查詢臺灣博碩士

、以作者查詢全國書目

、勘誤回報

、線上人數：68

、訪客IP：3.137.198.181

姓名

黃冠淳(Guan-Chun Huang) 查詢紙本館藏

畢業系所

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)

相關論文

★ 應用失效模式效應分析於產品研發時程之改善	★ 服務品質因子與客戶滿意度關係研究-以汽車保修廠服務為例
★ 家庭購車決策與行銷策略之研究	★ 計程車車隊派遣作業之研究
★ 電業服務品質與服務失誤之探討-以台電桃園區營業處為例	★ 應用資料探勘探討筆記型電腦異常零件-以A公司為例
★ 車用配件開發及車主購買意願探討(以C公司汽車配件業務為實例)	★ 應用田口式實驗法於先進高強度鋼板阻抗熔接條件最佳化研究
★ 以層級分析法探討評選第三方物流服務要素之研究-以日系在台廠商為例	★ 變動良率下的最佳化批量研究
★ 供應商庫存管理架構下運用層級分析法探討供應商評選之研究-以某電子代工廠為例	★ 台灣地區快速流通消費產品銷售預測模型分析研究–以聯華食品可樂果為例
★ 競爭優勢與顧客滿意度分析以中華汽車為例	★ 綠色採購導入對電子代工廠的影響-以A公司為例
★ 以德菲法及層級分析法探討軌道運輸業之供應商評選研究–以T公司為例	★ 應用模擬系統改善存貨管理制度與服務水準之研究-以電線電纜製造業為例

檔案

[Endnote RIS 格式]

[Bibtex 格式]

[相關文章]

[文章引用]

[完整記錄]

[館藏目錄]

[檢視]

[下載]

本電子論文使用權限為同意立即開放。
已達開放權限電子全文僅授權使用者為學術研究之目的，進行個人非營利性質之檢索、閱讀、列印。
請遵守中華民國著作權法之相關規定，切勿任意重製、散佈、改作、轉貼、播送，以免觸法。

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

參考文獻

1. Agrawal, V. and Seshadri, S. (2000). Risk intermediation in supply chains. Institute of Industrial Engineers (IIE) Transactions, 32(9), 819-831.
2. Buzacott, J., Yan, H., and Zhang, H. (2003). Risk analysis of commitment-option contracts with forecast updates. Working paper, York University.
3. Cachon, G. P. (2002). The allocation of inventory risk in a supply chain: push, pull, and advance-purchase discount contracts. Management Science, Vol. 50, No. 2, 222-238
4. Cachon, G. P. & Lariviere, M. A. (2005, Jan.).Supply Chain Coordination with Revenue-Sharing Contracts: Strengths and Limitations. Management Science, 51(1), 30-44.
5. Chen, P. Y. (2011) Portfolio setting of insurance contracts when facing a retailer with unknown risk preference. National Central University, Jhongli City, Taiwan.
6. Chen, S. H. (2010) A study of applying the buy-back policy to improve overall profit of manufacturer and retailer. National Chin-Yi University of Technology, Taichung, Taiwan
7. Chiu, C.-H., Choi, T.-M., & Tang, C. S. (2011). Price, Rebate, and Returns Supply Contracts for Coordinating Supply Chains with Price-Dependent Demands. Production and Operations Management, 20(1), 81-91.
8. Chiu, C.-H., Choi, T.-M., & Li, X. (2011). Supply chain coordination with risk sensitive retailer under target sales rebate. Automatica, 47(8), 1617-1625.
9. Chiu, C.-H., Choi, T.-M., Zhao, Y. (2012). Sales Rebate Contracts in Fashion Supply Chains. Mathematical Problems in Engineering, Vol. 2012
10. Choi, T.-M., Li, D., Yan, H., and Chiu, C.-H. (2008). Channel coordination in supply chains with agents having mean-variance objectives. Omega, 36(4), 565-576.
11. Emmons, H., & Gilbert, S. M. (1998). Note. The role of returns policies in pricing and inventory decisions for catalogue goods. Management science,44(2), 276-283.

12. Feng, Q., & Lu, L. X. (2013). Supply chain contracting under competition: Bilateral bargaining vs. Stackelberg. Production and Operations Management,22(3), 661-675.
13. Jeuland, A. P. & Shugan, S. M. (1983, Summer). Managing channel profits. Marketing Science, 2(3), 239-272.
14. Khouja , M .(1999, Oct.).The single-period (news-vendor) problem: literature review and suggestions for future research .Omega, 27(5), 537–553.
15. Lariviere, M.A. and Porteus,E. L. (2001) Selling to the Newsvendor: An Analysis of Price-Only Contracts. Manufacturing and Service Operations Management 3(4):293-305
16. Lefley, F. (1997). Approaches to risk and uncertainty in the appraisal of new technology capital projects. International Journal of Production Economics,53(1), 21-33.
17. Levy, H. and Markowitz, H. M. (1979, Jun.). Approximating Expected Utility by a Function of Mean and Variance. The American Economic Review, 69(3), 308-317.
18. Lin, Z., Cai, C., and Xu, B. (2010). Supply chain coordination with insurance contract. European Journal of Operational Research, 205(2), 339-345.
19. Markowitz, H. M. (1959). Portfolio selection: efficient diversification of investment. New York: John Wiley and Sons.
20. Marvel, H. P., & Peck, J. (1995). Demand uncertainty and returns policies. International Economic Review, 691-714.
21. Pasternack, B. A. (1985, Spring). Optimal pricing and returns policies for perishable commodities. Marketing Science, 4(2), 166-176
22. Pratt, J. W. (1964, Jan.). Risk Aversion in the Small and in the Large. Econometrica, 32(1), 122-136.
23. Spengler, J. J. (1950). Vertical integration and antitrust policy. Journal of Political Economy, 58, 347-352.
24. Taylor, T. A.　(2002) .Supply Chain Coordination Under Channel Rebates with Sales Effort Effects. Management Science,48(8),　992-1007
25. Tsay, A. A. (1999, Oct.). The Quantity Flexibility Contract and Supplier-Customer Incentives. Management Science, 45, 1339-1358.
26. Van Mieghem, J. A. (2003). Commissioned paper: Capacity management, investment, and hedging: Review and recent developments. Manufacturing & Service Operations Management, 5(4), 269-302.
27. Whitin, T. M.. (1955). Inventory Control and Price Theory. Management Science, 2(1), 61–68.
28. Wong, W. K., Qi, J., & Leung, S. Y. S. (2009). Coordinating supply chains with sales rebate contracts and vendor-managed inventory. International Journal of Production Economics, 120(1), 151-161.
29. Yao, Z., Wu, Y., & Lai, K. K. (2005). Demand uncertainty and manufacturer returns policies for style-good retailing competition. Production Planning & Control, 16(7), 691-700.

指導教授

葉英傑(Ying-Chieh Yeh)

審核日期

2016-7-20

推文