結合風險共擔與風險分攤之供應鏈契約的設計

The design of the supply chain contract in consideration of risk pooling and risk sharing

駱宏仁(Hung-Jen Lo)

指導教授 ： 蔣明晃 ； 郭瑞祥

國立臺灣大學/管理學院/商學研究所/碩士(2005年)

https://doi.org/10.6342/NTU.2005.00028

摘要

隨著超額供給與微利化時代的來臨，競爭方式已轉變為供應鏈對供應鏈的競爭，其中，企業之間的協調與整合以追求整體供應鏈利潤的最大化更為關鍵所在，實務上，供應鏈契約（例如Benetton和其零售商所使用之複雜的數量彈性契約）的訂定，即有助於企業之間進行協調與整合以提升整體供應鏈的獲利。有鑑於供應鏈契約在實務上所帶來的龐大應用價值與學術上仍有許多的研究空間，因而本研究乃針對一個製造商提供多個產品給一個零售商，且製造商必須滿足零售商訂單需求的單期情境，設計出一結合風險共擔與風險分攤的供應鏈契約，在此契約下，零售商不但在實際需求發生前，擁有調整各別產品訂購量的分量調整彈性（此時，需求低於預期的產品可移轉其多出的訂購數量給需求高於預期的另一產品），而且在實際需求發生後，還有增加總訂購量的總量調整彈性，以使得製造商和零售商能夠共同分攤需求不確定所帶來的風險而提升整體供應鏈的獲利。
首先，在契約所給定的訂單調整彈性架構與參數下，本研究以條件期望值的方式，建立並求解零售商與製造商的期望利潤模型，以協助供應鏈之各別成員作出適當之訂購與生產決策；然後，本研究透過建立一個近似的一般線性模式，進一步地針對契約之訂購量調整彈性參數進行設計，以有效地協調與整合製造商和零售商來追求整體供應鏈期望利潤的最大化；最後，本研究藉由敏感度分析與實驗設計的方式，以系統性地探討風險共擔與風險分攤其各自和結合的效益，以及找出影響總訂購量和期望利潤的顯著因子。
經由比較和分析的結果，本研究可得到以下之結論：
1.適當之分量調整彈性的存在，可發揮產品之間風險共擔的效果而有助於整體供應鏈期望利潤的提升；適當之總量調整彈性的存在，則可讓製造商和零售商共同分攤需求不確定所帶來的風險，且有助於整體供應鏈期望利潤的提升。
2.相較於未考量訂單調整彈性，分量調整彈性或總量調整彈性的存在可提升整體供應鏈的獲利，而結合兩種彈性的契約則對於提升整體供應鏈的獲利更為有效，而可作為企業於實務中追求整體供應鏈利潤極大化的協調與整合機制。

關鍵字

供應鏈管理 ； 供應鏈契約分析 ； 供應鏈契約設計 ； 風險共擔 ； 風險分攤

並列摘要

As oversupply and the era of low gross margin come, the competition has shifted to supply chain to supply chain. The coordination and integration among enterprises in pursuit of maximizing the profit of the whole supply chain are more important then ever. In practice, signing the supply chain contract（for example, the complex quantity flexibility contract used by Benetton and its retailers）is helpful for the coordination and integration among enterprises to enhance the profit of the whole supply chain. Due to the huge value generated by the supply chain contract in practice and there exists ample opportunities for conducting academic research about supply chain contract, our study has designed a supply chain contract in consideration of risk pooling and risk sharing for a single-period environment in which there is a manufacturer offering many products to a retailer and the manufacturer can not stock out. Under this contract, not only the retailer, before the real demand occurs, has the right to adjust the ordering quantity of each product（at this time, we could shift extra ordering quantity from the product whose expected amount is beyond the real demand to another product whose real demand is beyond the expected amount）, but also the retailer, after the real demand occurs, has the second chance to increase the total ordering quantity so that the manufacturer and the retailer could share the risk of the uncertain demand and enhance the profit of the whole supply chain.

First, under the given parameters of the ordering quantity adjustment flexibility, by using the conditional expectation, we formulate the expected profit models for the retailer and the manufacturer and solve the aforementioned models to assist them in making proper ordering and producing decisions. Then, by formulating an approximate general linear model, we further design the contract’s parameters of the ordering quantity adjustment flexibility to effectively coordinate and integrate the manufacturer and the retailer to maximize the expected profit of the whole supply
chain. Finally, by performing the sensitivity analysis and the experimental design, we systematically explore the individual and combined benefits of the risk pooling and the risk sharing and find the significant factors which influence the total ordering quantity and expected profit.

Via comparison and analysis, our study gets the following conclusions：

1.By considering the proper flexibility to adjust the ordering quantity of each product while maintaining the same total ordering quantity, we could get the benefit of the risk pooling among products and enhance the expected profit of the whole supply chain. And by considering the proper flexibility to increase the total ordering quantity, we could let the manufacturer and the retailer share the risk of the uncertain demand and enhance the expected profit of the whole supply chain.

2.By considering the flexibility to adjust the ordering quantity of each product while maintaining the same total ordering quantity or by considering the flexibility to increase the total ordering quantity, we could enhance the expected profit of the whole supply chain compared to no flexibility to adjust the ordering quantity. And because the contract which simultaneously combines the above two flexibility could more effectively enhance the expected profit of the whole supply chain, it can serve as the mechanism to coordinate and integrate the enterprises to pursue the maximization of the profit of the whole supply chain in practice.

並列關鍵字

supply chain management ； the analysis of the supply chain contract ； the design of the supply chain contract ； risk pooling ； risk sharing

參考文獻

[1] 林長紀（2004）,“以供應商觀點探討整體供應鏈最適化之數量彈性契約研究”, 國立台灣大學商學研究所碩士論文

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