在使用營收分享合約下風險趨避之供應商所作之決策

Decision Models of the Risk-Averse Supplier in Using Revenue Sharing Contract

林柏震(Bo-Jhen Lin)

指導教授 ： 葉英傑

國立中央大學/管理學院/工業管理研究所/碩士(2008年)

摘要

在供應鏈管理之研究中，報僮模式是很流行的一個議題。在此領域裡，供應商和零售商常常會被設定為風險中立者。而此風險所指的是存貨風險，因此這我們此篇論文裡，將存貨風險加入報僮模式裡再加以討論。實際上，供應商和零售商常常有不同的風險態度。合約政策常常被拿來做協調供應練之用，為了提升供應鏈的利潤，我們使用了營收分享政策來討論。
在本篇研究裡本，論文架構為一個報童問題之拉式模型，單一供應商售單一產品於單一零售商，且供應商為風險趨避者，為了增加供應商與零售商之期望利潤，我們將結合營收分享政策於此報童模型中，同時供應商承擔存貨風險。本篇我們想要瞭解在供應商在風險中立者與風險趨避者中，供應商之最佳生產量的關係，以及供應商之風險態度對於供應商與零售商之利潤有何影響。
本篇論文裡不只討論供應商之最佳生產量，更加入營收分享時的變化現象。最後我們將會發現，當加入營收分享政策於報童推事模型時，售價比率應該設定可以最大化供應商和零售商間的利潤。我們將分析在不同的風險參數，最佳訂購量彼此的關係，並幫助供應商如何做出一個最佳決策來增加供應鏈利潤。

關鍵字

風險趨避 ； 拉式系統 ； 營收分享政策

並列摘要

The newsvendor model is a popular issue in supply chain management research. And the supplier or the retailer was designed as a risk neutral before. The risk might be inventory risk, we will think about them in this paper. But in the practice, the supplier or the retailer might have different attitude toward risk. Supply chain coordination with contracts often is considered as a good policy that could improve expected performance measure, and we will use revenue sharing contract.
In our study, we will incorporate attitude toward risk with supply chain coordination with contracts in basic newsvendor model. On the other hand, we use pull contract to discuss supplier’s risk. The supply might bear inventory risk. In this thesis, we design that a supplier who producing one item products faces a retailer with the revenue sharing contract. We want to realize the relationship between supplier’s optimal making quantities with risk-neutral attitude and the ones with risk-averse attitude.
In this thesis, we do not only analyze the optimal quantity the supplier produces with any risk preference the supplier is, but also compare the optimal quantity the supplier produces and supply chain profit in the revenue sharing contract.
Finally, we will more realize what the fraction of supply chain revenue the retailer earns ( ) will be that make the supplier and the retailer maximize their profits in the revenue sharing contract and analyze how the supplier making a better decision to increase the supply chain profit.

並列關鍵字

risk aversion ； revenue sharing contract ； pull contract

參考文獻

1. 曾欽聰(2007) “Decision Making of a Supplier Facing a Risk-Averse Retailer in the Newsvendor Problem.”

2. Cachon, G. (2004).” The allocation of inventory risk in a supply chain: push, pull, and advance-purchase discount contracts.” Management Science, Vol.50, No.2, 222-238.

3. Barnes-Schuster, D., Y. Bassok, R. Anupindi. (2002). “Coordination and flexibility in supply contracts with options.” Manufacturing Service Oper. Management 4 171–207.

4. Cachon, G., M. Lariviere. 2001. “Contracting to assure supply: How to share demand forecasts in a supply chain.” Management Sci. 47(5) 629–646.

6. Cachon, G. 2003. “Supply chain coordination with contracts.” S. Graves, T. de Kok, eds. The Handbook of Operations Research and Management Science: Supply Chain Management. Kluwer, Amsterdam, The Netherlands.