運(yùn)營中斷風(fēng)險下制造商風(fēng)險轉(zhuǎn)移和供應(yīng)鏈風(fēng)險分擔(dān)策略研究
發(fā)布時間：2018-03-22 16:02
本文選題：供應(yīng)鏈中斷 切入點(diǎn)：成本分?jǐn)偧?/strong> 出處：《南開大學(xué)》2015年博士論文 論文類型：學(xué)位論文
【摘要】：全球化、外包、追求高效等使得供應(yīng)鏈越來越復(fù)雜,而近幾年突發(fā)事件又頻繁發(fā)生,導(dǎo)致企業(yè)生產(chǎn)與運(yùn)營的中斷,甚至致使全球供應(yīng)鏈處于癱瘓狀態(tài),故供應(yīng)鏈中斷管理受到了業(yè)界和學(xué)術(shù)界的廣泛關(guān)注。實(shí)踐中,各種運(yùn)營和風(fēng)險管理工具被應(yīng)用于中斷風(fēng)險的管理和應(yīng)對,比如多供應(yīng)商采購、應(yīng)急(后備)生產(chǎn)或供應(yīng)、庫存管理、保險購買等。此外,隨著供應(yīng)鏈之間競爭的加劇,供應(yīng)鏈企業(yè)之間合作共同分擔(dān)、應(yīng)對中斷風(fēng)險成為一種趨勢。在此背景下,本文采用博弈論、運(yùn)籌學(xué)、保險學(xué)、金融學(xué)等理論和方法,考慮制造商的生產(chǎn)恢復(fù)特點(diǎn)、資金約束、銀行風(fēng)險偏好等,研究了制造商購買營業(yè)中斷保險和貿(mào)易信用保險轉(zhuǎn)移運(yùn)營中斷風(fēng)險,以及供應(yīng)鏈上零售商如何采用融資援助和成本分?jǐn)偧罘謸?dān)中斷風(fēng)險,并分析了不同策略組合下,制造商的運(yùn)營中斷風(fēng)險應(yīng)對以及零售商的策略選擇問題。最后,本文還探討了中斷風(fēng)險下零售商是否可以通過合同制定缺貨懲罰協(xié)調(diào)供應(yīng)鏈的問題。具體講,本文主要研究了以下幾個方面的內(nèi)容:1)運(yùn)營中斷風(fēng)險下制造商購買保險和融資研究首先,研究了制造商購買營業(yè)中斷保險轉(zhuǎn)移突發(fā)事件造成企業(yè)生產(chǎn)中斷造成的利潤損失風(fēng)險。構(gòu)建了生產(chǎn)中斷情況下制造商的生產(chǎn)恢復(fù)以及營業(yè)中斷保險賠償模型,考慮中斷事件發(fā)生后,制造商組織生產(chǎn)恢復(fù)的同時可以采用后備生產(chǎn)以降低收益損失,研究了四種情況下,即未購買保險(基本策略)、購買保險(保險策略)、后備生產(chǎn)(后備生產(chǎn)策略)、既購買保險又進(jìn)行后備生產(chǎn)(混合策略),制造商的保險購買、生產(chǎn)恢復(fù)、后備生產(chǎn)等決策,進(jìn)一步對比了不同策略下制造商策略選擇和最優(yōu)決策。研究發(fā)現(xiàn)如果保險費(fèi)率高于中斷概率,制造商不會購買保險。此外,如果制造商以利潤損失最小為目標(biāo),混合策略是最優(yōu)策略;如果以生產(chǎn)恢復(fù)最快為目標(biāo),營業(yè)中斷保險策略最好。營業(yè)中斷保險的購買可以提高制造商的生產(chǎn)恢復(fù)努力水平,進(jìn)而縮短生產(chǎn)恢復(fù)時間,而后備生產(chǎn)能夠降低制造商的利潤損失,但卻會降低制造商的生產(chǎn)恢復(fù)努力水平。然后,考慮制造商因?yàn)橘d銷而面臨資金中斷風(fēng)險和資金約束問題,可以通過購買貿(mào)易信用保險轉(zhuǎn)移資金中斷風(fēng)險,通過向銀行貸款解決資金約束,采用Stackelberg博弈理論和前景理論,研究了制造商的貿(mào)易信用保險購買和融資決策以及不同風(fēng)險偏好下銀行的利率決策。研究發(fā)現(xiàn)損失規(guī)避銀行的利率等于或大于風(fēng)險中性銀行制定的利率且貿(mào)易信用保險不僅可以保證制造商增大生產(chǎn)和銷售,而且能夠極大的降低資金中斷風(fēng)險。制造商和銀行都從貿(mào)易信用保險的購買中獲益。但是與人們的直覺相反,貿(mào)易信用保險的購買并不一定能夠幫助制造商獲得較低的利率,因?yàn)橘Q(mào)易信用降低了制造商違約風(fēng)險,逐利的銀行會為了獲得更高的利潤而提高利率。2)運(yùn)營中斷風(fēng)險下預(yù)防性投資和產(chǎn)能恢復(fù)成本共擔(dān)研究考慮制造商可以通過事前預(yù)防和事后應(yīng)對的方式管理中斷風(fēng)險,即在突發(fā)事件發(fā)生前進(jìn)行預(yù)防性投資以降低突發(fā)事件對其生產(chǎn)能力的影響,而突發(fā)事件一旦發(fā)生,則進(jìn)行生產(chǎn)能力恢復(fù)努力,研究了零售商分?jǐn)傤A(yù)防性投資和分?jǐn)偖a(chǎn)能恢復(fù)努力成本兩種激勵策略下,制造商的預(yù)防性投資和產(chǎn)能恢復(fù)決策和零售商的分?jǐn)偙壤龥Q策以及策略選擇問題。研究發(fā)現(xiàn)與無任何激勵策略相比,預(yù)防性投資激勵策略可以提高制造商和零售商的期望利潤,而產(chǎn)能恢復(fù)激勵策略會提高制造商的期望利潤,但并不一定對提高零售商的期望利潤有幫助。此外,當(dāng)產(chǎn)能恢復(fù)系數(shù)都非常低時,大多數(shù)情況下制造商和零售商的策略選擇不同;當(dāng)產(chǎn)能恢復(fù)系數(shù)較大時,大多數(shù)情況下,預(yù)防性投資激勵策略是雙贏的策略,即制造商和零售商都愿意采用預(yù)防性投資激勵策略。3)運(yùn)營中斷風(fēng)險下融資援助和供應(yīng)鏈協(xié)調(diào)研究考慮零售商通過事前契約懲罰迫使制造商進(jìn)行生產(chǎn)恢復(fù)以降低由缺貨而造成的利潤損失,或突發(fā)事件發(fā)生后通過貸款給面臨資金約束制造商的方式進(jìn)行融資援助,幫助其進(jìn)行生產(chǎn)恢復(fù),研究了不同策略下雙方的最優(yōu)決策和策略選擇問題。研究發(fā)現(xiàn)當(dāng)制造商資金充足時,缺貨懲罰可以有效的促使制造商進(jìn)行生產(chǎn)恢復(fù),但是當(dāng)制造商存在資金約束時,融資援助和缺貨懲罰同時采用對制造商和零售商都有利。制造商面臨生產(chǎn)中斷風(fēng)險時,可以通過制定缺貨懲罰系數(shù)實(shí)現(xiàn)供應(yīng)鏈協(xié)調(diào)。此外,發(fā)現(xiàn)集中決策下的最優(yōu)交貨量小于集中決策下的最優(yōu)交貨量,而且集中決策下的缺貨懲罰也低于分散決策下的缺貨懲罰。
[Abstract]:Globalization, outsourcing, the pursuit of high efficiency makes the supply chain more and more complex, and in recent years and unexpected events occur frequently, leading to the interruption of production and operation of enterprises and even the global supply chain in a state of paralysis, the interruption of supply chain management has been widespread concern of the industry and academia. In practice, all kinds of operations and risk management the tool is applied to disruption risk management and response, such as multiple suppliers, emergency (backup) production or supply, inventory management, insurance and so on. In addition, with the aggravation of competition among supply chains, supply chain cooperation between enterprises to share, to deal with the disruption risk has become a trend. Under this background, this paper uses game theory, operational research, insurance, finance and other theories and methods, considering the manufacturer's production recovery characteristics, capital constraint, bank risk preference, the manufacturer purchases and business interruption insurance Trade credit insurance business interruption risk transfer, and supply chain retailers how to use the financing and cost sharing incentive sharing disruption risk, and analyzes the different strategies under the manufacturer's interruption of operation risk and select retailers strategy. Finally, this paper also discusses the risk of the retailer can interrupt by the contract for shortage penalty coordination the problem of the supply chain. Specifically, this paper mainly studies the following aspects: 1) operation interruption risk manufacturer to buy insurance and financing first, study the manufacturer purchases business interruption insurance transfer emergencies caused by production disruptions caused by the loss of profit risk. To build a production interruption under the manufacturer's production and business recovery interruption insurance compensation model, considering the outage after the incident, the organization of production and recovery of manufacturers The reserve production to reduce revenue losses of four cases, which did not buy insurance (basic strategy), insurance (insurance policy), reserve production (reserve production strategy), both the purchase of insurance and reserve production (mixed strategy), purchase, production recovery of manufacturer's insurance, reserve production decision further, comparison of different strategies and strategy selection and optimal decision makers. The study found that if the insurance rate is higher than the outage probability, manufacturers do not buy insurance. In addition, if the manufacturer with minimal loss of profit as the goal, a mixed strategy is the optimal strategy; if in the production of the fastest recovery as the goal, the best strategy for the business interruption insurance business interruption insurance. The purchase can improve the manufacturer's production recovery effort level, so as to shorten the production time to recover, and reserve production can reduce the manufacturer's loss of profits, but will reduce the system The effort level of production recovery manufacturer. Then, considering the manufacturer because credit face capital disruption risk and capital constraints, can be purchased through trade credit insurance funds transfer disruption risk, solve the funding constraints through loans to banks, using Stackelberg game theory and prospect theory, study the bank manufacturers trade credit insurance and financing decisions and buy under different risk preference decision on interest rates. The study found that the loss averse bank interest rate is equal to or greater than the interest rate risk neutral banks and trade credit insurance can not only ensure manufacturers increased production and sales, but also can greatly reduce the financial risk of interruption. Manufacturers and banks benefit from trade credit insurance purchase. But with people's intuition on the contrary, the trade credit insurance purchase does not necessarily help manufacturers get lower interest rates, Because the trade credit reduces the risk of default by the manufacturer, the bank will in order to obtain higher profits and higher interest rates.2) operation interruption risk preventive cost sharing investment and capacity recovery research considering the manufacturer can use the prior prevention and post management is the way to deal with disruption risk, namely preventive investment in order to reduce the impact of emergency production on the ability in emergency, and the unexpected event, while the production capacity of the recovery effort, the allocation of investment and prevent retailers sharing capacity recovery effort cost two kinds of incentive strategy, allocation decision of preventive investment and productivity of manufacturers and retailers and recovery decision-making strategies. The study found with no incentive strategy compared to preventive investment incentive strategy can improve the manufacturer and the retailer's expected profit, and To restore the incentive strategy will increase the manufacturer's expected profit, but not necessarily to improve the retailer's expected profits help. In addition, when the capacity recovery coefficient is very low, most of the strategy choice of manufacturer and retailer is different; when the capacity recovery coefficient is larger, in most cases, preventive investment incentive is a win-win strategy the strategy, which manufacturers and retailers are willing to adopt preventive investment incentive strategy.3) operation interruption risk financing assistance and coordination of supply chain research considering the retailer through prior contract manufacturer of punishment made to resume production in order to reduce the shortage caused by the loss of profits, or after the occurrence of unexpected events through loans to manufacturers to face financial constraints financing, help the production recovery, studies how to choose optimal decisions and Strategies of both sides under different strategies research questions. Study found that when the manufacturer capital adequacy, shortage penalty can effectively promote manufacturers to resume production, but when the manufacturer capital constraint, financial aid and the shortage penalty for the benefit of both the manufacturer and the retailer. The manufacturers are facing the risk of production disruptions, by making out the penalty coefficient to achieve supply chain coordination. In addition, find the optimal concentration the delivery amount is less than the optimal decision under centralized decision of delivery, and centralized decision-making under the shortage penalty is lower than that of the decentralized stock punishment.
【學(xué)位授予單位】：南開大學(xué)
【學(xué)位級別】：博士
【學(xué)位授予年份】：2015
【分類號】：F274
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