風(fēng)險(xiǎn)規(guī)避情況下最優(yōu)質(zhì)量契約的設(shè)計(jì)
本文選題:委托代理 + 不對(duì)稱信息; 參考:《南京理工大學(xué)》2014年碩士論文
【摘要】:供應(yīng)鏈管理從運(yùn)用以來(lái),受到眾多企業(yè)的重視和參與,企業(yè)的經(jīng)營(yíng)管理和戰(zhàn)略發(fā)生了質(zhì)的改變。它們紛紛集中自身的優(yōu)勢(shì),發(fā)揮所長(zhǎng),把焦點(diǎn)放于核心業(yè)務(wù),而避其所短,轉(zhuǎn)嫁其非核心的業(yè)務(wù)。這一方面便于企業(yè)做精做強(qiáng),但同時(shí)也帶來(lái)了供應(yīng)鏈環(huán)境下質(zhì)量控制的復(fù)雜性,尤其是國(guó)內(nèi)近幾年來(lái)頻頻發(fā)生的食品質(zhì)量安全問(wèn)題,使得更多的企業(yè)認(rèn)識(shí)到質(zhì)量是供應(yīng)鏈高效運(yùn)行的根本,也是供應(yīng)鏈管理的重要目標(biāo)之一。 首先,本文構(gòu)建了供應(yīng)鏈雙方的期望收益模型,其中包含主導(dǎo)方OEM的收益模型和承包方CM的收益模型。本文考慮把產(chǎn)品質(zhì)量水平納入影響雙方目標(biāo)利潤(rùn)的重要因素,同時(shí),通過(guò)產(chǎn)品的質(zhì)量水平來(lái)確定其他相關(guān)合約參數(shù)的設(shè)置水平,以最終給供應(yīng)鏈決策方在制定合同契約時(shí)提供有力依據(jù)。此外,本文在考慮這些相關(guān)參數(shù)設(shè)定的同時(shí),更從供應(yīng)鏈環(huán)境的現(xiàn)實(shí)角度出發(fā),引入了承包方CM的風(fēng)險(xiǎn)規(guī)避系數(shù),把它作為風(fēng)險(xiǎn)規(guī)避型的企業(yè)予之考慮,符合復(fù)雜而迅速發(fā)展的供應(yīng)鏈實(shí)際,具有相對(duì)較高的研究?jī)r(jià)值。 其次,針對(duì)供應(yīng)鏈主體在質(zhì)量方面所做努力不同,分別從單邊道德風(fēng)險(xiǎn)情形和雙邊道德風(fēng)險(xiǎn)情形,考慮發(fā)包方和承包方目標(biāo)利潤(rùn)函數(shù),對(duì)于在此種情形下供應(yīng)鏈雙方利潤(rùn)函數(shù)的建立問(wèn)題,傳統(tǒng)的研究是采用線性的利潤(rùn)分配模型,而本文則在已有的研究基礎(chǔ)上,采用了更優(yōu)的非線性契約形式,具有創(chuàng)新特性。基于此,本文建立契約模型是圍繞著四個(gè)主線展開(kāi),它們分別是:?jiǎn)芜叺赖嘛L(fēng)險(xiǎn)情形下線性契約模型、單邊道德風(fēng)險(xiǎn)情形下非線性契約形式、雙邊道德風(fēng)險(xiǎn)下線性契約模型和雙邊道德風(fēng)險(xiǎn)下非線性的契約式。 最后通過(guò)一系列的模型求解過(guò)程,確定了各契約參數(shù)的具體取值,即一次性固定支付、單位產(chǎn)品支付、市場(chǎng)價(jià)格、收益分享函數(shù)。同時(shí)分析比較出了,在相同供應(yīng)鏈環(huán)境下,采取何種形式的契約模型能夠取得更大收益,具有最優(yōu)特性。分析得到:非線性契約形式中的OEM獲得的收益,始終要比線性獲得的收益大。需特別指出的是,無(wú)論是考慮線性契約形式,還是非線性契約形式時(shí),本文都從信息對(duì)稱和信息不對(duì)稱兩種情形予以討論,初步研究成果表明:在信息對(duì)稱的情況下,已有風(fēng)險(xiǎn)中性的研究是本文研究的特例,本文考慮風(fēng)險(xiǎn)態(tài)度的研究是已有研究的一個(gè)推廣。最后通過(guò)運(yùn)用算例予以證實(shí)。 本文希望能為供應(yīng)鏈企業(yè)之間契約談判,以及控制質(zhì)量風(fēng)險(xiǎn)提供有效的理論參考依據(jù)。
[Abstract]:Supply chain management (SCM) has been valued and participated by many enterprises since its application, and the management and strategy of enterprises have changed qualitatively. They focus on their core business by focusing on their own advantages and transferring their non-core business. On the one hand, it is convenient for enterprises to improve and strengthen, but it also brings the complexity of quality control in the supply chain environment, especially the food quality and safety problems that occur frequently in China in recent years. More and more enterprises realize that quality is the foundation of efficient operation of supply chain and one of the important goals of supply chain management. First of all, this paper constructs the expected return model of both supply chain parties, which includes the income model of OEM, the lead party, and the revenue model of contractor CM. In this paper, the quality level of the product is considered to be an important factor affecting the target profit of both parties. At the same time, the setting level of other relevant contract parameters is determined by the quality level of the product. In order to provide the supply chain decision-maker with a strong basis for making the contract. In addition, this paper takes these parameters into consideration and introduces the risk aversion coefficient of contractor CM from the point of view of supply chain environment, which is considered as a risk-averse enterprise. In line with the complex and rapid development of supply chain reality, has a relatively high research value. Secondly, according to the different efforts made by the main body of the supply chain in terms of quality, the objective profit function of the supplier and the contractor is considered from the unilateral moral hazard and the bilateral moral hazard, respectively. For the problem of establishing the profit function of both sides in the supply chain, the traditional research is based on the linear profit distribution model, and this paper adopts a better nonlinear contract form on the basis of the existing research, which has the innovative characteristics. Based on this, the contract model is built around four main lines: linear contract model under unilateral moral hazard and nonlinear contract form under unilateral moral hazard. Linear contract model under bilateral moral hazard and nonlinear contract formula under bilateral moral hazard. Finally, through a series of model solving processes, the specific value of each contract parameter is determined, that is, one-off fixed payment, unit product payment, market price, income sharing function. At the same time, it is found that under the same supply chain environment, what kind of contract model can get more benefit and has the best characteristics. The results show that the OEM in the form of nonlinear contract always gains more than the linear one. It should be pointed out that whether linear contract form or nonlinear contract form are considered in this paper, information symmetry and information asymmetry are discussed in this paper. The preliminary research results show that: in the case of information symmetry, The research on risk neutrality is a special case in this paper, and the study of risk attitude is a generalization of the previous research. Finally, an example is used to prove it. This paper hopes to provide an effective theoretical basis for contract negotiation and quality risk control among supply chain enterprises.
【學(xué)位授予單位】:南京理工大學(xué)
【學(xué)位級(jí)別】:碩士
【學(xué)位授予年份】:2014
【分類號(hào)】:F274
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