本文選題：風(fēng)險(xiǎn)中性 + 損失規(guī)避�。� 參考：《浙江海洋大學(xué)》2017年碩士論文

【摘要】：近年來,世界金融危機(jī)對全球經(jīng)濟(jì)發(fā)展產(chǎn)生了巨大的影響。由于外向型經(jīng)濟(jì)的特征,國際航運(yùn)業(yè)首當(dāng)其沖受到了較大的沖擊。世界貿(mào)易量的下降導(dǎo)致班輪艙位閑置、航運(yùn)供應(yīng)鏈效率低下。因此,提高航運(yùn)供應(yīng)鏈效率、增加航運(yùn)企業(yè)收益、降低運(yùn)營成本成為不少學(xué)者關(guān)注的重點(diǎn)。然而,當(dāng)前針對航運(yùn)供應(yīng)鏈的研究大多是建立在決策者“經(jīng)濟(jì)人”基礎(chǔ)上的,即采用期望收益最大化作為決策目標(biāo)。自前景理論問世以來,決策者損失規(guī)避的特征得到了廣泛的驗(yàn)證與應(yīng)用。因此,本文基于損失規(guī)避和心理賬戶理論,以班輪運(yùn)輸企業(yè)和貨運(yùn)代理企業(yè)構(gòu)成的二階段供應(yīng)鏈為研究對象,研究班輪超售決策和期權(quán)契約協(xié)同問題,通過優(yōu)化超售決策模型和期權(quán)契約協(xié)同模型,降低市場不確定性所帶來的風(fēng)險(xiǎn),實(shí)現(xiàn)航運(yùn)供應(yīng)鏈上成員利益最大化。研究得到以下新結(jié)論:基于心理賬戶的建模方法,構(gòu)建了損失規(guī)避集裝箱班輪運(yùn)輸企業(yè)超售決策模型。不同于傳統(tǒng)的基于期望收益最大的模型構(gòu)建方式,將損失規(guī)避和心理賬戶引入超售決策模型。通過分別構(gòu)建基于單一心理賬戶的超售決策模型和基于多重心理賬戶的超售決策模型,研究效用函數(shù)不同評價(jià)方式對超售決策的影響機(jī)制。理論研究表明基于心理賬戶的兩種超售決策均存在唯一最優(yōu)解滿足班輪運(yùn)輸企業(yè)期望收益最大,且數(shù)值算例分析表明,基于多重心理賬戶班輪運(yùn)輸企業(yè)的超售水平更低,期望收益更大�；诙嘀匦睦碣~戶的建模方式,以風(fēng)險(xiǎn)中性班輪運(yùn)輸企業(yè)和損失規(guī)避貨運(yùn)代理企業(yè)構(gòu)成的二階段供應(yīng)鏈為研究對象,構(gòu)建了同時(shí)給定單位艙位批發(fā)價(jià)和期權(quán)契約情況下貨運(yùn)代理企業(yè)雙變量決策模型。研究表明存在艙位批發(fā)量與期權(quán)購買量的最優(yōu)值滿足損失規(guī)避貨運(yùn)代理企業(yè)期望效用最大,并通過敏感性分析揭示了最優(yōu)解與參數(shù)設(shè)定的變化關(guān)系�；诙嘀匦睦碣~戶的建模方式,研究了損失規(guī)避環(huán)境下四種班輪運(yùn)輸供應(yīng)鏈期權(quán)契約,并分別提出了協(xié)同條件。首先,研究了當(dāng)單位艙位批發(fā)價(jià)和期權(quán)契約同時(shí)存在情況下,班輪運(yùn)輸供應(yīng)鏈期權(quán)契約的協(xié)同條件。接著,假設(shè)單位艙位批發(fā)價(jià)趨于無限大,研究了一般情況下的期權(quán)契約、允許緊急補(bǔ)訂期權(quán)契約和考慮缺貨損失期權(quán)契約協(xié)同班輪運(yùn)輸企業(yè)的條件。理論研究表明,以上四種期權(quán)契約均能實(shí)現(xiàn)供應(yīng)鏈協(xié)同,且通過數(shù)值算例分析表明,供應(yīng)鏈成員能任意分割供應(yīng)鏈整體收益,并揭示了風(fēng)險(xiǎn)中性班輪運(yùn)輸企業(yè)和損失規(guī)避貨運(yùn)代理企業(yè)的期望收益隨參數(shù)設(shè)置的變化趨勢。
[Abstract]:In recent years, the world financial crisis has had a tremendous impact on global economic development. Due to the characteristics of export-oriented economy, the international shipping industry is the first to bear the brunt of the impact. The decline in world trade has led to idle liner shipping spaces and inefficient shipping supply chains. Therefore, to improve the efficiency of shipping supply chain, increase the revenue of shipping enterprises, reduce operating costs has become the focus of many scholars. However, most of the current research on shipping supply chain is based on the "economic man" of decision-makers, that is to say, the expected income maximization is adopted as the decision goal. Since the advent of foreground theory, the characteristics of loss aversion for decision makers have been widely verified and applied. Therefore, based on the theory of loss aversion and psychological account, this paper takes the two-stage supply chain composed of liner transportation enterprises and freight forwarders as the research object, and studies the coordination of liner overselling decisions and option contracts. By optimizing the oversell decision model and the option contract coordination model, the risks caused by market uncertainty are reduced, and the benefits of the members in the shipping supply chain are maximized. The following new conclusions are obtained: based on the psychological account modeling method, a loss aversion container liner shipping enterprise oversell decision model is constructed. Different from the traditional model based on the maximum expected income, loss aversion and psychological account are introduced into the oversell decision model. By constructing a single psychological account based oversell decision model and a multiple psychological account based overselling decision model, the influence mechanism of different evaluation methods of utility function on oversell decision was studied. Theoretical studies show that there is a unique optimal solution to meet the expected income of liner shipping companies based on psychological accounts, and numerical examples show that the overselling level of liner shipping companies based on multiple psychological accounts is lower. The expected returns are greater. Based on the modeling method of multiple psychological accounts, a two-stage supply chain consisting of risk-neutral liner shipping enterprises and loss-averse freight forwarders is taken as the research object. A bivariate decision model for freight forwarding agent is constructed under the condition of both wholesale price and option contract. The research shows that the optimal value of the wholesale volume of space and the purchase amount of option meets the expected utility of the freight forwarder to avoid losses. The relationship between the optimal solution and the parameter setting is revealed by sensitivity analysis. Based on the modeling method of multiple psychological accounts, four options contracts in liner transport supply chain under the environment of loss aversion are studied, and the cooperative conditions are proposed respectively. Firstly, when the wholesale price of unit space and the option contract exist simultaneously, the cooperative conditions of the option contract in the liner shipping supply chain are studied. Then, assuming that the wholesale price of unit space tends to be infinity, this paper studies the option contract under general circumstances, which allows for urgent replenishment of options contract and consideration of shortage of goods option contract to coordinate with the liner shipping company. The theoretical study shows that the above four options contracts can achieve supply chain coordination, and the numerical examples show that the supply chain members can arbitrarily divide the overall revenue of the supply chain. It also reveals the trend of the expected income of risk-neutral liner shipping enterprises and loss-averse freight forwarders with parameter setting.
【學(xué)位授予單位】：浙江海洋大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F552

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 劉云志;樊治平;;考慮損失規(guī)避型供應(yīng)商的VMI供應(yīng)鏈協(xié)調(diào)[J];控制與決策;2016年05期

2 顧波軍;張祥;;風(fēng)險(xiǎn)中性供應(yīng)商與損失規(guī)避零售商基于收益共享契約的供應(yīng)鏈協(xié)調(diào)[J];系統(tǒng)管理學(xué)報(bào);2016年01期

3 顧波軍;張祥;;考慮多種情境的供應(yīng)鏈回購契約協(xié)調(diào)與比較研究[J];現(xiàn)代管理科學(xué);2014年04期

4 甘小冰;錢麗玲;馬利軍;王沿;;電子商務(wù)環(huán)境下兩級生鮮供應(yīng)鏈的協(xié)調(diào)與優(yōu)化[J];系統(tǒng)管理學(xué)報(bào);2013年05期

5 李績才;周永務(wù);肖旦;鐘遠(yuǎn)光;;考慮損失厭惡一對多型供應(yīng)鏈的收益共享契約[J];管理科學(xué)學(xué)報(bào);2013年02期

6 周永務(wù);肖旦;李績才;;損失規(guī)避零售商訂貨量與廣告費(fèi)用的聯(lián)合決策[J];系統(tǒng)工程理論與實(shí)踐;2012年08期

7 胡本勇;陳旭;;考慮努力水平和決策風(fēng)險(xiǎn)偏好的供應(yīng)鏈期權(quán)銷量擔(dān)保模型[J];管理工程學(xué)報(bào);2012年03期

8 林志炳;蔡晨;許保光;;損失厭惡下的供應(yīng)鏈?zhǔn)找婀蚕砥跫s研究[J];管理科學(xué)學(xué)報(bào);2010年08期

9 劉珩;潘景銘;唐小我;;基于損失厭惡型零售商的易逝品供應(yīng)鏈價(jià)格補(bǔ)貼契約研究[J];控制與決策;2010年08期

10 胡本勇;雷東;陳旭;;基于收益共享與努力成本共擔(dān)的供應(yīng)鏈期權(quán)銷量擔(dān)保契約[J];管理工程學(xué)報(bào);2010年03期

，

本文編號：2036078