关键词: 泊松过程, CVaR准则, 风险流, 报童模型

Abstract: Under the background of interweaving and overlapping events such as the great changes of the century, the epidemic of the century, the conflict between Russia and Ukraine, the science and technology war, and the trade war, the risk factors such as the contraction of demand, the supply shock and the weakening of expectations interact and overlap, the risk flow on both sides of supply and demand has brought serious interference to the reliability of the global supply chain, further leading to an increase in unexpected risk factors, and bringing a new class of theoretical dilemmas and practical challenges to the operation and management of the supply chain, namely: how to incorporate the statistical regularity of risk flow into the theoretical framework of decision model in order to expand the universality of the theory and method of decision mechanism in the risk decision environment? Therefore, it is necessary to take the transmission mechanism of risk flow on both sides of supply and demand as the core factor, and consider the optimization decision of supply chain operation and management. Therefore, it is necessary to take the transmission mechanism of risk flow on both sides of supply and demand as the core factor, and consider the optimization decision of supply chain operation and management. For this purpose, based on Poisson process theory, this paper describes the statistical regularity of both sides of stochastic supply and demand, and then incorporates it into the newsboy model with CVaR criterion, and derives the corresponding decision mechanism. Based on the relevant theories of the new model and its numerical simulation results, the following important conclusions and management implications can be drawn:
Firstly, the Poisson process theory and method can be used to effectively identify the diffusion path and mode of risk flow on both sides of supply and demand, which helps to reveal the transmission mechanism of risk flow information, and then visualize the mapping of risk flow to the digital mirror of decision-making mechanism. Through the relevant digital mirror, we gain an insight into the performance of operation and management in the context of risk decision making. When the demand elasticity coefficient exceeds the ebb and flow point, the corresponding increase in the system's order volume will help improve the performance level of operation and management. Otherwise, the strategy of reducing the purchase volume will be adopted to avoid the risk of inventory caused by the decline in demand.
Secondly, the intervention intensity parameter carried by the risk flow on both sides of supply and demand has a negative effect on multiple core factors such as risk aversion factor, optimal expected order quantity and expected profit in the stochastic system. It can be seen that the transmission mechanism of risk flow has a characteristic of multi-path diffusion. Therefore, decision makers should effectively coordinate the correlation between the change of risk intervention intensity and the core elements. When the intervention intensity of risk flow increases, decision makers should hold a relatively conservative ordering strategy to cope with the systematic intervention and challenge brought by risk flow.
The third is multi-functionalization to the effectiveness mechanism of risk flow. It is necessary to make full use of the statistical regularity of risk flow from a multi-dimensional perspective in order to effectively reduce risks in the process of risk decision making, so as to better serve the operation goal of seeking advantages and avoiding disadvantages. Therefore, based on the statistical structure of risk flow, decision makers should put forward a risk effectiveness diversification mechanism integrating risk data monitoring, risk identification, risk early warning, risk information sharing, optimizing supplier selection and other elements, so as to effectively identify the diffusion path and mode of “black swan” and “gray rhino” events, to promote the rationalization and scientific behavior of risk decision-making, and thus improve the ability of operation and management to cope with risks.

Key words: Poisson process, CVaR criterion, risk flows, newsvendor model