供应商的相关违约对供应链的收益影响分析

运筹与管理 ›› 2013, Vol. 22 ›› Issue (5): 84-89.

供应商的相关违约对供应链的收益影响分析

姚远

河南大学管理科学与工程研究所,河南开封 475004

收稿日期:2011-12-09 出版日期:2013-10-25
作者简介:姚远(1975-),女,河南开封人,管理学博士,博士后,副教授,研究方向:风险管理。
基金资助:
国家自然科学基金资助项目(71101045);国家社科基金资助项目(06BJY006);河南省青年骨干教师支持计划(2010GGJS-031);河南省高校科技创新人才支持计划(2009HASTIT017)支持

Default Correlation Impact of the Suppliers on Profit of Supply Chain

YAO Yuan

Institute for Management Science and Engineering, Henan University, Kaifeng 475004, China

Received:2011-12-09 Online:2013-10-25

摘要/Abstract

摘要： 本文研究包含一个零售商和两个供应商的供应链模型。首先分析了零售商的支付方式问题,得出当供应商适当的选择交货付款价格和提前支付价格时,零售商采取提前支付或交货付款的预期收益相同;其次,违约事件比较少的情况下,供应商的违约概率很大程度上取决于供应商违约的相关系数,且随着供应商违约相关性从高度正相关到高度负相关变化时,零售商的收益逐渐减小,供应商收益逐渐增加,整个供应链的收益逐渐增加。

关键词: 相关违约, 收益, 供应链, 供应商

Abstract: This paper studies a supply chain model with one retailer and two suppliers. Firstly, it analyzes the payment of the retailer, stating that the retailer gets the same profit when he pays in advance or at the time of the delivery. Secondly, the results show that when the default events are rare, the default probability of the suppliers is largely determined by their correlated efficiency. When the default correlation changes from the perfect positive to the perfect negative, the profit of the retailer decreases and that of the suppliers and the supply chain increases.

Key words: correlation of default, profit, supply chain, supplier

中图分类号:

F253

姚远. 供应商的相关违约对供应链的收益影响分析[J]. 运筹与管理, 2013, 22(5): 84-89.

YAO Yuan. Default Correlation Impact of the Suppliers on Profit of Supply Chain[J]. Operations Research and Management Science, 2013, 22(5): 84-89.

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