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基于CVaR与期权契约的农产品供应链协调机制

Coordination Mechanism of Agricultural Supply Chain Based on CVaR and Options Contract

  • 摘要: 针对未来农产品市场需求的不确定性,建立一个含期权契约的农产品供应链协调模型,研究在CVaR风险度量准则下农产品供应链成员的决策行为,分析农户不同风险规避度下期权契约对生产、采购决策的影响程度。结果表明:农户风险规避度是农产品生产量的减函数,是公司的收益的增函数;引入期权契约后,“公司+农户”供应链整体绩效可以实现pareto改进。

     

    Abstract: In view of the uncertainty of agricultural produce market in the future, an agricultural supply chain coordination model with option contract was constructed. The optimal decision-making behavior of the members of the agricultural supply chain was researched under the conditional value at risk (CVaR) method and the influence of option contract on decision-making of produce and order was analyzed under the different farmer's risk averse degree. The results show that the farmer's output quantity is a decreased function and enterprise's return is an increased function. The "enterprise + farmer" contract-farming supply chain's performance can achieve pareto improvements after introducing the option contract.

     

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