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研究生: 湯浩亘
Hau-Shiuan Tang
論文名稱: 在預先訂購折扣合約下面臨風險趨避零售商之供應商決策
Decision Making of a Supplier Facing a Risk-averse Retailer With an Advance-purchase Discount Contract
指導教授: 曾富祥
Fu-shiang Tseng
口試委員:
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業管理研究所
Graduate Institute of Industrial Management
畢業學年度: 97
語文別: 英文
論文頁數: 29
中文關鍵詞: 風險趨避供應鏈管理預先訂購折扣合約
外文關鍵詞: risk aversion, contract, advance-purchase discount, supply chain management
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  • 供應鏈管理的相關議題至今已有相當多的發展主題,但是有關不確定性、風險趨避的論點則相對比較少人探討。在現實的狀況下,風險這種受到心理影響的因素是相當難以用量化去衡量的。而此篇論文,我們基於探討這種內在影響,並且結合推式以及預先訂購折扣合約三個元素建構出決策模型。
    在推式合約中,零售商會依據供應商給定的批發價以及預估銷售季節的需求量來推算期初的訂購總量。是以供應商為供應鏈領導者的模式運作。而在預先訂購折扣合約下,供應商提供了兩種不同的批發價:銷售期初訂購的折扣價以及銷售期間訂購的一般批發價。而為了簡化決策模型,在此篇論文中我們去除了銷售期間訂購的缺貨因素以及運送時間因素。在供應商已經知道銷售商為風險趨避者的情況下,我們想要了解銷售商的風險趨避程度是否與兩個批發價有特定的關係,並且求得其期望利潤。


    There have been many research about supply chain anagement so far. But there have been few studies which incorporates the risk aversion into the supply chain model. In this thesis, we consider the influence of risk aversion given push and advance-purchase discount contracts. In a push contract, the retailer will make an order given demand forecast and supplier’s wholesale price before the selling session. However, it is the supplier to be the leader, because he can offer the best wholesale price to max his profit. In an advance-purchase discount contract, supplier will offer retailer two different wholesale prices, a discount price before the selling session and a regular price during the selling session. In this study, we try to determine the best wholesale prices with an advance-purchase discount contract given retailer’s risk level. We also want to study how the prices related to retailer’s risk level when the supplier knew his retailer is risk-averse and furthermore find their expected profit.

    中文論文摘要. ....................................................................................................... i Abstract. ............................................................................................................................ ii Contents. ...........................................................................................................................iii List of figures. ....................................................................................................................v List of tables. .................................................................................................................... vi 1 Introduction. ...................................................................................................................1 1.1 Background/Motivation. ......................................................................................1 1.2 Research objectives. ............................................................................................ 2 1.3 Thesis framework. ............................................................................................... 2 2 Literature review. ............................................................................................................4 2.1 Supply chain contracts. .........................................................................................4 2.2 Information asymmetry . .......................................................................................6 2.3 Risk aversion. ....................................................................................................... 7 3 The model. ...................................................................................................................... 8 3.1 With a risk-neutral retailer. ...................................................................................9 3.2 With a risk-averse retailer. ..................................................................................11 4 Numerical analysis. ...................................................................................................... 12 4.1 Examples given the wholesale prices. ................................................................12 4.2 Examples without given the wholesale prices. ...................................................17 5 Summary and future research. ......................................................................................20 5.1 Summary. ........................................................................................................... 20 5.2 Future research. ...................................................................................................21 Reference. ........................................................................................................................ 22 Appendix. .........................................................................................................................24 A1. The VB6.0 code of computing the solution of risk-neutral model. ................... 24 A2. The VB6.0 code of computing the solution of risk-averse model. .................... 27

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