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研究生:王瑞晟
研究生(外文):Jui-Cheng Wang
論文名稱:倉儲設備投資計劃之風險評估
論文名稱(外文):The Risk Analysis for the Investment Project of the Warehouse System
指導教授:胡黃德胡黃德引用關係
指導教授(外文):Michael H. Hu
學位類別:碩士
校院名稱:元智大學
系所名稱:工業工程與管理學系
學門:工程學門
學類:工業工程學類
論文種類:學術論文
論文出版年:2005
畢業學年度:94
語文別:中文
論文頁數:65
中文關鍵詞:蒙地卡羅法風險分析工程經濟分析自動倉儲
外文關鍵詞:Monte Carlo MethodRisk AnalysisEngineering Economics AnalysisAutomated Warehouse
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現今企業的作為,凡事講求迅速、效率、與品質。而為了達到上述目標,最好的方法就是將工廠自動化;而其中之一的自動化即為自動倉儲系統。設置一套完善的倉儲設備,可提供企業迅速地儲存、提取、控制、紀錄及管理倉儲的作業系統,其產生的效應為可妥善地安排生產所需之物料,並縮短庫存時間、防止呆料及避免發生缺料。本文乃針對設置自動倉儲系統之投資計劃的評估及決策,對於投資所產生的利益,以及其所面臨的風險雖然難以預測,但必須憑藉優良的工程經濟分析技術及工具,來評估整個投資計劃。本文透過風險機率模式之建立求解與應用,依歷史資料或假設各因素的機率分配後及估計出各分配的參數,再以參數之隨機變數以電腦軟體 (Crystal Ball) 利用蒙地卡羅法之風險分析技術,以1,000次亂數試驗,配合機率理論,藉由求出研究個案的淨現值。結果顕示本研究經由工程經濟與風險分析推估,個案於預測 20年之淨現值為大於0的正淨現值,另從其所呈現淨現值大於0的風險機率為92.7%。決策者可從獲利能力及風險評估的協助,用以評估投資計劃之參考。
The current business practice is to search for the quickness, efficiency and quality. To achieve the above goals, factory automation is a better method. One of the automation methods is to install the automated warehouse system. The well-designed warehouse operating system can store, deliver, control, record and manage the inventory effectively. It also provides right material, shorten the stocking period, reduce idle/shortage of the inventories during the production process. This research was to evaluate the investment project of the automated warehouse system. However, the prospective benefits and risks of this system were not easy to predict. Hence, the use of the engineering economic analysis tools can play an important role for the system evaluation. This research utilized the risk analysis model with historical data and parameters sets so that a risk analysis model for the evaluation of the automated warehouse system. The Crystal Ball software and Monte Carlo Method (with 1000 random samplings) were used to forecast the Net Present Value (NPV) of the investment projects. The results show that the positive NPV for the investment project during a 20 years study period. And the 92.7% probability of the positive NPV indicates that this is a good investment project. The decision maker can benefit from the use of the risk analysis tool for the evaluation of the investment project.
中文摘要……………………………………………………………………………i
英文摘要……………………………………………………………………………ii
誌謝…………………………………………………………………………………iii
目錄…………………………………………………………………………………iv
表目錄………………………………………………………………………………vi
圖目錄………………………………………………………………………………vii

第一章 緒論 ...........................1
1-1 研究背景與動機…………………………………………………………1
1-2 研究目的…………………………………………………………………2
1-3 研究範圍及限制…………………………………………………………2
1-4 研究架構…………………………………………………………………3
第二章 文獻探討.........................5
2-1 文獻回顧…………………………………………………………………5
2-2 企業投資的評估模式種類………………………………………………7
2-2-1 資產投資組合模式……………………………………………………7
2-2-2 經濟性評估模式………………………………………………………8
2-3 投資評估方式的優缺點 ………………………………………………13
2-4 先進製造系統的投資方案評估考量層面 ……………………………17
2-5 先進製造系統的評量模式分類及架構 ………………………………19

第三章 評估模式建立.......................25
3-1 評估先進製造系統決策的風險問題 …………………………………25
3-2 引進先進製造系統的風險模擬評估 …………………………………25
3-3 風險模擬分析評估模式的構建 ………………………………………28
3-4 投資評估模擬程序 ……………………………………………………30
3-5 投資評估模擬方法 ……………………………………………………32
3-6 蒙地卡羅模擬 …………………………………………………………32

第四章 案例模擬分析.......................34
4-1 個案背景概述 …………………………………………………………34
4-1-1 規劃緣由 ……………………………………………………………34
4-1-2 設備建置時間表 ……………………………………………………35
4-1-3 細部計劃與財務投資計劃 …………………………………………35
4-2 個案投資之淨現值風險分析 …………………………………………38
4-2-1 蒙地卡羅風險模擬分析 ……………………………………………38
4-3 風險分析結果 …………………………………………………………57
4-4 風險分析模型驗證 ……………………………………………………57

第五章 結論與建議........................59
5-1 結論 ……………………………………………………………………59
5-2 建議 ……………………………………………………………………59
參考文獻 …………………………………………………………………………61
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