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研究生:黃冠淳
研究生(外文):Guan-Chun Huang
論文名稱:探討未知風險態度下以買回合約制定合約組合
論文名稱(外文):Portfolio of Contracts under the Buyback Contract for Unknown Risk Attitude
指導教授:葉英傑葉英傑引用關係
指導教授(外文):Ying-Chieh Yeh
學位類別:碩士
校院名稱:國立中央大學
系所名稱:工業管理研究所
學門:商業及管理學門
學類:其他商業及管理學類
論文種類:學術論文
論文出版年:2016
畢業學年度:104
語文別:中文
論文頁數:48
中文關鍵詞:報童問題協同機制均值-方差分析買回合約
外文關鍵詞:Newsvendor ProblemCoordination MechanismMean-Variance AnalysisBuyback Contract
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供應鏈協調已在許多研究中被廣泛的討論,部份的文獻假設其情境為風險中立的供應鏈成員。然而,風險態度除了中立態度之外,還有風險偏好與風險趨避兩種風險態度,單以風險中立態度是無法完整呈現供應鏈成員的行為。因此,在本研究中,我們在報童模型下討論當供應商面臨風險趨避零售商時,如何達成通路協調消弭雙邊際效應。為了達成供應鏈的協同合作,許多學者發展了許多協同機制,如:數量折扣、買回、數量彈性、營收分享合約等。
由於零售商承擔存貨風險,因此零售商對風險的感受會影響其所做的決定。一般而言,風險趨避的零售商在面對不確定需求的情形下,訂購量相較於風險中立的零售商較少。然而,較少的訂購量將使得供應商與零售商的獲利相對減少。
在本研究將探討銷售買回合約下,供應商提供合作機制給風險趨避零售商,依據零售商不同的風險趨避程度來探討買回合約,供應商提供合約給零售商以增加彼此利潤;所以當供應商面對風險趨避的零售商時,應考量其風險態度來訂定合約與決策。

Coordination of supply chain has been widely discussed in many research. Some of them only discussed the situation of risk-neutral agents. However, the assumption of risk-neutral seems to be inadequate for the supply chain in reality. Hence, in this study, we discussed the newsvendor model with risk-averse retailer. To eliminate the double marginalization, scholars extended many methods. Such as quantity discount, buyback, quantity flexibility, Sales-rebate and revenue sharing contracts and so on.
As retailers bear the inventory and shortage risk, therefore retailer’s risk feelings will affect their decision made. Generally, the risk-averse retailer face with the case of uncertain demand, her order quantity will lower than risk-neutral retailer. However, lower order quantities will let supplier and retailer profit decreased.
In this research, we discuss under buyback contract, supplier provide a cooperation mechanism to risk aversion retailers, based on different degree of risk aversion retailers to explore the extent of buyback contract, to discuss buyback contract re, suppliers offer a contract to retailers to increase profits each other. So when suppliers face a risk aversion retailers should consider the risk attitude to make the decision and design contract.

目錄
中文摘要 i
Abstract ii
目錄 iii
圖目錄 v
表目錄 vi
第一章 緒論 1
1.1研究背景/動機 1
1.2研究目標 2
1.3研究架構 3
第二章 文獻探討 4
2.1報童問題 4
2.2 協調機制 5
2.3均值-方差分析 9
第三章 模型與分析 10
3.1. 情境0-原始報童合約與風險中立供應商與風險中立零售商 14
3.2. 情境1-原始報童合約與風險中立供應商與風險趨避零售商 16
3.3. 情境2-以買回合約制訂合約組合與風險中立供應商及風險趨避零售商 18
第四章 數值分析 22
4.1. 數值範例 22
4.2 敏感度分析 25
4.2.1買回價格之決策分析 25
4.2.2訂購數量之決策分析 27
4.2.3產品單位成本之影響分析 28
4.2.4批發價之影響分析 30
4.2.5零售價之影響分析 31
第五章 結論與未來研究 33
5.1 結論 33
5.2 未來研究 34
文獻來源 36


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