發(fā)布時(shí)間：2018-02-17 01:10

  本文關(guān)鍵詞： 出口海陸倉(cāng) 融資 質(zhì)押率 雙重Stackelberg博弈 反向推理法　出處：《中國(guó)管理科學(xué)》2017年10期 　論文類(lèi)型：期刊論文

【摘要】：出口海陸倉(cāng)融資對(duì)促進(jìn)海運(yùn)貿(mào)易和供應(yīng)鏈金融發(fā)展具有重要的現(xiàn)實(shí)意義,其質(zhì)押率優(yōu)化是融資風(fēng)險(xiǎn)管理和控制決策的關(guān)鍵。本文針對(duì)需求波動(dòng)條件下的出口海陸倉(cāng)融資質(zhì)押率優(yōu)化問(wèn)題,應(yīng)用雙重Stackelberg博弈原理,分析構(gòu)造了船公司、出口商、進(jìn)口商之間四種博弈策略下的總利潤(rùn)函數(shù),以供應(yīng)鏈總利潤(rùn)最大化為目標(biāo),構(gòu)建了質(zhì)押率分段函數(shù)優(yōu)化模型,在論證了質(zhì)押率最優(yōu)解存在的基礎(chǔ)上,采用反向推理法設(shè)計(jì)了求解步驟。算例驗(yàn)證了模型的適用性和有效性,結(jié)果表明,船公司最優(yōu)質(zhì)押率與出口商最佳交貨提前期、進(jìn)口商最優(yōu)訂貨批量均呈負(fù)相關(guān)關(guān)系,質(zhì)押貨物市場(chǎng)售價(jià)越高,最優(yōu)質(zhì)押率越低。在進(jìn)口商質(zhì)押貨物進(jìn)貨價(jià)上升或出口商原材料購(gòu)買(mǎi)價(jià)格下降時(shí),提高存貨融資質(zhì)押率,有助于提高海運(yùn)貿(mào)易供應(yīng)鏈的整體利益。
[Abstract]:The financing of export sea and land warehouse is of great practical significance to promote the development of maritime trade and supply chain finance. The optimization of pledge rate is the key of financing risk management and control decision. Aiming at the optimization of financing pledge rate of export sea and land warehouse under the condition of fluctuating demand, this paper analyzes and constructs the shipping company and exporter by applying the double Stackelberg game principle. With the aim of maximizing the total profit of the supply chain, a segmented function optimization model of the pledge rate is constructed, and the existence of the optimal solution of the pledge rate is proved, on the basis of the total profit function under the four game strategies among importers, and the objective is to maximize the total profit of the supply chain. The method of reverse reasoning is used to design the solution procedure. An example is given to verify the applicability and validity of the model. The results show that the optimal pledge rate of the shipping company is negatively related to the exporter's optimal lead time and the importer's optimal order quantity. The higher the market price of the pledged goods, the lower the optimal pledge rate. When the purchase price of the goods pledged by the importer rises or the purchase price of the raw materials of the exporter drops, increasing the pledge rate of inventory financing will help to improve the overall benefit of the supply chain of maritime trade.
【作者單位】： 大連海事大學(xué)交通運(yùn)輸管理學(xué)院;大連海事大學(xué)綜合交通運(yùn)輸協(xié)同創(chuàng)新中心;
【基金】：國(guó)家自然科學(xué)基金資助課題(71372088) 中央高�；�本科研業(yè)務(wù)費(fèi)(01760431) 遼寧省高等教育內(nèi)涵發(fā)展專(zhuān)項(xiàng)資金(協(xié)同創(chuàng)新中心)資助項(xiàng)目(20110116102)
【分類(lèi)號(hào)】：F832.4

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