本文關鍵詞： 出口海陸倉 融資 質押率 雙重Stackelberg博弈 反向推理法　出處：《中國管理科學》2017年10期 　論文類型：期刊論文

【摘要】：出口海陸倉融資對促進海運貿(mào)易和供應鏈金融發(fā)展具有重要的現(xiàn)實意義,其質押率優(yōu)化是融資風險管理和控制決策的關鍵。本文針對需求波動條件下的出口海陸倉融資質押率優(yōu)化問題,應用雙重Stackelberg博弈原理,分析構造了船公司、出口商、進口商之間四種博弈策略下的總利潤函數(shù),以供應鏈總利潤最大化為目標,構建了質押率分段函數(shù)優(yōu)化模型,在論證了質押率最優(yōu)解存在的基礎上,采用反向推理法設計了求解步驟。算例驗證了模型的適用性和有效性,結果表明,船公司最優(yōu)質押率與出口商最佳交貨提前期、進口商最優(yōu)訂貨批量均呈負相關關系,質押貨物市場售價越高,最優(yōu)質押率越低。在進口商質押貨物進貨價上升或出口商原材料購買價格下降時,提高存貨融資質押率,有助于提高海運貿(mào)易供應鏈的整體利益。
[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】： 大連海事大學交通運輸管理學院;大連海事大學綜合交通運輸協(xié)同創(chuàng)新中心;
【基金】：國家自然科學基金資助課題(71372088) 中央高�；究蒲袠I(yè)務費(01760431) 遼寧省高等教育內(nèi)涵發(fā)展專項資金(協(xié)同創(chuàng)新中心)資助項目(20110116102)
【分類號】：F832.4

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