基于营业中断保险的供应风险控制研究工商管理专业论文.docxVIP

上海交通大学硕士学位论文 上海交通大学硕士学位论文 基于营业中断保险的供应风险控制研究 I I 基于营业中断保险的供应风险控制研究 摘 要 本文研究了将营业中断保险引入企业供应风险控制策略中对企业库存水平及 利润的影响与作用。国内外虽在供应中断风险管理领域已有一定的研究，但多集 中于库存策略、多源或后备供应商策略等；对于营业中断保险的研究也多集中于 产品介绍、保险制度等方面。本文将营业中断保险量化，引入供应中断风险控制 策略中，从库存决策和利润两个角度研究营业中断保险对企业供应风险控制的影 响。 企业发生上游供应中断时，以一个经营周期利润最大为目标函数，首先建立 了单周期一次中断情况下基于营业中断保险的决策模型。接着，证明企业在是否 购买营业中断保险两种情况下均存在唯一最优决策。通过比较分析发现营业中断 保险与库存并不总是相互替代的关系；并通过算例进一步分析发现商誉成本、供 应中断发生概率的大小是影响营业中断保险供应风险控制效应的重要因素。另外， 本文还建立了单周期多次中断情况下基于营业中断保险的决策模型，得出了与一 次中断类似的结论；通过与一次中断的比较分析，发现营业中断保险的风险控制 效应与中断发生的频次也有重要的联系。最后,从供给和需求两个角度提出基于营 业中断保险的供应中断风险控制策略。 本文的研究有助于完善供应中断风险管理理论，帮助企业更好的控制供应中 断风险，提高综合效益。同时对国内营业中断保险理论研究和实践方面具有一定 的意义。 关键词：供应中断；营业中断保险；风险控制；库存策略 II II Risk Controlling Research on Supply Interruption Based on BI Insurance Abstract This paper studies the differences of effects on inventory strategy and profit when a manufacturer purchases business interruption insurance (BI insurance) to control supply interruption. Although there have been several researches on supply interruption and BI insurance in theoretical circle at home and abroad, the relevant researches on supply interruption focus on inventory strategy, multi-suppliers or backup supplier and etc., and researches on BI insurance focus on introduction of products or provisions designing. Based on the existing literature, this paper quantifies BI insurance and offers firms to avail of BI insurance for supply interruption controlling. This paper studies the values of BI insurance through comparisons of inventory strategy and profit after the manufacturer purchases BI insurance to control supply interruption. This paper firstly constructs the decision model on maximization of profit based on BI insurance when the manufacturer encounters an interrupt during a single business cycle. Then, this paper proves that there exists optimal inventory level weather the manufacturer purchases BI insurance or not. Through the comparison between two optimal inventory decisions, this paper obtains that BI insurance can red