供应链的风险识别、评估研究

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1、中南大学博士学位论文供应链的风险识别、评估研究姓名：周南洋申请学位级别：博士专业：管理科学与工程指导教师：何继善;陈晓红20080901中南人学博，I：学位论文摘要的传播过程，然后在此模型的基础上，分别从风险因素、节点企业和整个网络三个角度进行定量的风险评估。随后，以一实例阐明了该模型在供应链风险评估中的应用。迄今为止，有关供应链风险管理研究的局限和不足是，大部分的文献都侧重在供应链风险管理的定性研究上，而回避了一些难以处理的、但又具有现实意义的供应链风险评估的定量模型研究。本文的工作分别构建了供应链风险识别框架、基于多属性决策的供应链风险评估方法、基于金融工程中

2、的CVaR方法的上市公司供应链的风险评估方法，以及考虑风险因素有影响的供应链风险评估方法等。关键词：供应链风险管理；风险识别；风险评估；OWA算子；条件在险值(CVaR)；风险传播ll中南大学博十学位论文AbstractNowadays，supplychainriskmanagementwhichisaveryimportantissueinthesupplychainmanagementhasastrongpracticalsignificanceandisalsooneofthehotanddifficultscientificresearches．Howev

3、er,insupplychainriskmanagement，themethodsofstudyingandconstructingthesupplychainriskidentificationandthequantitativemodelofsupplychainriskassessmentarenotonlythemostbasicandthemostimportantpartofthetheoreticalfoundation，butalsoagreatpracticalvaluefield．Thispaperconductsanin—depthstudy

4、；themaininnovmionsareasfollows：1．Onthebasicofsummarizingthedomesticandinternationalassessmentmethodsofthesupplychainrisk，theassessmentofriskunderatraditionalformulaRisk=P(Loss)xLossforcalculatingtheriskvalueislikelytoappeara”riskparadox¨whichissimilartothe”expectedutility"paradox，that

5、istosay,itwillappearsomeresultswhichisnotconsistentwiththepeople’Srealitydecision-makingactivities；andthismethoddoesn’tbringtheexperienceandintuitionintothedecision—makingframework，ignoringtheimportantrolesoftheexperienceandintuitioninthedecision-makingprocess．Therefore，inthisdisserta

6、tion，theresultsandoccurrenceprobabilityofriskincidentareregardedasthepropertyofriskdecision-making，anditalsoraisesamulti—attributedecision—makingmethodsofthesupplychainriskassessmentbasedoniii中南人学博．L：学位论文AbstracttheOWAoperator．3．Thesourceofsupply—chainriskisverywide，andalsoexistmanyki

7、ndsofrelevance．It’Sdifficult，evenimpossible，forUStointegratealltheoriginsofriskintoonequantitativeanalysismodelandthendeterminetheirrelevance．Inresponsetothisdilemma，takinglistedcompanies’supplychainnetworkforresearch(theSO—calledlistedcompanies’supplychainmeansthemajorsuppliers，manuf

8、actur