网络视频节目中羊群效应的影响研究

考虑累积观看节目用户量产生的羊群效应角度构建两阶段决策模型,得到节目最优定价策略和最优广告量策略。研究表明:收费模式中羊群效应对最优定价的影响特征与用户规模有关,并进一步导致免费模式中最优广告量减少。在收费模式羊群效应较高情况下,运营商能通过延长收费模式时间提高节目利润。还发现收费模式中羊群效应导致观看节目用户总规模增加,但收费模式对免费模式有挤兑效应。在免费模式中羊群效应较低情况下,只有收费模式中具有较高的羊群效应才能使节目总利润增加,否则总利润减少。     

移动学习软件打卡返现的免费增值策略研究

考虑网络外部性因素,研究移动学习软件打卡返现的免费增值策略。分别构建企业在垄断市场和竞争市场下的数学模型,得到不同市场结构下企业最优的产品价格、需求及利润,并通过均衡结果分析企业的策略选择。研究表明:①在垄断市场中,企业应当选择打卡返现策略,此时产品定价较高,付费市场需求较低。②在竞争市场中,对于企业2(劣势企业)而言,无论企业1(优势企业)采取何种策略,均不应选择打卡返现策略;对于企业1(优势企业)而言,只有当两家企业产品差异程度较大时,才应选择打卡返现策略。     

基于Hotelling模型的双寡头免费增值策略竞争分析

软件产品的经验性和强网络效应使得企业往往依靠免费的基础产品积聚人气,再通过收费的增值产品或服务来盈利。现有免费增值策略相关研究多局限于垄断情况,对多个企业之间的竞争交互鲜有探讨。基于产品网络效应和消费者偏好差异,本文构建Hotelling模型研究了双寡头企业免费增值策略博弈均衡及其影响因素。结果表明:若网络效应相对较强,企业都应采用免费增值策略;若网络效应相对较弱,都不采用;若网络效应相对处于中等水平,存在“都不采用”和“都采用”两种可能的均衡结果,但前者情况下双方企业都能获得更大利润。另外,消费者对企业之间的水平差异越敏感,对免费版本的质量要求越高,企业采用免费增值策略的动力越弱,“都不采用”区域扩大,而“都采用”区域缩小。     

考虑消费者转移的双渠道定价决策研究

产品的双渠道销售不仅给企业带来更多的利润收益,同时给企业在应对市场复杂需求方面带来冲突和挑战.以拥有双渠道销售的制造商为研究对象,基于消费者对制造商线下渠道和线上渠道存在的策略型行为,研究了渠道之间考虑存在消费者转移的双渠道产品定价及协调策略.首先,构建了"线下主导"和"线上主导"的Stackelberg分散决策博弈模型,得到分散决策模式下的双渠道最优定价均衡解,并分析了策略型消费者所占比例、线上消费者购买到产品概率、消费者转移概率对最优定价和总利润的影响.然后,构建了双渠道集中决策定价模式,通过分析得出存在唯一的双渠道最优定价策略,并给出其解析解表达式.最后,通过数值算例仿真分析进行验证.     

考虑预付定金和退货的SMPEs产品定价与优化策略

借鉴中小制造型企业(SMPEs)在线渠道预售模式,考虑市场中存在预付订金和不预付订金的顾客,并将其退货情况引入到生产商利润表达式中,构建确定性和随机性市场需求下的SMPEs产品销售利润最大化模型,推导生产商产品最优定价的解析解;对比两种销售模式的利润,得到了生产商选择不同销售策略的条件。进一步考虑预付定金的产品数量、预交定金比例、退货数量是关于价格折扣敏感的情况,采用拉格朗日乘子法对生产商产品定价及优化问题进行研究,分析求得生产商销售策略(产品定价和价格折扣)的近似最优解。最后,通过数值算例对研究结论进行了验证并给出经济学解释。     

考虑跟随企业搭便车行为的创新企业定价策略研究

文章通过构建博弈模型探讨了存在跟随企业搭便车行为时创新企业的定价策略及定价模式(稳定定价或动态定价),并分析了忠实消费者规模及需求溢出效应等特征对创新企业定价决策与利润的影响.结果表明,无论创新企业采用稳定定价或动态定价模式,跟随企业搭便车行为均会降低创新企业利润,需求溢出效应的增强总能使创新企业和跟随企业均获得更高的利润.动态定价模式下,当需求溢出效应较大时,创新企业会采用渗透定价策略;反之会采用撇脂定价策略.无论垄断或竞争市场情形下,均存在消费者规模阈值效应,即创新企业的利润随着忠实消费者规模的增大而先增大后减小.垄断市场下,动态定价模式能让创新企业获得更高利润;竞争市场下,当跟随企业质量处于较中间水平时,稳定定价模式能让创新企业获得更多优势.     

考虑策略性消费者受不确定性社交影响的双渠道定价策略研究

随着互联网等新兴技术的发展,消费者对产品的价格追踪以及学习更加便利,其购买决策也会受到其他参与者决策的影响.消费者根据产品的上市价格和清仓时的可获得性决策购买时间,这种自身策略等待及受外部他人社交影响的行为加剧了市场需求的不确定性.承诺定价与差价补偿定价策略能有效地缓解消费者的策略等待行为,但相对动态定价策略缺少灵活性与便利性.因此文章研究零售商在动态定价、承诺定价、差价补偿定价策略中的选择问题.运用消费者偏好理论、博弈论和最优化理论求解各种模型的最优解及存在条件,进一步探讨消费者学习能力和社交影响对最优解的影响.结论表明,当消费者学习能力大于一定水平时,零售商应选择差价补偿定价,否则承诺定价为最优选择;消费者的学习能力增加了实体渠道的最优零售价和零售商整体利润,但降低了线上渠道的最优价格:社交影响有利于双渠道最优价格和零售商最优利润的增加.最后通过数值分析验证了上述模型的有效性和可靠性.     

考虑炒作效应的网络视频平台商业模式选择

随着网络视频产业迅猛发展,越来越多的视频节目依赖炒作宣传吸引关注度获取丰厚的商业收益。本文考虑时间因素和炒作因素,基于用户需求不确定性建立连续时间型收益模型。应用哈密顿方法求解非线性优化问题,得到了炒作效应影响下的视频用户支付意愿变化规律,网络视频商业模式的动态演化趋势,并确立了最优的视频节目定价和营销炒作策略。研究结果表明,选择收费模式用户人数随着炒作时间的增加而增加,而选择免费模式用户人数随着炒作时间的增加而减少;随着炒作效应的提高,混合型免费—收费模式会逐渐演化为单一收费模式,且视频平台利润呈现倒“U”型变化趋势。研究结论揭示了营销炒作对视频定价、用户支付意愿和收视行为的影响,为视频平台更好的了解用户需求,制定商业策略提供决策依据。     

网络零售商配送业务差别定价策略

电子商务的快速发展使网络销售的配送业务激增,包含大量的二次/重复配送业务.有效提高配送成功率,减少配送次数是企业低碳运营重要方面.采取差别定价诱导部分网络消费者放弃传统上门配送,选择自提方式.在分析消费者选择偏好基础上,建立企业利润模型,对送货上门与自提两种配送服务的差别定价问题进行研究.给出了在差别定价模式下企业最优定价决策,分析了相关因素对市场需求、企业决策和利润的影响,对企业低碳运营策略提出建议.     

考虑云安全风险的个人云存储服务最优定价策略

针对现有个人云存储服务纷纷关闭的现象,如何根据不同市场时期和云用户特征,制定合理的定价策略已成为个人云存储服务商面临的挑战性问题。本文在考虑云安全风险,云用户感知价值及弹性成本对个人云存储服务定价的影响,建立了基于云安全风险的两阶段定价模型,给出了免费试用时长确定下的最优决策及免费试用时长不确定下的最优免费试用时长及最优价格。借助数值分析,进一步研究了云安全风险系数,云用户感知价值,云安全运营成本系数对最优免费时长,最优利润的影响,结果表明,当云安全风险系数适中时,个人云存储供应商(PCSP)采取两阶段定价策略。另外,最优利润随着云安全风险系数,免费试用时长,单位安全运营成本的增加先增加后减少。     

Threshold control of mutual insurance with limited commitment

We study the optimal premium policy of mutual insurance when the charged premium cannot be higher than a preset rate. We provide a complete solution to the problem and use numerical simulations to illustrate how the optimal premium policy responds to changes of outside factors. The results are useful for mutual insurance firms to design premium policies and can be used to test the behavior of these firms in empirical studies.     

产品多方面差异下双寡头定位定价模型

建立在同类产品存在多方面差异条件下双寡头企业两阶段动态定位定价博弈模型,在市场中存在不同类型消费者时,求出了使企业利润最大化的子博弈精炼纳什均衡,并深入分析了消费者对两家企业平均偏好效用差(ΔU)和企业的运输成本率(t)对企业定位定价策略的影响.     

政府奖惩下供应链合作减排与低碳宣传的动态优化

为减少生产过程中碳排放对环境带来的不利影响,考虑到政府对制造商采取奖惩措施,以此为背景,针对供应链长期合作减排、低碳宣传的问题,构建微分博弈模型。考虑到产品需求受碳排放量和零售商低碳宣传努力的共同影响下,得出并分析了分散式和集中式决策下制造商和零售商的反馈均衡策略及产品碳排放量的最优轨迹,发现产品碳排放量的最优轨迹具有多种敛散性,且在集中式决策下实现了供应链利润和环境绩效的双赢。此外,还分析了政府奖惩力度对产品碳排放量的影响。最后结合算例对模型进行分析,为供应链的低碳化管理和政府奖惩政策的制定提供了理论参考。     

A Bowley solution with limited ceded risk for a monopolistic reinsurer

Borch (1969) advocated that the study of optimal reinsurance design should take into consideration the conflicting interests of both an insurer and a reinsurer. Motivated by this and exploiting a Bowley solution (or Stackelberg equilibrium game), this paper proposes a two-step model that tackles an optimal risk transfer problem between the insurer and the reinsurer. From the insurer’s perspective, the first step of the model provisionally derives an optimal reinsurance policy for a given reinsurance premium while reflecting the reinsurer’s risk appetite. The reinsurer’s risk appetite is controlled by imposing upper limits on the first two moments of the coverage. Through a comparative analysis, the effect of the insurer’s initial wealth on the demand for reinsurance is then examined, when the insurer’s risk aversion and prudence are taken into account. Based on the insurer’s provisional strategy, the second step of the model determines the monopoly premium that maximizes the reinsurer’s expected profit while still satisfying the insurer’s incentive condition. Numerical examples are provided to illustrate our Bowley solution.     

Input/output selection in DEA under expert information,with application to financial markets

Data envelopment analysis (DEA), as generally used, assumes precise knowledge regarding which variables are inputs and outputs; however, in many applications, there exists only partial knowledge. This paper presents a new methodology for selecting input/output variables endogenously to the DEA model in the presence of partial (or expert’s) knowledge by employing a reward variable observed exogenous to the operation of the DMUs. The reward is an allocation of a limited resource by an external agency, e.g. capital allocation by a market, based on the perceived internal managerial efficiencies. We present an iterative two-stage optimization model which addresses the benefit of possibly violating the expert information to determine an optimal internal performance evaluation of the DMUs for maximizing its correlation with the reward metric. Theoretical properties of the model are analyzed and statistical significance tests are developed for the marginal value of expert violation. The methodology is applied in Fundamental Analysis of publicly-traded firms, using quarterly financial data, to determine an optimized DEA-based fundamental strength indicator. More than 800 firms covering all major sectors of the US stock market are used in the empirical evaluation of the model. The firms so-screened by the model are used within out-of-sample mean-variance long-portfolio allocation to demonstrate the superiority of the methodology as an investment decision tool.     

Optimal quoting of delivery time by a third party logistics provider: The impact of shipment consolidation and temporal pricing schemes

Increased competition in business environments requires that firms provide not only quality but also timely service with minimal cost. Offering a delivery-time guarantee may increase the demand for a product or service, or allow the firm to charge a price premium. This paper investigates the effects of different pricing schemes for a Third Party Logistics (3PL) provider. The 3PL tenders a consolidated load to a carrier that line-hauls over a certain origin–destination lane. In a price- and time-sensitive logistics market, we derive the optimal quotations that should be made for price and delivery-time, with the objective of maximizing the profit rate of the 3PL provider. We propose four easy-to-use temporal pricing schemes, and derive the corresponding optimal length of shipment consolidation cycles and the prices. Depending on the logistics market parameters, we show that charging according to an order’s time of arrival is not necessarily the best pricing scheme. Various managerial insights and numerical examples with sensitivity analysis are provided.     

Optimum excess-loss reinsurance: a dynamic framework

The purpose of this article is to consider a two firms excess-loss reinsurance problem. The first firm is defined as the direct underwriter while the second firm is the reinsurer. As in the classical model of collective risk theory it is assumed that premium payments are received deterministically from policyholders at a constant rate, while the claim process is determined by a compound Poisson process. The objective of the underwriter is to maximize the expected present value of the long run terminal wealth (investments plus cash) of the firm by selecting an appropriate excess-loss coverage strategy, while the reinsurer seeks to maximize its total expected discounted profit by selecting an optimal loading factor. Since both firms' policies are interdependent we define an insurance game, solved by employing a Stackelberg solution concept. A diffusion approximation is used in order to obtain tractable results for a general claim size distribution. Finally, an example is presented illustrating computational procedures.     

Optimal reinsurance and investment policies with the CEV stock market

In this paper, under the criterion of maximizing the expected exponential utility of terminal wealth, we study the optimal proportional reinsurance and investment policy for an insurer with the compound Poisson claim process. We model the price process of the risky asset to the constant elasticity of variance (for short, CEV) model, and consider net profit condition and variance reinsurance premium principle in our work. Using stochastic control theory, we derive explicit expressions for the optimal policy and value function. And some numerical examples are given.     

Pareto Optimal Allocation and Price Equilibrium for a Duopoly with Negative Externality

A spatial competition model involving decisions made by consumers and firms is proposed. A regulating agent assigns the demand, taking into account the price, transport and externality cost, and minimizing the joint consumer cost to obtain a Pareto optimal allocation. Assuming the Pareto optimal allocation, firms fix prices in order to maximize the profit. An equilibrium problem is studied and some results are presented. The problem and results are illustrated with an example.