Supplier quality improvement: The value of information under uncertainty

We consider supplier development decisions for prime manufacturers with extensive supply bases producing complex, highly engineered products. We propose a novel modelling approach to support supply chain managers decide the optimal level of investment to improve quality performance under uncertainty. We develop a Poisson–Gamma model within a Bayesian framework, representing both the epistemic and aleatory uncertainties in non-conformance rates. Estimates are obtained to value a supplier quality improvement activity and assess if it is worth gaining more information to reduce epistemic uncertainty. The theoretical properties of our model provide new insights about the relationship between the degree of epistemic uncertainty, the effectiveness of development programmes, and the levels of investment. We find that the optimal level of investment does not have a monotonic relationship with the rate of effectiveness. If investment is deferred until epistemic uncertainty is removed then the expected optimal investment monotonically decreases as prior variance increases but only if the prior mean is above a critical threshold. We develop methods to facilitate practical application of the model to industrial decisions by a) enabling use of the model with typical data available to major companies and b) developing computationally efficient approximations that can be implemented easily. Application to a real industry context illustrates the use of the model to support practical planning decisions to learn more about supplier quality and to invest in improving supplier capability.     

On the Bullwhip Avoidance Phase: The Synchronised Supply Chain

The aim of this paper is to analyse the operational response of a Synchronised Supply Chain (SSC). To do so, first a new mathematical model of a SSC is presented. An exhaustive Latin Square design of experiments is adopted in order to perform a boundary variation analysis of the main three parameters of the periodic review smoothing (S, R) order-up-to policy: i.e., lead time, demand smoothing forecasting factor, and proportional controller of the replenishment rule. The model is then evaluated under a variety of performance measures based on internal process benefits and customer benefits. The main results of the analysis are: (I) SSC responds to violent changes in demand by resolving bullwhip effect and by creating stability in inventories under different parameter settings and (II) in a SSC, long production–distribution lead times could significantly affect customer service level. Both results have important consequences for the design and operation of supply chains.     

Valuation and risk assessment of participating life insurance in the presence of credit risk

In participating life insurance, management decisions regarding the asset composition can substantially impact the value of a policy from the policyholders’ perspective as well as the insurer’s risk situation. Due to the long-term guarantees often embedded in these contracts, life insurers typically invest a considerable portion of their capital in long-term assets such as corporate and government bonds. Besides interest rate risk, the value of these bond investments is thus particularly influenced by credit risk. Thus, the aim of this paper is to examine the impact of market risk associated with the asset composition on fair valuation and risk assessment with focus on credit risk and its interaction with equity risk and interest rate risk. Our analysis emphasizes that the consideration of credit risk associated with bonds has a strong impact on the fair valuation and risk measurement in the context of participating life insurance contracts, even in case of higher grade bond exposures.     

机械加工企业理化实验室管理的注意事项

论述了机械加工企业理化实验室管理应注意的几个方面的问题,对设备管理、人员培训、设备布局环境条件保证、标准物质管理、特殊物品管理、原材料采购、试样制备、安全管理、技术文件和原始记录管理、管理制度等进行了详细的阐述,并对如何管理进行了举例说明.     

基于灰色聚类分析的企业应急管理能力评价

在对企业应急管理能力概念初步界定的基础上,建立企业应急管理能力评价指标体系,针对企业应急管理能力多指标综合评价中存在的主观性问题,依据灰色聚类原理,提供了一种计算各指标权重的方法,使得指标之间的权重在评价过程中自动产生,不需要经过人为判断,减少了评价过程中的主观因素.结合实例企业,通过专家对各指标进行评估打分,根据评价...     

资本充足率控制预留缺口的资产负债优化模型

以利率变化后的资本充足率满足商业银行法要求的≥8%为约束条件,以资产组合的利息收入最大为目标函数,建立资产负债组合优化模型.本文的创新与特色一是通过预设持续期缺口使银行的资产组合在利率变动的有利条件下增加银行净值.这弥补了现有的零缺口免疫条件的资产组合不能使银行股东权益在利率变化中增加的缺陷.二是通过对预设持续期缺口的控制使银行的资产组合在利率变动的不利条件下满足资本充足率的法律要求.这种优化配给控制了资本损失,保护了股东权益,保证了在银行净值发生变化时资本充足率仍满足法律要求.     

基于辩论的多agent商务谈判辩论产生和决策过程研究

由于在自动谈判中加入辩论成分能够允许Agent在谈判过程中通过辩论的形式交换和交流额外的信息,进而影响对方的信念、偏好、意向或目标,使谈判向着有利于达成协议方向发展,并提高谈判效率,降低交易成本,因此已经成为多Agent商务谈判领域的热点发展方向.本文针对如何产生辩论这一重要问题进行研究,提出了"候选辩论集的产生策略"和"基于冲突分析的辩论目标产生模型",分析了基于辩论的多Agent商务谈判决策过程,并通过原型系统进行了验证.本文的研究成果将促使多Agent商务谈判系统向着更为实用方向发展.     

带定价决策的供应商管理库存合同设计

高校教师绩效工资管理系统的设计得益于管理科学与信息技术的有机结合,并基于高校教师的职业与人事管理特征有效实现管理自动化、信息透明化、公平效率化的设计初衷。系统通过几个主要功能模块的分工与流程,结合系统的参数设置与运算,可以自动生成教师的绩效津贴。从而实现高校有限资源的优化配置与绩效工资的合理分配,在激励教职员工爱岗敬业、自我实现的同时,实现教师个人与高校优势互补、和谐共进的多赢局面。     

需求拉动型供应链突发风险传递模型

研究突发事件风险在需求拉动型供应链中传递的效应和规律。以博弈论思想为指导,分析了突发事件风险在需求拉动型供应链中传递的过程,建立了相应的风险传递模型,计算了供应链双方利润的需求风险弹性系数。研究表明:供应链双方利润与市场容量呈正相关,与价格敏感系数呈负相关;突发事件引起的市场容量变化对供应链双方利润的影响要远大于价格弹性系数变化对供应链双方利润的影响;无论供应链成本如何变化,供应链各方利润对需求总量和需求倾向的各风险弹性系数恒大于1,说明下游需求的小幅变动可能引起上游利润的大幅变动,证明了牛鞭效应的存在。     

供应和需求不确定条件下物流服务供应链能力协调研究

为解决物流能力供应和需求不确定环境下,物流服务集成商和供应商能力采购和投资的协调问题,建立了Stackelberg主从博弈下物流服务集成商和供应商的决策模型,提出了基于收益共享的能力采购费用补偿协调机制,给出了实现供应链协同以及帕雷托改进的合约参数设计和取值区间.数值分析进一步验证了该协调机制的有效性,以及供应和需求波动对决策双方行为的影响.研究结果表明,物流服务集成商通过调节合约参数取值能有效协调供应和需求随机环境下物流服务供应链的采购和投资风险.