@inproceedings{df6ed1ccd63a4e948d22b08bc74de032,
title = "Mean-CVaR model of wholesale price contracts and dual purchase contracts in the supply chain",
abstract = "Wholesale price contracts and dual purchase contracts are the most common contract styles in the supply chain because they are price-only contracts. The CVaR model of loss in revenue of retailers in the two styles of contracts under atwo-level supply chain is proposed in this paper according to the definition of Conditional Value at Risk (CVaR), which previously has been used in financial engineering. Consequently, the mean-CVaR model, which aims at revenue maximization with CVaR risk explosion constraints, is proposed. The numer icalresults indicate that dual purchase contracts achieve strict Pareto improvementover wholesale price contracts, with more revenue and less risk explosion.",
author = "Mu, \{Y. G.\} and Q. Mai and Zhao, \{Z. B.\} and Feng, \{Y. J.\}",
year = "2009",
doi = "10.1061/41064(358)444",
language = "英语",
isbn = "9780784410646",
series = "Proceedings of the 9th International Conference of Chinese Transportation Professionals, ICCTP 2009: Critical Issues in Transportation System Planning, Development, and Management",
publisher = "ASCE - American Society of Civil Engineers",
pages = "3160--3166",
booktitle = "Proceedings of the 9th International Conference of Chinese Transportation Professionals, ICCTP 2009",
note = "9th International Conference of Chinese Transportation Professionals, ICCTP 2009: Critical Issues in Transportation System Planning, Development, and Management ; Conference date: 05-08-2009 Through 09-08-2009",
}