Value at risk management in multi-period supply inventory coordination
Z Cai, R Xin, R Xiao - 2009 IEEE International Conference on e …, 2009 - ieeexplore.ieee.org
Z Cai, R Xin, R Xiao
2009 IEEE International Conference on e-Business Engineering, 2009•ieeexplore.ieee.orgInventory coordination problem of multi supplies and its risks management are rarely studied
in the past. Here a multi-period supply inventory coordination operation between suppliers
and manufacturers and a risk management strategy are presented. All inventory
coordination risks are divided into holding risk and shortage risk and analyzed on the basis
of value at risk (VaR). Then a risk-control model is established to lessen the risks including
both holding risk and shortage risk and gain better supply coordination. Finally, a car supply …
in the past. Here a multi-period supply inventory coordination operation between suppliers
and manufacturers and a risk management strategy are presented. All inventory
coordination risks are divided into holding risk and shortage risk and analyzed on the basis
of value at risk (VaR). Then a risk-control model is established to lessen the risks including
both holding risk and shortage risk and gain better supply coordination. Finally, a car supply …
Inventory coordination problem of multi supplies and its risks management are rarely studied in the past. Here a multi-period supply inventory coordination operation between suppliers and manufacturers and a risk management strategy are presented. All inventory coordination risks are divided into holding risk and shortage risk and analyzed on the basis of value at risk (VaR). Then a risk-control model is established to lessen the risks including both holding risk and shortage risk and gain better supply coordination. Finally, a car supply inventory problem is simulated to illustrate the proposed model.
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