有限产能下基于不同投保主体的营业中断险投保模型分析

doi:10.12341/jssms22450

系统科学与数学 ›› 2023, Vol. 43 ›› Issue (2): 478-492.DOI: 10.12341/jssms22450

有限产能下基于不同投保主体的营业中断险投保模型分析

刘纯霞¹, 袁涛¹, 阳敏¹, 汪寿阳²

1. 湖南财政经济学院会计学院, 长沙 410205;
2. 中国科学院数学与系统科学研究院, 北京 100190

收稿日期:2022-06-23 修回日期:2022-08-20 出版日期:2023-02-25 发布日期:2023-03-16
通讯作者: 阳敏,Email:yangmin@hufe.edu.cn
基金资助:
湖南省教育厅科学研究资助项目(18A445,19B093),大学生创新创业训练计划项目(202211532002),湖南省重点实验室开放研究基金项目(2019TP1009)资助课题.

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刘纯霞,袁涛,阳敏,汪寿阳. 有限产能下基于不同投保主体的营业中断险投保模型分析[J]. 系统科学与数学, 2023, 43(2): 478-492.

LIU Chunxia, YUAN Tao, YANG Min, WANG Shouyang. Analysis of Business Interruption Insurance Model Based on Different Insured Entities Under Limited Production Capacity[J]. Journal of Systems Science and Mathematical Sciences, 2023, 43(2): 478-492.

Analysis of Business Interruption Insurance Model Based on Different Insured Entities Under Limited Production Capacity

LIU Chunxia¹, YUAN Tao¹, YANG Min¹, WANG Shouyang²

1. School of Accounting, Hunan University of Finance and Economics, Changsha 410205;
2. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190

Received:2022-06-23 Revised:2022-08-20 Online:2023-02-25 Published:2023-03-16

文章构建由制造商和销售商组成的二级供应链系统.制造商有限产能,若出现供应中断,制造商无法短时间追加生产.引入中断惩罚系数,就制造商运营中断风险下的不投保模型、制造商投保模型、销售商投保模型和合作投保模型进行对比分析,探寻企业投保决策的边界、价值及影响机理.研究表明:制造商投保模型和合作投保模型,均明显优于不投保模型和销售商投保模型,亦能促成供应链合作,实现共赢;投保主体的抉择边界由中断惩罚系数决定;不同投保模型对应的保险价值增值效应不同;合作投保模型对应的订货量最大,销售价最低,销售商通过薄利多销方式提升企业盈利水平.

关键词： 营业中断险, 中断惩罚, 风险转移, 投保抉择边界

This paper considers a secondary supply chain system composed of manufacturers and sellers. The manufacturer has limited production capacity. If there is a supply interruption, how to choose the insured subject of business interruption insurance. In this study, interruption penalty is introduced to compare and analyze four strategies, namely, non-insurance, manufacturer insured, seller insured, and cooperative insured under the risk of business interruption, in order to explore the boundary, value and impact path of business interruption insurance policy. The research shows that both the manufacturer’s insurance strategy and the cooperative insurance strategy are significantly better than the non-insurance strategy and the seller’s insurance strategy, and can also promote supply chain cooperation and achieve a win-win situation; The decision boundary of the insured subject is determined by the interruption penalty coefficient; The insurance value appreciation effect corresponding to different insurance strategies is different; The specific impact paths of business interruption insurance on different insured entities are different.

Key words: Business interruption insurance, interruption punishment, risk transfer, boundaries of insurance purchasing decisions

MR(2010)主题分类:

91B06

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