需求扰动下考虑风险规避的服务定价和质量保证研究

张涑贤 刘晶晶 栾佳敏

摘  要：将质量承诺考虑在内，分别构建风险中性服务商基于利润最大化的决策模型和风险规避服务商基于CVaR准则的决策模型，分析了需求扰动对不同风险态度服务商最优决策的影响。通过运用服务商最大效用的KKT条件，探讨了其在需求扰动下的最优定价、缺陷补偿和承诺水平，并进一步对比分析需求扰动下不同风险态度服务商的决策变化。研究发现：需求扰动下，服务商的最优服务价格、承诺水平与风险规避程度负相关，质量缺陷补偿与风险规避程度正相关。而服务商的最优服务价格、承诺水平与需求扰动正相关;最优缺陷补偿与需求扰动负相关;并且服务商最优决策的变化幅度取决于扰动量的多少。需求扰动情形下，虽然服务商最优决策与风险规避系数和扰动量有关，但最优决策的变动量仅与扰动量有关。此外，最优服务价格、承诺水平与承诺水平弹性系数正相关，缺陷补偿与承诺水平弹性系数负相关;最优服务价格、承诺水平和缺陷补偿均与缺陷补偿弹性系数正相关;承诺水平与承诺成本系数负相关。

关键词：需求扰动;风险规避;质量保证策略;服务运营;最优决策

中图分类号：F272    文献标识码：A

Abstract： Taking the quality guarantees into account， the decision model of risk neutral service provider based on profit maximization and the decision model of risk aversion service provider based on CVaR criterion are constructed respectively， and the influence of demand disturbance on the optimal decision of different risk attitude service provider is analyzed. By applying the Karush-Kuhn-Tucker（KKT）condition， the optimal pricing， defect compensation， and commitment level under the demand disturbance are explored， and the decision changes of different risk attitude service providers are further compared and analyzed. It is found that the optimal service price and commitment level under the disturbance of demand are adversely related to the degree of risk aversion， and the quality defect compensation is strongly associated with the degree of risk aversion. Besides， the optimal service price and commitment level are positively related to the demand disturbance; the optimal defect compensation is negatively related to the demand disturbance; and the variation range of the optimal decision depends on the amount of disturbance. In the case of demand disturbance， the optimal decision has a close link with risk aversion and the disturbance quantity， but the change quantity of the optimal decision is only influenced by the disturbance quantity. In addition， service price and commitment level are positively correlated with elasticity coefficient of demand to commitment level while quality defect compensation is negatively correlated with it; not only service price and commitment level but also quality defect compensation is positively correlated with elasticity coefficient of demand to defect compensation; commitment level is negatively correlated with cost coefficient of commitment level.

Key words： demand disturbance; risk averse; service quality guarantees policy; service operation; optimal decision

消費者需求的急速变化，突发自然灾害及零售商的促销活动等情况都可能导致市场需求的不规律波动[1-2]，导致企业需承担难以确定市场需求的风险。虽然质量保证策略能够通过确保服务的充分执行和减缓服务失败的后果来降低风险[3]，但是持有不同风险态度的服务商面临风险时所做出的决策不同。……