关键词: 物流服务供应链, 风险规避, 期权, 供应链协调

Abstract: To discuss the application of option in logistics service supply chain under the circumstance of market demand uncertainty and integrator risk aversion,integrator risk aversion model,supplier risk aversion model and supply chain risk aversion model were constructed based on conditional value-at-risk aversion.Integrator's optimal initial order quantity as well as optimal option order quantity and supplier's optimal option price as well as optimal exercise price were obtained.The results showed that the integrator's and supplier's strategy were affected by integrator risk aversion.Under the circumstance of integrator risk aversion,the supply chain could not coordinate,and option could make the profits of the supply chain and the members better than that in the no option model,and the supply chain's Pareto improvement was reached.The simulation analysis was used to verify the effectiveness of option to spread risk in logistic service supply chain.

Key words: logistic service supply chain, risk aversion, option, supply chain coordination