Overbooking Model of Ocean Shipping Container under CVaR
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摘要: 将条件风险价值(CVaR)度量准则应用于集装箱舱位超订的风险管理研究.建立了在CVaR准则下的海运集装箱舱位超订模型,解此模型得到舱位最优超订水平需满足的方程组,并讨论了风险厌恶程度和空箱调运对舱位最优超订水平的影响.分析结果表明,在风险厌恶环境中,集装箱舱位的最优超订水平依赖于需求的分布和风险厌恶程度,不一定小于风险中性时的最优超订水平;与不考虑空箱调运时比较,考虑空箱调运时,最优超订水平会降低.Abstract: Conditional value-at-risk(CVaR) was applied to a study on overbooking problem of ocean shipping containers.An overbooking model of ocean shipping containers was proposed in the CVaR framework,and a set of equations for optimal overbooking levels were obtained by solving the model.The effects of risk aversion and empty container pick-up on optimal overbooking levels were analyzed.The analysis results show that the optimal overbooking level for a risk averse company depends on demand distribution and degree of risk aversion,and may not be less than that for a risk neutral one;and optimal overbooking levels decline if empty container pick-up is considered.
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Key words:
- container liner /
- conditional value-at-risk(CVaR) /
- overbooking /
- model
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