天气影响下基于损失厌恶的“公司+农户”型农产品供应链风险管理研究

Since Agriculture is one of the industries that are most sensitive to the changes in weather, it has been an important issue for the Chinese government and scholars to care about how to effectively manage weather risk in the agricultural production. This project is based on the “Innovative Meteorology Service Mechanism for Agriculture” proposed by the NO.1 central document in 2015. Different from the assumptions in the previous studies that the decision makers are risk-neutral and completely rational, loss-averse utility function in prospect theory will be employed in the supply chain of agricultural products consisting of companies and farmers to describe the characteristics of loss-averse farmers under the influence of weather. This project intends to study how to manage different types of risk from quantitative dimensions. That is to say, as for the risk resulting from low probability and low damage weather, the design of weather risk compensation contract will be studied to encourage the farmers to take measures in advance to effectively control risk; as for the risk resulting from low probability and high damage weather, the design of risk-transfer mechanism based on weather index insurance will be studied to break up the closure of the supply chain system; as for the risk resulting from high probability and low damage weather, the design of risk-transfer mechanism based on weather option will be studied to transfer the risk to the weather derivative market beyond the supply chain. The purpose of this project is to form a set of relatively systematic technical methods and solutions and help enrich the current theoretical explanations of risk management in the supply chain of agricultural products under the influence of weather.

农业是对天气变化最为敏感的行业之一，如何有效管理农业生产中的天气风险已成为我国政府和相关专家共同面临的重要课题。本项目立足于2015年中央一号文件提出的“创新气象为农服务机制”，以“公司+农户”型农产品供应链为研究对象，突破以往决策者为风险中性和完全理性的假设，运用前景理论中的损失厌恶效用函数来刻画天气影响下农户损失厌恶的特性。本项目从定量而非定性的维度来研究不同类型风险的管理，针对由低概率、低损害天气引发的风险，研究天气风险补偿契约的设计来激励农户预先采取应对措施以有效控制风险；针对由高损害、低概率天气引发的风险，研究天气指数保险型风险转移机制的设计以打破农产品供应链系统的封闭性；针对由高概率、低损害天气引发的风险，研究天气期权型风险转移机制的设计以将风险外化到供应链外部的天气衍生品市场。目的在于形成一套较为系统的技术方法和解决方案，有助于丰富天气影响下农产品供应链风险管理的理论解释。

针对农产品供应链在生产环节易受不利天气影响这一典型特征，以“公司+农户”型农产品供应链为研究对象，突破以往决策者为完全理性的假设，开展基于损失厌恶偏好的“公司+农户”型农产品供应链天气风险管理的研究。根据项目计划书的要求，针对由 低概率、低损害天气引发的风险，完成了天气影响下考虑农户行为偏好的农产品供应链风险控制机制研究；针对由高损害、低概率天气引发的风险，完成了天气影响下基于损失厌恶的农产品供应链保险型风险转移机制研究；针对由高概率、低损害天气引发的风险，完成了天气影响下基于损失厌恶偏好的农产品供应链期权型风险转移机制研究。从而建立了一套较为系统的考虑农户行为偏好(损失厌恶)的公司+农户”型农产品供应链天气风险管理的理论、方法和技术体系。通过上述研究，目前已经完成学术论文16篇，其中3篇已经在《中国管理科学》、《系统工程学报》等国家自然科学基金委管理科学部A类重要期刊上发表，4篇已被SSCI/SCI收录。基本完成了项目计划书规定的研究内容，部分实现了预期的研究目标和研究成果，并为后续开展相关深入研究奠定了较好的基础。