关键词: 供应链, 双渠道, 定价决策, 风险规避, 均值-方差分析

Abstract: For a supply chain with a risk averse supplier and a risk averse retailer, the optimal direct price, retail price and the added value were studied under centralized decision. Then, through mean-variance analysis, the optimal wholesale price, channel prices and the added value under decentralized decision were analyzed. At last, the numerical simulation illustrated the effect of risk averse value and demand variance on the decisions. Analysis showed that the optimal prices of dual channel, the added value and the expected profit decreased with the increasing risk averse value and demand variance under decentralized decisions. And the expected profit was lower than that under centralized decision. The risk averse members werent always harm to the system expected profit when the demand variance was fixed. The risk averse characteristics of members could decrease the double marginalization and improved the system expected profit. The Pareto improvement was also realized.

Key words: supply chain, dual channel, pricing decision, risk averse, mean-variance analysis