基于CVaR的果蔬冷链风险控制研究

摘要

在生鲜类农产品安全问题频发和大众消费需求多样化的背景下，果蔬农产品所固有的复杂性使得果蔬冷链存在巨大的潜在风险。基于果蔬农产品的特殊性，建立果蔬冷链的风险指标体系，采用Borda-风险矩阵分析法对风险控制因素进行重要性排序，筛选出果蔬冷链所面临的主要风险指标。引入条件风险值理论（CVaR）构建果蔬冷链风险控制模型，并结合实例，通过LINGO求解得到最小风险损失时的最优风险控制组合。为主动预防果蔬冷链风险，减少供应链损失提供针对性的借鉴。%In this paper, based on the peculiarity of the fruit and vegetable products, we built the risk index system of the fruit and vegetable cold chain, used the Borda-risk matrix analysis to rank the risk control factors in terms of importance, identified the major ones, introduced the CVaR theory to build the fruit and vegetable cold chain risk control model and at the end, through an empirical example, obtained the optimal risk control combination to minimize the risk damage.