工业工程

工业工程 ›› 2012, Vol. 15 ›› Issue (1): 1-7.

• 专题论述 •    下一篇

基于CVaR的航空公司机票超售策略

  

  1. 重庆大学 经济与工商管理学院，重庆 400030
  • 出版日期:2012-02-29 发布日期:2012-03-13
  • 作者简介:于辉(1973-),男,重庆市人,教授,博士,主要研究方向为物流与供应链管理、收益管理、应急管理.
  • 基金资助:

    国家自然科学基金资助项目(70871126;90924009；71101160),教育部新世纪优秀人才支持计划基金资助项目(NCET-10-0843)

CVaRBased Overbooking Strategy for Airlines

  1. School of Economics and Business Administration, Chongqing University, Chongqing 400030, China
  • Online:2012-02-29 Published:2012-03-13

摘要： 机票超售是航空公司提高收益的有效手段。针对风险规避环境下的机票超售问题，构建了基于CVaR风险度量方法的超售模型，并以风险最小化为目标对模型进行优化处理，得到了最优超售水平满足的条件。研究结果表明：最优超售水平依赖于订票乘客到达率的分布情况及决策者对风险规避的程度，同时机票价格和单位超售损失对最优策略有重要影响。    

关键词: 航空公司机票超售, 风险规避, CVaR方法

Abstract: Ticket overbooking is an effective way of profit gain for airlines. However, it is also risky. Thus, tradeoff should be made to maximize the profit and, at the same time, minimize the risk. By taking riskaversion into account in ticket overbooking problem, a mathematical model based on conditional valueatrisk (CVaR) is established. With this model, the conditions are obtained, under which an optimal overbooking strategy can be found. Results show that the optimal overbooking level depends on the distribution of arrival rate and the risk aversion level of the decisionmaker. Also, the optimal overbooking level is affected by the ticket price and unit overbooking loss.

Key words:  ticket overbooking in airline, risk aversion, conditional value-at-risk(CVaR)