메뉴 건너뛰기




Volumn 55, Issue 1, 2017, Pages 130-144

Global sensitivity analysis and aggregation of risk in multi-product supply chain networks

Author keywords

discrete event simulation; risk management; supply chain management; supply chain risk; uncertainty propagation

Indexed keywords

COMPLEX NETWORKS; DECISION MAKING; DISCRETE EVENT SIMULATION; RISK MANAGEMENT; SENSITIVITY ANALYSIS; SUPPLY CHAIN MANAGEMENT;

EID: 84975485909     PISSN: 00207543     EISSN: 1366588X     Source Type: Journal    
DOI: 10.1080/00207543.2016.1198504     Document Type: Article
Times cited : (56)

References (56)
  • 1
    • 84894282240 scopus 로고    scopus 로고
    • Uncertainty in Climate Change Modeling: Can Global Sensitivity Analysis Be of Help?
    • Anderson, B., E., Borgonovo, M., Galeotti, and R., Roson. 2014. “Uncertainty in Climate Change Modeling:Can Global Sensitivity Analysis Be of Help?” Risk Analysis 34 (2):271–293.
    • (2014) Risk Analysis , vol.34 , Issue.2 , pp. 271-293
    • Anderson, B.1    Borgonovo, E.2    Galeotti, M.3    Roson, R.4
  • 2
    • 84888863510 scopus 로고    scopus 로고
    • Invariant Probabilistic Sensitivity Analysis
    • Baucells, M., and E., Borgonovo. 2013. “Invariant Probabilistic Sensitivity Analysis.” Management Science 59 (11):2536–2549.
    • (2013) Management Science , vol.59 , Issue.11 , pp. 2536-2549
    • Baucells, M.1    Borgonovo, E.2
  • 3
    • 85001733209 scopus 로고    scopus 로고
    • Developments in modelling risk aggregation
    • BCBS, 2010. Developments in modelling risk aggregation. In:Basel Committee on Banking Supervision. Available at http://www.bis.org/publ/joint25.pdf.
    • (2010) Basel Committee on Banking Supervision
  • 4
    • 84889676721 scopus 로고    scopus 로고
    • The Impact of Knowledge Transfer and Complexity on Supply Chain Flexibility: A Knowledge-based View
    • Blome, C., T., Schoenherr, and D., Eckstein. 2014. “The Impact of Knowledge Transfer and Complexity on Supply Chain Flexibility:A Knowledge-based View.” International Journal of Production Economics 147:307–316.
    • (2014) International Journal of Production Economics , vol.147 , pp. 307-316
    • Blome, C.1    Schoenherr, T.2    Eckstein, D.3
  • 5
  • 6
    • 0035341687 scopus 로고    scopus 로고
    • A New Importance Measure for Risk-informed Decision Making
    • Borgonovo, E., and G. E., Apostolakis. 2001. “A New Importance Measure for Risk-informed Decision Making.” Reliability Engineering & System Safety 72 (2):193–212.
    • (2001) Reliability Engineering & System Safety , vol.72 , Issue.2 , pp. 193-212
    • Borgonovo, E.1    Apostolakis, G.E.2
  • 7
    • 79952377433 scopus 로고    scopus 로고
    • Moment Independent Importance Measures: New Results and Analytical Test Cases
    • Borgonovo, E., W., Castaings, and S., Tarantola. 2011. “Moment Independent Importance Measures:New Results and Analytical Test Cases.” Risk Analysis 31 (3):404–428.
    • (2011) Risk Analysis , vol.31 , Issue.3 , pp. 404-428
    • Borgonovo, E.1    Castaings, W.2    Tarantola, S.3
  • 8
    • 84855321058 scopus 로고    scopus 로고
    • A Study of Interactions in the Risk Assessment of Complex Engineering Systems: An Application to Space PSA
    • Borgonovo, E., and C. L., Smith. 2011. “A Study of Interactions in the Risk Assessment of Complex Engineering Systems:An Application to Space PSA.” Operations Research 59 (6):1461–1476.
    • (2011) Operations Research , vol.59 , Issue.6 , pp. 1461-1476
    • Borgonovo, E.1    Smith, C.L.2
  • 11
    • 33745038284 scopus 로고    scopus 로고
    • Model Uncertainty and its Impact on the Pricing of Derivative Instruments
    • Cont, R., 2006. “Model Uncertainty and its Impact on the Pricing of Derivative Instruments.” Mathematical Finance 16 (3):519–547.
    • (2006) Mathematical Finance , vol.16 , Issue.3 , pp. 519-547
    • Cont, R.1
  • 12
    • 34248160827 scopus 로고    scopus 로고
    • Model Risk: What are the Assumptions Made in using Models to Value Securities and What are the Consequent Risks?
    • Derman, E., 1996. “Model Risk:What are the Assumptions Made in using Models to Value Securities and What are the Consequent Risks?” RISK Magazine 9:34–38.
    • (1996) RISK Magazine , vol.9 , pp. 34-38
    • Derman, E.1
  • 15
    • 84867517509 scopus 로고    scopus 로고
    • Managing Disruption Risk: the Interplay Between Operations and Insurance
    • Dong, L., and B., Tomlin. 2012. “Managing Disruption Risk:the Interplay Between Operations and Insurance.” Management Science 58 (10):1898–1915.
    • (2012) Management Science , vol.58 , Issue.10 , pp. 1898-1915
    • Dong, L.1    Tomlin, B.2
  • 16
    • 0033416234 scopus 로고    scopus 로고
    • Modeling Term Structures of Defaultable Bonds
    • Duffie, D., and K. J., Singleton. 1999. “Modeling Term Structures of Defaultable Bonds.” Review of Financial Studies 12 (4):687–720.
    • (1999) Review of Financial Studies , vol.12 , Issue.4 , pp. 687-720
    • Duffie, D.1    Singleton, K.J.2
  • 17
    • 84925233440 scopus 로고    scopus 로고
    • The Performance Impact of Supply Chain Agility and Supply Chain Adaptability: The Moderating Effect of Product Complexity
    • Eckstein, D., M., Goellner, C., Blome, and M., Henke. 2015. “The Performance Impact of Supply Chain Agility and Supply Chain Adaptability:The Moderating Effect of Product Complexity.” International Journal of Production Research 53 (10):3028–3046.
    • (2015) International Journal of Production Research , vol.53 , Issue.10 , pp. 3028-3046
    • Eckstein, D.1    Goellner, M.2    Blome, C.3    Henke, M.4
  • 18
    • 33845324130 scopus 로고    scopus 로고
    • Aggregating Risk Capital, with an Application to Operational Risk
    • Embrechts, P., and G., Puccetti. 2006. “Aggregating Risk Capital, with an Application to Operational Risk.” The Geneva Risk and Insurance Review 31 (2):71–90.
    • (2006) The Geneva Risk and Insurance Review , vol.31 , Issue.2 , pp. 71-90
    • Embrechts, P.1    Puccetti, G.2
  • 21
    • 84927952640 scopus 로고    scopus 로고
    • Collaborative Forecasting, Inventory Hedging and Contract Coordination in Dynamic Supply Risk Management
    • Gao, L., 2015. “Collaborative Forecasting, Inventory Hedging and Contract Coordination in Dynamic Supply Risk Management.” European Journal of Operational Research 245 (1):133–145.
    • (2015) European Journal of Operational Research , vol.245 , Issue.1 , pp. 133-145
    • Gao, L.1
  • 22
    • 84923556303 scopus 로고    scopus 로고
    • An Analytical Framework for Supply Network Risk Propagation: A Bayesian Network Approach
    • Garvey, M. D., S., Carnovale, and S., Yeniyurt. 2015. “An Analytical Framework for Supply Network Risk Propagation:A Bayesian Network Approach.” European Journal of Operational Research 243 (2):618–627.
    • (2015) European Journal of Operational Research , vol.243 , Issue.2 , pp. 618-627
    • Garvey, M.D.1    Carnovale, S.2    Yeniyurt, S.3
  • 23
    • 84897032444 scopus 로고    scopus 로고
    • An Interdependent Layered Network Model for a Resilient Supply Chain
    • Gong, J., J. E., Mitchell, A., Krishnamurthy, and W. A., Wallace. 2014. “An Interdependent Layered Network Model for a Resilient Supply Chain.” Omega 46:104–116.
    • (2014) Omega , vol.46 , pp. 104-116
    • Gong, J.1    Mitchell, J.E.2    Krishnamurthy, A.3    Wallace, W.A.4
  • 24
    • 25144480454 scopus 로고    scopus 로고
    • Optimizing the Supply Chain Configuration for New Products
    • Graves, S. C., and S. P., Willems. 2005. “Optimizing the Supply Chain Configuration for New Products.” Management Science 51 (8):1165–1180.
    • (2005) Management Science , vol.51 , Issue.8 , pp. 1165-1180
    • Graves, S.C.1    Willems, S.P.2
  • 25
    • 84913558028 scopus 로고    scopus 로고
    • A Critical Review on Supply Chain Risk-definition, Measure and Modeling
    • Heckmann, I., T., Comes, and S., Nickel. 2015. “A Critical Review on Supply Chain Risk-definition, Measure and Modeling.” Omega 52:119–132.
    • (2015) Omega , vol.52 , pp. 119-132
    • Heckmann, I.1    Comes, T.2    Nickel, S.3
  • 26
    • 0030121081 scopus 로고    scopus 로고
    • Importance Measures in Global Sensitivity Analysis of Nonlinear Models
    • Homma, T., and A., Saltelli. 1996. “Importance Measures in Global Sensitivity Analysis of Nonlinear Models.” Reliability Engineering & System Safety 52 (1):1–17.
    • (1996) Reliability Engineering & System Safety , vol.52 , Issue.1 , pp. 1-17
    • Homma, T.1    Saltelli, A.2
  • 27
    • 0001428625 scopus 로고
    • Decision Analysis: Practice and Promise
    • Howard, R. A., 1988. “Decision Analysis:Practice and Promise.” Management Science 34 (6):679–695.
    • (1988) Management Science , vol.34 , Issue.6 , pp. 679-695
    • Howard, R.A.1
  • 28
    • 84872726890 scopus 로고    scopus 로고
    • Managing Risk of Supply Disruptions: Incentives for Capacity Restoration
    • Hu, X., H., Gurnani, and L., Wang. 2013. “Managing Risk of Supply Disruptions:Incentives for Capacity Restoration.” Production and Operations Management 22 (1):137–150.
    • (2013) Production and Operations Management , vol.22 , Issue.1 , pp. 137-150
    • Hu, X.1    Gurnani, H.2    Wang, L.3
  • 30
    • 0025003868 scopus 로고
    • A Robust Measure of Uncertainty Importance for use in Fault Tree System Analysis
    • Iman, R. L., and S. C., Hora. 1990. “A Robust Measure of Uncertainty Importance for use in Fault Tree System Analysis.” Risk Analysis 10 (3):401–406.
    • (1990) Risk Analysis , vol.10 , Issue.3 , pp. 401-406
    • Iman, R.L.1    Hora, S.C.2
  • 31
    • 84871271769 scopus 로고    scopus 로고
    • Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital
    • Inanoglu, H., and M., Jacobs. 2009. “Models for Risk Aggregation and Sensitivity Analysis:An Application to Bank Economic Capital.” Journal of Risk and Financial Management 2 (1):118–189.
    • (2009) Journal of Risk and Financial Management , vol.2 , Issue.1 , pp. 118-189
    • Inanoglu, H.1    Jacobs, M.2
  • 32
    • 84860510521 scopus 로고    scopus 로고
    • Applicability of Optimal Control Theory to Adaptive Supply Chain Planning and Scheduling
    • Ivanov, D., A., Dolgui, and B., Sokolov. 2012. “Applicability of Optimal Control Theory to Adaptive Supply Chain Planning and Scheduling.” Annual Reviews in Control 36 (1):73–84.
    • (2012) Annual Reviews in Control , vol.36 , Issue.1 , pp. 73-84
    • Ivanov, D.1    Dolgui, A.2    Sokolov, B.3
  • 33
    • 84902549640 scopus 로고    scopus 로고
    • The Ripple Effect in Supply Chains: Trade-off ’Efficiency-flexibility-resilience’ in Disruption Management
    • Ivanov, D., B., Sokolov, and A., Dolgui. 2014. “The Ripple Effect in Supply Chains:Trade-off ’Efficiency-flexibility-resilience’ in Disruption Management.” International Journal of Production Research 52 (7):2154–2172.
    • (2014) International Journal of Production Research , vol.52 , Issue.7 , pp. 2154-2172
    • Ivanov, D.1    Sokolov, B.2    Dolgui, A.3
  • 34
    • 79960606919 scopus 로고    scopus 로고
    • Optimal Design and Global Sensitivity Analysis of Biomass Supply Chain Networks for Biofuels under Uncertainty
    • Kim, J., M. J., Realff, and J. H., Lee. 2011. “Optimal Design and Global Sensitivity Analysis of Biomass Supply Chain Networks for Biofuels under Uncertainty.” Computers & Chemical Engineering 35 (9):1738–1751.
    • (2011) Computers & Chemical Engineering , vol.35 , Issue.9 , pp. 1738-1751
    • Kim, J.1    Realff, M.J.2    Lee, J.H.3
  • 36
    • 0002488052 scopus 로고
    • Proceedings of the Koninklijke Nederlandse Akademie van Wetenschappen, Series A
    • Kuiper, N. H. 1960. “Tests Concerning Random Points on a Circle.” In Proceedings of the Koninklijke Nederlandse Akademie van Wetenschappen, Series A 63:38–47.
    • (1960) Tests Concerning Random Points on a Circle , vol.63 , pp. 38-47
    • Kuiper, N.H.1
  • 39
    • 0008069076 scopus 로고    scopus 로고
    • From Value at Risk to Stress Testing: The Extreme Value Approach
    • Longin, F. M., 2000. “From Value at Risk to Stress Testing:The Extreme Value Approach.” Journal of Banking & Finance 24 (7):1097–1130.
    • (2000) Journal of Banking & Finance , vol.24 , Issue.7 , pp. 1097-1130
    • Longin, F.M.1
  • 40
    • 84941871856 scopus 로고
    • The Kolmogorov--Smirnov Test for Goodness of Fit
    • Massey, F. J., 1951. “The Kolmogorov--Smirnov Test for Goodness of Fit.” Journal of the American Statistical Association 46 (253):68–78.
    • (1951) Journal of the American Statistical Association , vol.46 , Issue.253 , pp. 68-78
    • Massey, F.J.1
  • 43
    • 84927952066 scopus 로고    scopus 로고
    • Managing Operational Disruptions through Capital Adequacy and Process Improvement
    • Mizgier, K. J., M., Hora, S. M., Wagner, and M. P., Jüttner. 2015. “Managing Operational Disruptions through Capital Adequacy and Process Improvement.” European Journal of Operational Research 245 (1):320–332.
    • (2015) European Journal of Operational Research , vol.245 , Issue.1 , pp. 320-332
    • Mizgier, K.J.1    Hora, M.2    Wagner, S.M.3    Jüttner, M.P.4
  • 52
    • 0034926426 scopus 로고    scopus 로고
    • Global Sensitivity Indices for Nonlinear Mathematical Models and their Monte Carlo Estimates
    • Sobol, I., 2001. "Global Sensitivity Indices for Nonlinear Mathematical Models and their Monte Carlo Estimates." Mathematics and Computers in Simulation 55 (13):271–280.
    • (2001) Mathematics and Computers in Simulation , vol.55 , Issue.13 , pp. 271-280
    • Sobol, I.1
  • 54
    • 0000909011 scopus 로고
    • Global Sensitivity Analysis
    • Wagner, H. M., 1995. “Global Sensitivity Analysis.” Operations Research 43 (6):948–969.
    • (1995) Operations Research , vol.43 , Issue.6 , pp. 948-969
    • Wagner, H.M.1
  • 55
    • 84896752849 scopus 로고    scopus 로고
    • Disruptions in Tightly Coupled Supply Chain Networks: The Case of the US Offshore Oil Industry
    • Wagner, S. M., K. J., Mizgier, and P., Arnez. 2014. “Disruptions in Tightly Coupled Supply Chain Networks:The Case of the US Offshore Oil Industry.” Production Planning & Control 25 (6):494–508.
    • (2014) Production Planning & Control , vol.25 , Issue.6 , pp. 494-508
    • Wagner, S.M.1    Mizgier, K.J.2    Arnez, P.3
  • 56
    • 84916601308 scopus 로고    scopus 로고
    • Quantitatively Representing Nonlinear Disaster Recovery
    • Zobel, C. W., 2014. “Quantitatively Representing Nonlinear Disaster Recovery.” Decision Sciences 45 (6):1053–1082.
    • (2014) Decision Sciences , vol.45 , Issue.6 , pp. 1053-1082
    • Zobel, C.W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.