书目名称 | Scenario Logic and Probabilistic Management of Risk in Business and Engineering |
编辑 | E. D. Solojentsev |
视频video | http://file.papertrans.cn/862/861233/861233.mp4 |
概述 | The risk LP-theory has (1) almost two times higher accuracy and (2) seven times higher robustness (stability) in classification of credits than other well-known models of risks.Includes supplementary |
丛书名称 | Applied Optimization |
图书封面 |  |
描述 | .In this volume the methodological aspects of the scenario logic and probabilistic (LP) non-success risk management are considered. The theoretical bases of scenario non-success risk LP-management in business and engineering are also stated. Methods and algorithms for the scenario risk LP-management in problems of classification, investment and effectiveness are described. Risk LP- models and results of numerical investigations for credit risks, risk of frauds, security portfolio risk, risk of quality, accuracy, and risk in multi-stage systems reliability are given. In addition, a rather large number of new problems of estimation, analysis and management of risk are considered. Software for risk problems based on LP-methods, LP-theory, and GIE is described too.. |
出版日期 | Book 20051st edition |
关键词 | Credit Risk; Risk Management; algorithms; business; calculus; foundation; investment; linear optimization; m |
版次 | 1 |
doi | https://doi.org/10.1007/1-4020-2978-0 |
isbn_ebook | 978-1-4020-2978-3Series ISSN 1384-6485 |
issn_series | 1384-6485 |
copyright | Springer-Verlag US 2005 |