摘要
本文顺应企业整体风险管理的需求,对企业的风险体系进行了分析研究;发展了一种新颖的企业多风险综合评估法,提出求解多个风险的总损失分布函数的算法,并据此分析了企业总体风险状况。最后,通过一个例子简单说明了该算法的具体应用。
To satisfy the enterprise equirement for total risk management, we analyze and study the risk system of the enterprise. We develop a novel integrated evaluation method for the enterprise, and present an algorithm to get the probability function of multi-risk loss. Based on the probability function, we analyze the entire risk of the enterprise. Subsequently, an example is given to explain (the utility.)
出处
《运筹与管理》
CSCD
2005年第3期155-159,共5页
Operations Research and Management Science
关键词
风险评估
风险
卷积
概率函数
矩母函数
risk evaluation
risk
convolution
probability function
moment generation function
