Scenario Logic and Probabilistic Management of Risk in Business and Engineering
Publication year: 2005
: 978-1-4020-2978-3
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 are described too.
: Business and Economics, Credit Risk, Risk Management, Algorithms, business, calculus, Foundation, investment, linear optimization, Management, Modeling, portfolio, Risk Analysis, Software
