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Логико-Вероятностные Модели Риска В Бизнесе С Группами Несовместных Событий

Author

Listed:
  • Соложенцев Е.Д.
  • Карасев В.В.

Abstract

Изложен логико-вероятностный (ЛВ) подход к разработке и использованию моделей риска в банках и бизнесе с группами несовместных событий (ГНС). Обоснованы свойства ЛВ-моделей, основанные на аналогии ГНС и формулы Байеса и применении хорошо организованного В-полинома риска, построенного на логических связях событий. Описаны методы идентификации ЛВ-моделей риска по статистическим данным. Выполнены оценка точности и стабильности ЛВ-моделей риска и их сравнение с другими моделями оценки риска и классификации объектов. Приведены примеры оценки и анализа риска на ЛВ-моделях риска.

Suggested Citation

  • Соложенцев Е.Д. & Карасев В.В., 2003. "Логико-Вероятностные Модели Риска В Бизнесе С Группами Несовместных Событий," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 39(1), январь.
    • Handle: RePEc:scn:cememm:39-1-8
    Note: Санкт-Петербург
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