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Statistical dependence through common risk factors: With applications in uncertainty analysis

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  • van Dorp, J. Rene

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  • van Dorp, J. Rene, 2005. "Statistical dependence through common risk factors: With applications in uncertainty analysis," European Journal of Operational Research, Elsevier, vol. 161(1), pages 240-255, February.
    • Handle: RePEc:eee:ejores:v:161:y:2005:i:1:p:240-255
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    References listed on IDEAS

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    1. Kamburowski, J., 1997. "New validations of PERT times," Omega, Elsevier, vol. 25(3), pages 323-328, June.
    2. Woojune Yi & Vicki M. Bier, 1998. "An Application of Copulas to Accident Precursor Analysis," Management Science, INFORMS, vol. 44(12-Part-2), pages 257-270, December.
    3. D. G. Malcolm & J. H. Roseboom & C. E. Clark & W. Fazar, 1959. "Application of a Technique for Research and Development Program Evaluation," Operations Research, INFORMS, vol. 7(5), pages 646-669, October.
    4. Robert T. Clemen & Terence Reilly, 1999. "Correlations and Copulas for Decision and Risk Analysis," Management Science, INFORMS, vol. 45(2), pages 208-224, February.
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    Cited by:

    1. Soumyadeb Chowdhury & Oscar Rodriguez-Espindola & Prasanta Dey & Pawan Budhwar, 2023. "Blockchain technology adoption for managing risks in operations and supply chain management: evidence from the UK," Annals of Operations Research, Springer, vol. 327(1), pages 539-574, August.
    2. Dengsheng Wu & Xiaoqian Zhu & Jie Wan & Chunbing Bao & Jianping Li, 2019. "A Multiobjective Optimization Approach for Selecting Risk Response Strategies of Software Project: From the Perspective of Risk Correlations," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 339-364, January.
    3. Werner, Christoph & Bedford, Tim & Cooke, Roger M. & Hanea, Anca M. & Morales-Nápoles, Oswaldo, 2017. "Expert judgement for dependence in probabilistic modelling: A systematic literature review and future research directions," European Journal of Operational Research, Elsevier, vol. 258(3), pages 801-819.
    4. Ahti Salo & Edoardo Tosoni & Juho Roponen & Derek W. Bunn, 2022. "Using cross‐impact analysis for probabilistic risk assessment," Futures & Foresight Science, John Wiley & Sons, vol. 4(2), June.
    5. Kim, Byung-Cheol, 2022. "Multi-factor dependence modelling with specified marginals and structured association in large-scale project risk assessment," European Journal of Operational Research, Elsevier, vol. 296(2), pages 679-695.

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