Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical...Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.展开更多
Strategic management of equipment system develop-ment must attach importance to effective strategic risk manage-ment.Aiming at the identification of strategic risk of equipment system development,firstly,the source of...Strategic management of equipment system develop-ment must attach importance to effective strategic risk manage-ment.Aiming at the identification of strategic risk of equipment system development,firstly,the source of strategic risk of equip-ment system development is analyzed and classified.Based on this,a causal loop diagram of strategic risk of equipment sys-tem development based on system dynamics is established.The system dynamics analysis software Vensim PLE is used to carry out the risk influencing factors analysis,risk consequences ana-lysis,risk feedback loop identification and corresponding pre-control measures,and achieves a good risk identification effect.展开更多
In order to construct the data mining frame for the generic project risk research, the basic definitions of the generic project risk element were given, and then a new model of the generic project risk element was pre...In order to construct the data mining frame for the generic project risk research, the basic definitions of the generic project risk element were given, and then a new model of the generic project risk element was presented with the definitions. From the model, data mining method was used to acquire the risk transmission matrix from the historical databases analysis. The quantitative calculation problem among the generic project risk elements was solved. This method deals with well the risk element transmission problems with limited states. And in order to get the limited states, fuzzy theory was used to discrete the historical data in historical databases. In an example, the controlling risk degree is chosen as P(Rs≥2) ≤0.1, it means that the probability of risk state which is not less than 2 in project is not more than 0.1, the risk element R3 is chosen to control the project, respectively. The result shows that three risk element transmission matrix can be acquired in 4 risk elements, and the frequency histogram and cumulative frequency histogram of each risk element are also given.展开更多
The sources of supply chain enterprise risk from different aspects including material flow, information flow, cash flow and partner relationship is analyzed. Measures for risk reduction have also been summarized from ...The sources of supply chain enterprise risk from different aspects including material flow, information flow, cash flow and partner relationship is analyzed. Measures for risk reduction have also been summarized from the aspects of risk sharing, information sharing, change of inventory control mode, and supply chain flexibility. Finally, problems in current research on supply chain risk management are pointed out and a discussion on future research trend is presented.展开更多
Since the damages caused by disasters associated with climate anomalies and the diversification of the social structure increase every year, an efficient management system associated with a damage assessment of the ar...Since the damages caused by disasters associated with climate anomalies and the diversification of the social structure increase every year, an efficient management system associated with a damage assessment of the areas vulnerable to disasters is demanded to prevent or mitigate the damages to infrastructure. The areas vulnerable to disasters in Busan, located at southeastern part of Korea, were estimated based on historical records of damages and a risk assessment of the infrastructure was performed to provide fundamental information prior to the establishment of the real-time monitoring system for infrastructure and establish disaster management system. The results are illustrated by using geographical information system(GIS) and provide the importance of the roadmap for comprehensive and specific strategy to manage natural disasters.展开更多
文摘Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems.
文摘Strategic management of equipment system develop-ment must attach importance to effective strategic risk manage-ment.Aiming at the identification of strategic risk of equipment system development,firstly,the source of strategic risk of equip-ment system development is analyzed and classified.Based on this,a causal loop diagram of strategic risk of equipment sys-tem development based on system dynamics is established.The system dynamics analysis software Vensim PLE is used to carry out the risk influencing factors analysis,risk consequences ana-lysis,risk feedback loop identification and corresponding pre-control measures,and achieves a good risk identification effect.
基金Project(70572090) supported by the National Natural Science Foundation of China
文摘In order to construct the data mining frame for the generic project risk research, the basic definitions of the generic project risk element were given, and then a new model of the generic project risk element was presented with the definitions. From the model, data mining method was used to acquire the risk transmission matrix from the historical databases analysis. The quantitative calculation problem among the generic project risk elements was solved. This method deals with well the risk element transmission problems with limited states. And in order to get the limited states, fuzzy theory was used to discrete the historical data in historical databases. In an example, the controlling risk degree is chosen as P(Rs≥2) ≤0.1, it means that the probability of risk state which is not less than 2 in project is not more than 0.1, the risk element R3 is chosen to control the project, respectively. The result shows that three risk element transmission matrix can be acquired in 4 risk elements, and the frequency histogram and cumulative frequency histogram of each risk element are also given.
基金This project was supported by the National Natural Science Foundation of China (60574077) and 973 National ResearchProgram of China (2002cb312205).
文摘The sources of supply chain enterprise risk from different aspects including material flow, information flow, cash flow and partner relationship is analyzed. Measures for risk reduction have also been summarized from the aspects of risk sharing, information sharing, change of inventory control mode, and supply chain flexibility. Finally, problems in current research on supply chain risk management are pointed out and a discussion on future research trend is presented.
基金Project supported by the 2013 Inje University Research Grant of Korea
文摘Since the damages caused by disasters associated with climate anomalies and the diversification of the social structure increase every year, an efficient management system associated with a damage assessment of the areas vulnerable to disasters is demanded to prevent or mitigate the damages to infrastructure. The areas vulnerable to disasters in Busan, located at southeastern part of Korea, were estimated based on historical records of damages and a risk assessment of the infrastructure was performed to provide fundamental information prior to the establishment of the real-time monitoring system for infrastructure and establish disaster management system. The results are illustrated by using geographical information system(GIS) and provide the importance of the roadmap for comprehensive and specific strategy to manage natural disasters.
