Hybrid correlated data in risk assessment

• Autorzy: Rębiasz B.

Identyfikatory

DOI

10.5277/ord150105

• Języki publikacji: EN

Abstrakty

EN

A method for evaluating the risks in a situation has been presented where parameters in the calculation are expressed in the form of dependent fuzzy numbers and probability distributions. The procedure of risk estimation combines stochastic simulation with the execution of arithmetic operations on interactive fuzzy numbers. In order to define operations on such numbers, non-linear programming is used. Relations between the parameters presented in the form of fuzzy numbers and probability distributions are expressed by means of interval regression. The results of computations indicate that the relations between parameters have a significant impact on the ratios characterizing risk.

Słowa kluczowe

EN

risk; interactive fuzzy numbers; random fuzzy numbers; simulation

• Wydawca: Oficyna Wydawnicza Politechniki Wrocławskiej
• Czasopismo: Operations Research and Decisions
• Rocznik: 2015
• Tom: Vol. 25, No. 1
• Strony: 81--101
• Opis fizyczny: Bibliogr. 35 poz., rys., tab.

Twórcy

autor

Rębiasz B.

• AGH University of Science and Technology, Faculty of Management, Gramatyka 10, 30-067 Cracow, Poland

Bibliografia

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