A Coherent Risk Measure of the Intellectual Property Risk Based on Entropy

摘要

In this paper, based on the entropy which is used as a measure of the uncertainty, a risk measure of the intellectual property risk is constructed via using the coherent risk measure of finance risk for reference. To construct the intellectual property risk measure, we define the intellectual property risk as a risk composed of three elements, namely uncertainty, variance and loss. The risk measure constructed in this paper is proved to be able to reflect the people''s perception of intellectual property risk and is a coherent risk measure