Finding Method of Business Risk Factors by Using Qualitative and Quantitative Hybrid Simulation

摘要

This paper addresses a new approach to find business risk factors based on business scenarios derived from qualitative-quantitative hybrid simulation. To investigate business risk factors under uncertain business environment, cause-effect interpretation of business factors along with time is significant for decision-makers. Business factors are represented either qualitatively or quantitatively. Our proposed simulation model involves such aspects with structural model representation and generates possible scenarios by using Monte Carlo simulation. However, possible scenarios as probability distribution of target factors inherently involve risk scenarios and non-risk scenarios from decision-makers point of views. Identifying risk factors still resorts to decision-makers without computational analysis support on derived outputs. Therefore we propose a finding method of business risk factors on target models.