考虑风险关联情形的风险评估方法研究

摘要

In this paper, with respect to the risk estimation problem considering the interrelationships among risks, a method for estimating risks is proposed. Firstly, according to the evaluation information provided by a panel of experts, the interrelationships among risks are identified by constructing an integration interaction matrix, and a hierarchical structure of risks is determined. Then, according to the divided or undivided hierarchical structure of risks and information on risk probabilities and risk losses provided by the experts, each risk value is calculated using the related knowledge of probability theory. Finally, an example is given to illustrate the feasibility and availability of the proposed method.%针对多个风险之间存在关联的风险评估问题,给出了一种风险评估方法.在本文中,首先依据专家小组给出关于风险关联的评价信息,通过构建综合关联矩阵识别风险之间的影响关系,进而确定风险的层次结构；然后依据确定的可划分或不可划分的风险层次结构以及专家小组给出的风险发生的概率和风险损失,运用概率论相关知识来计算各风险值.最后,通过一个算例说明了本文提出方法的可行性和有效性.