SCENARIO LOGIC AND PROBABILISTIC MANAGEMENT OF RISK IN BUSINESS AND ENGINEERING
Second Edition. – SPb.: "Business-pressa" Publishing House, 2006. — Pages - 530, Figures - 113; Tables - 77; Refers - 158.
The methodological aspects of the scenario logic and probabilistic (LP) non-success risk management are considered, following from analysis of connections between management and risk, personals and risk, and from study of risk management at stages of design, test and operation of complex systems.
The theoretical bases of the scenario non-success risk LP-management in business and engineering are stated, including LP-calculus, LP-methods, and LP-theory with groups of incompatible events (GIE). Examples of risk LP-models with logical connections OR, AND, NOT, cycles and GIE are given. Methods and algorithms for the scenario risk LP-management in problems of classification, investment and effectiveness are described.
Risk LP-models and results of numerical investigations for credit risks, risk of frauds, security portfolio risk, risk in quality, accuracy, and risk in multi-state system reliability are given. A rather large number of new problems of estimation, analysis and management of risk are considered. In some problems the risk LP-models prove to be showed almost two times more accurate, seven times more robustness and bigger transparency, than other well-known models of risks. Software for risk problems based on LP-methods, LP-theory with GIE and cortege algebra, is described too.
The book is intended for experts and scientists in the area of the risk in business and engineering, in problems of classification, investment and effectiveness, and students and post-graduates.
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