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概率论在风险定量研究中的应用
An application of probability theory in research for quantifying risk
【摘要】 在风险理论中,对风险的预测定量化研究十分有意义。本文在分析风险要素的基础上,利用概率论原理给出了风险的数量化定义,同时将损失结果进行数量转化,以"损失量概率分布"来描述风险量,并针对离散型损失量和连续型损失量两种情况,给出了风险量的定义以及对风险量进行计算和比较。
【Abstract】 In the risk theories,it is very meaningful to make the research on the estimate fixed amount of the risk.Based on the analysis of the risk elements,the paper gives a definition of quantity for a risk by the principle of probability theory.At the same time,the loss result is quantified.The amount of risk is described with probability distribution of loss quantity.According to two kinds of circumstances the discrete loss quanta and the continuous one,the definition for the risk quantity is given out and the risk quantity is calculated and compared.
- 【文献出处】 长春大学学报 ,Journal of Changchun University , 编辑部邮箱 ,2004年04期
- 【分类号】O211
- 【被引频次】7
- 【下载频次】404