【作者】 陈军；

【导师】 商如斌；

【作者基本信息】 天津大学 ， 技术经济及管理， 2005， 硕士

【摘要】 随着社会工业化程度的不断提高,人们对风险的研究也不断深入。近十多年来,工程项目在规模、技术复杂性、资金的投入及资源的消耗等方面迅猛发展,项目风险日益增大,工程项目的风险管理已形成比较完善和系统的理论体系。但在工程项目风险分析中人们大多把风险因素的随机变化考虑为确定值;同时把风险因素看作是互相独立的,或者认为在对风险因素进行专家估计时已隐含考虑了相关问题。这些虽然为风险估计带来很大的便利,但并不符合实际情况。本文通过对不同风险分析方法的比较,发现在对工程项目进行经济风险分析时,采用以随机网络技术为基础,将风险分析与随机网络技术结合起来,利用项目工期与费用相关性,通过随机网络分析和蒙特卡罗模拟方法进行风险估计与评价是一种新的风险分析思路。通过对随机网络和蒙特卡罗模拟的分析,解决在工程项目工期与费用相关情况下对风险分析中变量随机性和变量相关性的处理。文章首先提出风险分析的基本框架;然后对风险分析与评价的常用方法进行介绍;接着对工程项目中工期与成本相关时的风险分析进行详细说明,分析了随机网络方法、随机网络的关键线路、蒙特卡罗模拟、蒙特卡罗分析中的变量相关性等基础方法,并综合运用到工期与成本相关时的工程项目经济风险评价中;最后用案例对文中提出的各种数学模型进行验证,得到满意的结果。工程项目的风险估计与评价是一个非常复杂的系统评价问题。本文研究的目标是着力于提供一种项目工期与费用相关时进行经济风险分析的思路和框架,为决策者进行决策提供参考和借鉴,使决策更为合理和科学。更多还原

【Abstract】 As the industrialization of the society has been raised step bystep, study to the risk has been done deeply. In ten years, engineeringproject has developed rapidly in scale, complexity of technology,fund and resources. The risk of project magnified increasingly. Riskmanagement of engineering project has formed more perfect andsystemic theory system. But in the analysis of project risk, peoplealways consider the random risk variable of the fixed value. Theyalways consider the risk items of independent or think that therelated questions had been considered while appraising the items.These let the risk estimation simple, but are not in accord with thefact.Through comparing to the method of definite risk analysis, wefound that in the analysis to the economic risk, we can take advantageof the correlation of the project time limit and the cost. Riskappraising and evaluation is a new thinking by the random networkanalysis and Monte-Carlo simulation. Though the analysis to therandom network and Monte-Carlo simulation, we can deal with therandom and relationship of variable in the situation of the relation ofproject time limit and the cost. In this paper, firstly, we put forwardthe frame of the risk analysis. Secondly, we introduce the commonmethods of risk appraising and evaluation. Thirdly, we illustrate thefoundation method in the situation that project limit time and cost islimited, include random network, CPM of random network,Monte-Carlo simulation, and variable relationship in the analysis ofMonte-Carlo and take these into the economic risk evaluation of theengineering project. Finally, we test and verify the entire Mathismodule in the paper with precedent. And the result is satisfied.Risk appraising and evaluation of the engineering project is themost complicated systemic issue. The goal of this paper is to providethinking and frame in the economic risk analysis in the situation ofrelation of project time limit and provide reference for the policydecision, make it more scientific and reasonable.更多还原