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模糊综合判别模型中初始判断的敏感性分析
Sensitivity analysis of the single-factor initial evaluation in a fuzzy discriminant model
【摘要】 在考虑分散度的模糊综合评价模型基础上考察了单因素初始评价对于综合评价结果的敏感性,得到了在各种情况下保持综合评价结果不变的单因素判别错判的允许范围,最后利用上市公司雅戈尔有限公司的数据进行试算,得到了该模型对于单因素错判基本稳定的结果.
【Abstract】 Based on a fuzzy customer creditrating model for commercial banks with fuzzy discriminant analysis, considering the diversification and the variety in the singlefactor initial evaluation, this paper discusses the sensibility of the singlefactor initial evaluation to the final result. An interval about the initial evaluations is obtained in which the result of the model remains unchanged. This paper also tested the model with the data obtained from the Younger, a listed company in China, and gets the conclusion that the model is stable.
【关键词】 银行风险管理;
信用风险;
模糊综合判别模型;
敏感性分析;
【Key words】 bank risk management; credit risk; fuzzy discriminant model; sensitivity analysis;
【Key words】 bank risk management; credit risk; fuzzy discriminant model; sensitivity analysis;
【基金】 德国蒂森-克虏伯公司(TyssenKruppAG)资助项目.
- 【文献出处】 系统工程学报 ,Journal of Systems Engineering , 编辑部邮箱 ,2003年04期
- 【分类号】F224
- 【被引频次】10
- 【下载频次】313