Methods and Applications of Interval Analysis (SIAM Studies in Applied and Numerical Mathematics) (Siam Studies in Applied Mathematics, 2.)
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In this paper, we describe the method which allows go get interval estimation of risks. The main difference of the method from others is an opportunity to evaluate not only range boundaries of risk, but to calculate the main variance parameters of distribution. Another feature of described method is a possibility to work with incomplete, heterogeneous and contradictory initial information. The paper presents a model of risks and an algorithm of calculation of risk parameters. A brief overview of existing risk analysis systems and methods is also contained in the paper.