弹性网络设计中的风险意识:风险价值就足够了

2014 16th International Telecommunications Network Strategy and Planning Symposium (Networks) Pub Date : 2014-11-20 DOI:10.1109/NETWKS.2014.6958530

P. Chołda, Piotr Guzik, Krzysztof Rusek

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引用次数: 6

摘要

本文讨论了弹性网络背景下的业务影响分析。重点是使用风险价值(VaR)和条件VaR度量进行风险评估。对VaR已知的关注显示，特别是理论上缺乏子可加性。研究表明，在实践中，弹性网络设计不会出现这些缺点，也不需要应用更复杂的CVaR。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Risk-awareness in resilient networks design: Value-at-risk is enough

The paper discusses business impact analysis in the context of resilient networks. The emphasis is put on risk evaluation using Value-at-Risk (VaR) and Conditional VaR measures. The concerns known for VaR are shown, especially the theoretical lack of subadditivity. The study shows that in practice the disadvantages do not appear in resilient networks design, and there is no need to apply the more complex CVaR.

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2014 16th International Telecommunications Network Strategy and Planning Symposium (Networks)

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