一组相容随机事件的风险聚合

2022 IEEE 9th International Conference on Problems of Infocommunications, Science and Technology (PIC S&T) Pub Date : 2022-10-10 DOI:10.1109/PICST57299.2022.10238655

S. Honchar, Oleksandr Bakalynskyi, Dmytro Pakholchenko, A. Onyskova

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引用次数: 0

摘要

分析了风险集合的方法，给出了用风险的算术和确定风险集合的实例。结果表明，在确定给定时间内这些事件集合可能导致的累积损失的概率时，确定相容随机事件引起的聚合风险是一个相关的任务，风险聚合问题也是相关的，并且正在对关键基础设施对象进行研究。研究表明，目前还没有经过验证的风险聚合的方法和方法，并提出了一种由一组相容随机事件引起的风险聚合的方法和方法。

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Risk Aggregation in the Case of a Set of Compatible Random Events

An analysis of risk aggregation methods is carried out, cases are given in which the aggregated risk is determined by the arithmetic sum of risks. It is shown that the determination of the aggregated risk caused by compatible random events is a relevant task when determining the probability of cumulative losses for a given time that may arise as a result of the set of these events, and the problem of risk aggregation is also relevant and is being investigated for critical infrastructure objects. It is shown that currently there are no verified methodologies or methods of risk aggregation, and a method and methodology of risk aggregation caused by a set of compatible random events is also proposed.

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2022 IEEE 9th International Conference on Problems of Infocommunications, Science and Technology (PIC S&T)

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