Article 9116

Title of the article



Brumshteyn Yury Moiseevich, candidate of technical sciences, associate professor, sub-department of information technologies, Astrakhan State University (414056, 20a Tatishcheva street, Astrakhan, Russia),
Vybornova Olga Nikolaevna, postgraduate student, Astrakhan State University (414056, 20a Tatishcheva street, Astrakhan, Russia),

Index UDK



For each of n time intervals, risks sizes, connected with adverse events opportunities, are considered as products of such events probabilities and their realization damages. In article is proved expediency for differentiation of expenses (efforts), directed to decreasing of adverse events probabilities and their damages within risk management. The concept of acceptable risk curve is entered. Authors are discussed possible types of such curves, approaches to their approximation by analytical expressions. For the single type of adverse events is offered the algorithm of expenses optimization, providing shift of the representing point, corresponding to the actual combination «probability – damage», from the starting position to the acceptable risk curve. Also in the article are considered approaches to risk management in conditions of means insufficiency, necessary for ensuring such shift of the single representing point. For the set of several adverse events possible types it is assumed, that the acceptable risk curve is common for them. In this case authors are offered models of expenses management for two tasks statements: in the absence of restrictions for total expenses (movement of all representing points, corresponding to the combinations «probability-damage», on the acceptable risk curve); in the presence of total expenses restriction (some various approaches are considered). Also in the article are specified some variants of considered tasks in indistinct statements and possible approaches to their decision. The conclusion is drawn about development expediency of computer system for decision making support, based on the differentiated management of adverse events probabilities and their damages.

Key words

adverse events, realization probabilities, damages, risk management, management costs, expenses differentiation, acceptable risk curve, expenses restrictions, optimization of expenses directions.

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Дата создания: 18.05.2016 11:19
Дата обновления: 19.05.2016 10:20