模糊数学在风险变量估计问题中的应用

风险估计是风险管理中直接影响到风险决策的重要一环。风险变量的量化分析则是对风险因素的深入认识,使抽象因素具体化。如何确定风险变量的变化模型是管理者一直关注的问题。现在风险不确定性模型多采用概率模型描述,它对风险的边界不确定性不能明确表述。而模糊数学对处理不确定性问题有独到之处,用模糊数学方法可以有效解决风险分析和估计的问题。

The Application of Fuzzy Mathematics in Risk Variation Estimation

Risk estimation which directly affects risk decision is the vital step in risk management.The quantization analysis of risk variation is the deeper understanding to risk factor,which concretize abstract factor.Until now,managers focus on the model of these factors all the time.Probability models are always applied in dealing with uncertain problems;actually,they are not able to distinctly express uncertain boundary problems.Fortunately,fuzzy mathematics works well in dealing with those problems and can effectively analysis and estimate risk factors.