摘要
本文提出了企业关键风险体的概念,建立了基于关联成本和关联收益的风险管理组合净收益模型,并通过一个典型算例详细说明企业风险管理组合选择的标准和过程。实验结果表明该方法具有简单快速准确等特点,对企业的风险管理者和决策者具有一定的帮助和指导意义。
Here, we have presented the conception, critical risk units of enterprises. Based on the correlative cost and benefit, a net-benefit model of risk management combination is established for these critical risk units. Then, a typical example is given to show the details of the process and rules for the selection of the risk management combination. The results show that the method is easy, rapid and exact. Moreover, it is helpful and instructional for the risk manager and decision-maker of the enterprises.
出处
《运筹与管理》
CSCD
2005年第2期149-153,共5页
Operations Research and Management Science
关键词
企业管理
风险管理组合
遗传算法
成本-收益
关键风险体
enterprise management
risk management combination
genetic algorithms (GA)
cost-benefit
critical risk units
