Developing a Numerical Method of Risk Management Taking into Account the Decision-Maker's Subjective Attitude Towards Multifactorial Risks.
Aleksandr AlekseevZhanna MingalevaIrina AlekseevaElena LobovaAlexander OksmanAlexander MitrofanovPublished in: Comput. (2023)
Keyphrases
- risk management
- decision makers
- decision support system
- numerical methods
- decision making
- risk assessment
- risk evaluation
- risk analysis
- utility function
- operational risk
- multi criteria
- differential equations
- multiple criteria
- partial differential equations
- risk factors
- expected utility
- financial institutions
- case study
- software projects
- information systems
- commercial banks
- portfolio optimization
- financial services
- preference model
- artificial intelligence