CASPIAN JOURNAL
MANAGEMENT AND HIGH TECHNOLOGIES
Analysis of some models for group risk management
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Read | Brumshteyn Yu.M., Vybornova O.N. Analysis of some models for group risk management // Caspian journal : management and high technologies. — 2015. — №4. — pp. 64-72. |
Brumshteyn Yu.M. - Ph.D. (Engineering), Associate Professor, Astrakhan State University, 20Р° Tatishchev St., Astrakhan, 414056, Russian Federation, brum2003@mail.ru
Vybornova O.N. - post-graduate student, Astrakhan State Technical University, 16 Tatishchev St., Astrakhan, 414056, Russian Federation, olga.vyb.90@gmail.com
In article are shown objective need of the solution group management problems for risks. Author offered the original interpretation of В«risk sizeВ» concept, considering possibility of repeated realization of the same adverse events for the regarded time period. Usage expediency for matrix of В«sensitivity of types of risksВ» in relation to the directions of expenses is proved. Author proposed algorithms (with use of this matrix) for solutions such tasks: minimization of total risk when fixed total amount of the additional expenses (AE) - without restrictions for separate types of risks; an optimum choice of AE volumes when levels of risks for their separate types are fixed; an optimum choice of AE set when limited values for separate types of risks are fixed; determination of expected values of risks for the AE estimated levels. Also are specified some additional opportunities for generalizations of tasks statements and modifications of corresponding to them decision algorithms. Author analyze in detail computer realization questions for offered methods (algorithms) - with use of В«search of the decisionВ» means, which are included in electronic tables.
Key words: понятие риска, управление рисками, управляющие воздействия, затраты на управление, матрица чувствительности, оптимизация с ограничениями, алгоритмы оптимизации, компьютерная реализация, concept of risk, risk management, operating influences, costs of mana