This book presents intellectual, innovative, information technologies
(I3-technologies) based on logical and probabilistic (LP)
risk models. The technologies presented here consider such models for
structurally complex systems and processes with logical links and with
random events in economics and technology.
The volume describes the following components of risk management
technologies: LP-calculus; classes of LP-models of risk and efficiency;
procedures for different classes; special software for different
classes; examples of applications; methods for the estimation of
probabilities of events based on expert information. Also described are
a variety of training courses in these topics.
The classes of risk models treated here are: LP-modeling,
LP-classification, LP-efficiency, and LP-forecasting. Particular
attention is paid to LP-models of risk of failure to resolve difficult
economic and technical problems. Amongst the discussed procedures of
I3-technologies are the construction of LP-models,
LP-identification of risk models; LP-risk analysis, LP-management and
LP-forecasting of risk.
The book further considers LP-models of risk of invalidity of systems
and processes in accordance with the requirements of ISO 9001-2008,
LP-models of bank operational risks in accordance with the requirements
of Basel-2, complex risk LP-models for preventing ammunition depot
explosions, enterprise electric power supply systems, debugging tests of
technical systems, etc. The book also considers LP-models of credit
risks, securities portfolios, operational risks in banking, conteraction
of bribes and corruption, etc.
A number of applications is given to show the effectiveness of risk
management technologies. In addition, topics of lectures and practical
computer exercises intended for a two-semester course "Risk management
technologies" are suggested.
