| 基于遗传算法的企业风险管理组合模型的分析 |
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| 引用本文： | 石玉英,糜麟,乔林,刘亮.基于遗传算法的企业风险管理组合模型的分析[J].运筹与管理,2005,14(2):149-153. |
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| 作者姓名： | 石玉英 糜麟 乔林 刘亮 |
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| 作者单位： | 1. 中国科学技术大学,商学院,安徽,合肥,230026
2. 英国曼彻斯特大学,计算机科学系,Manchester,M13 9PL,UK |
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| 摘 要： | 本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，对企业的风险管理和决策具有一定的帮助和指导意义。
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| 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 |
| 文章编号： | 1007-3221(2005)02-0149-05 |
| 修稿时间： | 2004年10月15 |
A Model for the Analysis of the Enterprises Risk Management Combination Based on Genetic Algorithms |
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| SHI Yu-ying,Mi Qi,QIAO Lin,Liu Liang.A Model for the Analysis of the Enterprises Risk Management Combination Based on Genetic Algorithms[J].Operations Research and Management Science,2005,14(2):149-153. |
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| Authors: | SHI Yu-ying Mi Qi QIAO Lin Liu Liang |
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| Institution: | SHI Yu-ying~1,Mi Qi~2,QIAO Lin~1,Liu Liang~1 |
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| Abstract: | 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. |
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| Keywords: | enterprise management risk management combination genetic algorithms (GA) cost-benefit critical risk units |
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