Study on Information Engineering Surveillance Risk Assessment Based on VaR Model

摘要：

Firstly, this paper introduces VaR theory to informat ion security risk estimation for the first time. The paper tries to apply VaR model to information engineering risk assessment and to estimate risk value based on VaR model adopted the method of Bayes. An information engineering risk management model based on Bayes Model and VaR Model is presented. According to the new data obtained from the informat ion system, it can continually predict risks, identify sources of risks, and take proper measure to reduce risk occurrence probability. Finally, an example is introduced to come to the conclusion whether the project is feasible.

关键词： risk assessment approaches and methodologies quantitative and qualitative risk assessment VaR model Bayes model

作者: Liu Hongzhi Zhang Congcong Han Zhongming

作者单位: College of Computer and Information Engineering, Beijing Technology and Business University, Beijing, P.R.China, 100048

会议类型: 国际会议

会议名称: 4th International Conference on Productinnovation Management(第四届产品创新管理国际会议)

会议地点: 武汉

会议语种:英文

页码: 1749-1753

在线出版日期: 2009-08-22（万方平台首次上网日期，不代表论文的发表时间）