Measurement of the Financial Risks and the Early Warning Assess——Based on the Sight of Catastrophe odel

摘要：

This paper formulates a system,with strong alerting functions,of indices of assessing these risks. Defines the early warning borders of all kinds of indices and of all ranks of risks,and ranks the early warning of the financial risks. This paper constructs a catastrophe model of measurement and pre-warning of the financial risks according to the catastrophe theory. By using this theory and method,this paper quantifies and calculates the value of each subsidiary financial system and the degree of the financial risks.

关键词： catastrophe model the indices system of early warning the rank of the early warning system the degree of the financial risks

作者: Chen Qiu-ling Zhang Qing Xue Yu-chun Xiao Lu

作者单位: School of International Business and Management,Shanghai University,P.O.Box 147 No.99 Shangda Road,Shanghai 200444

会议类型: 国际会议

会议名称: 2009 IEEE 16th International Conference on Industrial Engineering and Engineering Management(IEEE第16届工业工程与工程管理国际学术会议)

会议地点: 北京

会议语种:英文

页码: 1239-1244

在线出版日期: 2009-10-21（万方平台首次上网日期，不代表论文的发表时间）