Centro de Documentacion de Fundación MAPFRE - Prospects selection facing risk

MAP20089001088

Prospects selection facing risk / Kazimierz Zaras, Jean-Marc Martel. — Liège : European Association of Operational Research Societies : University of Liège, 1994

1 p. ; 30 cm

Donación de AGERS. — Ponencia presentada en "Risk management : 4th Mini Euro-Conference : A meeting place for indutries companies and universities", celebrada en Liège, 4 al 6 mayo de 1994, organizada por EURO y University of Liège

Sumario: The multi-attribut method for selection of the prospects facing risk is proposed. Keeny et Raiffa (1976) showed that if cartain independance hypotheses are verified, it is possible to decompose the utility function using one attribute utility functions and scaling constants. Newertheless, even if it is avaible, the assesment of each of the one-attribute utility function isn't the easiest task. This is essentially why in the one-attriibute context, the concept of stochastic dominance was developed

1. Gerencia de riesgos . 2. Unión Europea . 3. Conferencias . 4. Selección de riesgos . 5. Criterios de selección . 6. Documento AGERS . I. Martel, Jean-Marc . II. European Association of Operational Research Societies . III. University of Liège . IV. Mini Euro-Conference (4th: 1994: Liège) . V. Título.