Title :
Multilevel fuzzy model for risk management
Author_Institution :
John von Neumann Fac. of Inf., Budapest Tech, Budapest, Hungary
Abstract :
In the paper a preliminary system construction and solution of the risk management principle is given. The solution is based on the multilevel model construction and grouped risk factors. The risk management principle is given based on structured risk factors classification and on the fact, that some risk factor groups, risk factors or management actions have a weighted role in the system operation. The system parameters are represented with the fuzzy sets, and the grouped risk factors´ values give intermitted result. Considering some system input parameters, which determine the risk factors´ role in the decision making system, intermitted results can be weighted and forwarded to the next level of the reasoning process. The hierarchically structured, weighted risk factor groups are represented in fuzzy environment. The generally given method is applied in a diagnostics example: for the calculation of the stroke risk taking into account risk factors selected by experts.
Keywords :
fuzzy set theory; risk management; fuzzy sets; multilevel fuzzy model; risk management; structured risk factors classification; Cybernetics; Decision making; Fuzzy set theory; Fuzzy sets; Fuzzy systems; Informatics; Reliability engineering; Risk analysis; Risk management; Uncertainty;
Conference_Titel :
Computational Cybernetics, 2009. ICCC 2009. IEEE International Conference on
Conference_Location :
Palma de Mallorca
Print_ISBN :
978-1-4244-5310-8
Electronic_ISBN :
978-1-4244-5311-5
DOI :
10.1109/ICCCYB.2009.5393945