Risk Index in Uncertain Random Risk Analysis

被引：51

作者：

Liu, Yuhan ^{[1
]}

Ralescu, Dan A. ^{[1
]}

机构：

[1] Univ Cincinnati, Dept Math Sci, Cincinnati, OH 45221 USA

来源：

INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS | 2014年 / 22卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Uncertainty theory; uncertain random variable; chance measure; risk analysis;

D O I：

10.1142/S021848851450024X

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In many systems, randomness and uncertainty are present simultaneously. Uncertain random variables provide a tool to deal with these inexact phenomena. This paper proposes a concept of risk index to quantify the risk of an uncertain random system. In addition, a risk index theorem is proved in order to calculate the risk index, and is applied to series systems, parallel systems and standby systems. Finally, a concept of expected loss is suggested for an uncertain random system.

引用

页码：491 / 504

页数：14

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