Social effect analysis on securitization of risk and its optimal management from an engineering viewpoint
Social effect analysis on securitization of risk and its optimal management from an engineering viewpoint
批准号:
21560066
负责人:
TANAKA Hiroaki
金额:
$3.08万
依托单位:
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (C)
财政年份:
2009
资助国家:
日本
项目状态:
已结题
起止时间:
2009 至 2012
中文摘要
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英文摘要
In this study, we have theoretically discussed the effect of securitization of risks and optimal control of such risks including the effect of their securitization and risk managements. Our method is based upon extended stochastic systems having a very wide applicability for describing phenomena associated with objective risks. Further, we have developed a fast simulation scheme for quantifying risksand a method for optimal management of risks based upon the stochastic control theory, mainly from engineering viewpoints. Our basic approach has been applied to some practical problems to demonstrate the efficiency of our study .
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DOI:
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发表时间:
2013
期刊:
影响因子:
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DOI:
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发表时间:
2011
期刊:
Applications of Statistics and Probability in Civil Engineering
影响因子:
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DOI:
--
发表时间:
2010
期刊:
影响因子:
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[N.Takahashi, et al., N.Takahashi, 田中泰明]
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DOI:
--
发表时间:
2013
期刊:
SAFETY, ELIABILITY AND RISK OF STRUCTURES, INFRASTRUCTURES AND ENGINEERING SYSTEMS (Proc. of ICOSSAR 2013)
影响因子:
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DOI:
--
发表时间:
2010
期刊:
Journal of System Design and Dynamics (JSME)
影响因子:
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