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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
工程视角下风险证券化及其优化管理的社会效应分析
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

项目摘要

项目成果

TANAKA Hiroaki的其他基金

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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: --
发表时间: 2013
期刊:
影响因子: --
作者: [T.Fukami, N.Takahashi, 田中泰明,丸山 収,須藤敦史]
通讯作者: 田中泰明,丸山 収,須藤敦史
Probabilistic Model for Damage Accumulation in Concrete Tunnel Lining and its Application to Optimal Repair Strategy
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DOI: --
发表时间: 2011
期刊: Applications of Statistics and Probability in Civil Engineering
影响因子: --
作者: [Hiroaki Tanaka, O. Maruyama and A. Sutoh]
通讯作者: O. Maruyama and A. Sutoh
2 段階確率測度変換を用いたCDS プレミアムのシミュレーション解析
使用两步概率测度变换对 CDS 溢价进行模拟分析
DOI: --
发表时间: 2010
期刊:
影响因子: --
作者: [N.Takahashi, et al., N.Takahashi, 田中泰明]
通讯作者: 田中泰明
Optimal Control of Maintenance Strategies Including Repairs and Reinforcements for Concrete Tunnel Lining
维护策略的优化控制,包括混凝土隧道衬砌的修复和加固
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: --
作者: [Hiroaki Tanaka, O. Maruyama, A. Sutoh, T. Satoh and H. Nishi]
通讯作者: T. Satoh and H. Nishi
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