发明名称 RISK MEASUREMENT METHOD
摘要 <p><P>PROBLEM TO BE SOLVED: To quickly measure risk with a small calculation quantity when any correlation between accidents exists. <P>SOLUTION: A risk measurement method used when any correlation exists between accidents includes conditioned accident rate calculation steps (steps S11-S17) for calculating a conditioned accident rate by using a value indicating a common factor to be generated from a correlation coefficient indicating an correlation between accidents and a standard specific random number and an accident rate, a number of accidents calculation step (a step S19) for calculating the number of accidents following probability distribution to be determined from the conditioned accident rate and the number of transactions, and loss sum calculation steps (steps S21, S23) for specifying the transactions for the number of accidents, and calculating a total sum of loss by adding losses for each of those specified transactions. Thus, it is possible to calculate the number of accidents by using the conditioned accident rate. Therefore, it is not necessary to calculate an accident rate for each transaction, and it is possible to quickly calculate the total sum of losses. <P>COPYRIGHT: (C)2003,JPO</p>
申请公布号 JP2003228645(A) 申请公布日期 2003.08.15
申请号 JP20020028097 申请日期 2002.02.05
申请人 FUJITSU LTD;SUMITOMO MITSUI BANKING CORP 发明人 NAKABAYASHI AYUMI;SASAKI MASANOBU;NISHIGUCHI KENJI;YAMAZAKI KENICHI
分类号 G06Q10/00;G06Q50/00;G06Q50/10;G06Q90/00;(IPC1-7):G06F17/60 主分类号 G06Q10/00
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