| 摘要 |
PROBLEM TO BE SOLVED: To provide a risk amount quantifying system with reduced calculating time while keeping the accuracy. SOLUTION: This risk amount quantifying system is used for quantifying a risk, and provided with a risk factor dividing processor 12 for dividing a risk as a first risk factor for giving a first effect and a second risk factor for giving a second effect smaller than the first effect, a Monte Carlo simulation processor 13 for calculating a loss amount data using a Monte Carlo simulation for the first risk factor, an approximate simulation processor 14 for calculating the loss amount data by a method of calculating the data for the second risk factor as, for example, a normalized distribution having smaller amount than that of the Monte Carlo simulation, and a loss amount distribution calculating processor 16 for calculating the loss amount distribution data based on the loss amount data calculated by the Monte Carlo simulation processor 13 and approximate simulation processor 14. |
