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Ying Li

Business Scholl, Sichuan University

Regional Economy and Enterprises Administration Center, Sichuan University

 

Yu Han

Business Scholl, Sichuan University

 

 *Lei Zhang

School of Economics and Management, Beijing Jiaotong University

*Corresponding Author: This email address is being protected from spambots. You need JavaScript enabled to view it..

Abstract

This study first introduced the related concept and formula on Choquet integral. Then, the formulas on risk loss, the probability of risk occurrence and the value of each risk are given based on the description of integrated risk assessment problems with interactional risks. Furthermore, the formula of integrated risk assessment based on Choquet integral is shown. Finally, an example is given to show the feasibility and practicability of the proposed method. It is of great significance to consider the assessment regarding the correlation between multiple risks. This paper suggested a new method to calculate the comprehensive risk value according to the role of multiple risk factors. Multiple combined risk values for multiple associated risks are calculated. Therefore, it is a new trial of application of Choqeut Integral method in risk assessment research. 

Keywords: Operations Research, Risk, Risk Assessment, Choquet Integral

(Editor's Note: This article does not follow the usual two column format for the journal because of the large number of mathematical formulas)

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