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Problemy Upravleniya, 2005, Issue 2, Pages 69–71
(Mi pu427)
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Control in the socio-economic systems
Risk in some bank operations
L. V. Zhukovskaya Institute of Control Sciences, Russian Academy of Sciences
Abstract:
A method for risk investigation in banking activities is offered; the possibility of applying minimax regret principle for risk evaluation is demonstrated. An algorithm for finding minimum risk solution is offered that ensures the minimum risk among all risks under consideration.
Citation:
L. V. Zhukovskaya, “Risk in some bank operations”, Probl. Upr., 2005, no. 2, 69–71
Linking options:
https://www.mathnet.ru/eng/pu427 https://www.mathnet.ru/eng/pu/v2/p69
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