메뉴 건너뛰기




Volumn 51, Issue 2, 2004, Pages 173-182

The underlying event model for approximating probabilistic dependence among binary events

Author keywords

Approximations; Decision analysis; Portfolio evaluation; Probabilistic dependence; Project evaluation selection; Project interdependence; Risk analysis

Indexed keywords

DECISION THEORY; GEOLOGY; PETROLEUM PROSPECTING; PROBABILITY; PROJECT MANAGEMENT; RISK ASSESSMENT;

EID: 2442649127     PISSN: 00189391     EISSN: None     Source Type: Journal    
DOI: 10.1109/TEM.2004.826014     Document Type: Article
Times cited : (14)

References (26)
  • 1
    • 0017972367 scopus 로고
    • A model for the selection of interdependent R&D projects
    • D. A. Aaker and T. T. Tyebjee, "A model for the selection of interdependent R&D projects," IEEE Trans. Eng. Manage., vol. EM-25, no. 2, pp. 30-36, 1978.
    • (1978) IEEE Trans. Eng. Manage. , vol.EM-25 , Issue.2 , pp. 30-36
    • Aaker, D.A.1    Tyebjee, T.T.2
  • 3
    • 0032656018 scopus 로고    scopus 로고
    • Correlations and copulas for decision and risk analysis
    • R. T. Clemen and T. Reilly, "Correlations and copulas for decision and risk analysis," Manage. Sci., vol. 45, pp. 208-224, 1999.
    • (1999) Manage. Sci. , vol.45 , pp. 208-224
    • Clemen, R.T.1    Reilly, T.2
  • 6
    • 0021458579 scopus 로고
    • Economic models for R and D project selection in the presence of project interactions
    • G. E. Fox, N. R. Baker, and J. L. Bryant, "Economic models for R and D project selection in the presence of project interactions," Manage. Sci., vol. 30, pp. 890-902, 1984.
    • (1984) Manage. Sci. , vol.30 , pp. 890-902
    • Fox, G.E.1    Baker, N.R.2    Bryant, J.L.3
  • 7
    • 0001428625 scopus 로고
    • Decision analysis: Practice and promise
    • R. A. Howard, "Decision analysis: Practice and promise," Manage. Sci., vol. 34, pp. 679-695, 1988.
    • (1988) Manage. Sci. , vol.34 , pp. 679-695
    • Howard, R.A.1
  • 8
    • 84933516758 scopus 로고
    • A distribution-free approach to inducing rank correlation among input variables
    • R. L. Iman and W. J. Conover, "A distribution-free approach to inducing rank correlation among input variables," Commun. Statist. Simula. Comput., vol. 11, pp. 311-334, 1982.
    • (1982) Commun. Statist. Simula. Comput. , vol.11 , pp. 311-334
    • Iman, R.L.1    Conover, W.J.2
  • 10
    • 2442698614 scopus 로고
    • Resource allocation models with risk aversion and probabilistic dependence: Offshore oil and gas bidding
    • D. L. Keefer, "Resource allocation models with risk aversion and probabilistic dependence: Offshore oil and gas bidding," Manage. Sci., vol. 37, pp. 377-395, 1991.
    • (1991) Manage. Sci. , vol.37 , pp. 377-395
    • Keefer, D.L.1
  • 11
    • 0008612512 scopus 로고
    • Certainty equivalents for three-point discrete-distribution approximations
    • ____, "Certainty equivalents for three-point discrete-distribution approximations," Manage. Sci., vol. 40, pp. 760-773, 1994.
    • (1994) Manage. Sci. , vol.40 , pp. 760-773
    • Keefer, D.L.1
  • 12
    • 2442671273 scopus 로고
    • Development and use of a modeling system to aid a major oil company in allocating bidding capital
    • D. L. Keefer, F. B. Smith Jr., and H. B. Back, "Development and use of a modeling system to aid a major oil company in allocating bidding capital," Oper. Res., vol. 39, pp. 28-41, 1991.
    • (1991) Oper. Res. , vol.39 , pp. 28-41
    • Keefer, D.L.1    Smith Jr., F.B.2    Back, H.B.3
  • 13
    • 21144477364 scopus 로고
    • An overview of methods for applied decision analysis
    • C. W. Kirkwood, "An overview of methods for applied decision analysis," Interfaces, vol. 22, pp. 28-39, 1992.
    • (1992) Interfaces , vol.22 , pp. 28-39
    • Kirkwood, C.W.1
  • 14
    • 0020250348 scopus 로고
    • Multiple attribute scenarios, bounded probabilities, and threats of nuclear theft
    • C. W. Kirkwood and S. M. Pollock, "Multiple attribute scenarios, bounded probabilities, and threats of nuclear theft," Futures, vol. 14, pp. 545-553, 1982.
    • (1982) Futures , vol.14 , pp. 545-553
    • Kirkwood, C.W.1    Pollock, S.M.2
  • 15
    • 1542396421 scopus 로고
    • Sensitivity to relevance in decision analysis
    • Ph.D. dissertation, Stanford Univ., Stanford, CA
    • D. G. Lowell, "Sensitivity to Relevance in Decision Analysis," Ph.D. dissertation, Stanford Univ., Stanford, CA, 1994.
    • (1994)
    • Lowell, D.G.1
  • 16
    • 0023573759 scopus 로고
    • Quantifying judgmental uncertainty: Methodology, experiences, and insights
    • M. W. Merkhofer, "Quantifying judgmental uncertainty: Methodology, experiences, and insights," IEEE Trans. Syst., Man, Cybern., vol. SMC-17, pp. 741-752, 1987.
    • (1987) IEEE Trans. Syst., Man, Cybern. , vol.SMC-17 , pp. 741-752
    • Merkhofer, M.W.1
  • 17
    • 0017504275 scopus 로고
    • Scenario generation: Limitations and developments in cross-impact analysis
    • R. B. Mitchell, J. Tydeman, and R. Curnow, "Scenario generation: Limitations and developments in cross-impact analysis," Futures, vol. 9, pp. 205-215, 1977.
    • (1977) Futures , vol.9 , pp. 205-215
    • Mitchell, R.B.1    Tydeman, J.2    Curnow, R.3
  • 18
    • 0020764248 scopus 로고
    • Improving the consistency of conditional probability assessments for forecasting and decision making
    • H. Moskowitz and R. K. Sarin, "Improving the consistency of conditional probability assessments for forecasting and decision making," Manage. Sci., vol. 29, pp. 735-749, 1983.
    • (1983) Manage. Sci. , vol.29 , pp. 735-749
    • Moskowitz, H.1    Sarin, R.K.2
  • 19
    • 2442711117 scopus 로고    scopus 로고
    • Palisades Corp., Newfield, New York
    • Guide to Using @Risk Version 4.0, Palisades Corp., Newfield, New York, 2001.
    • (2001) Guide to Using @Risk Version 4.0
  • 20
    • 0001579697 scopus 로고
    • Risk aversion in the small and in the large
    • J. W. Pratt, "Risk aversion in the small and in the large," Econometrica, vol. 32, pp. 122-136, 1964.
    • (1964) Econometrica , vol.32 , pp. 122-136
    • Pratt, J.W.1
  • 21
    • 0017933071 scopus 로고
    • A sequential approach to cross-impact analysis
    • R. K. Sarin, "A sequential approach to cross-impact analysis," Futures, vol. 10, pp. 53-62, 1978.
    • (1978) Futures , vol.10 , pp. 53-62
    • Sarin, R.K.1
  • 22
    • 0028541986 scopus 로고
    • Managing the judgmental probability elicitation process: A case study of analyst/manager interaction
    • G. G. Shephard and C. W. Kirkwood, "Managing the judgmental probability elicitation process: A case study of analyst/manager interaction," IEEE Trans. Eng. Manage., vol. 41, pp. 414-425, 1994.
    • (1994) IEEE Trans. Eng. Manage. , vol.41 , pp. 414-425
    • Shephard, G.G.1    Kirkwood, C.W.2
  • 23
    • 0016570245 scopus 로고
    • Probability encoding in decision analysis
    • C. S. Spetzler and C.-A.S. Staël von Holstein, "Probability encoding in decision analysis," Manage. Sci., vol. 22, pp. 340-358, 1975.
    • (1975) Manage. Sci. , vol.22 , pp. 340-358
    • Spetzler, C.S.1    Stael Von Holstein, C.-A.S.2
  • 25
    • 0006478568 scopus 로고
    • A generalized maximum entropy principle
    • M. U. Thomas, "A generalized maximum entropy principle," Oper. Res., vol. 27, pp. 1188-1196, 1979.
    • (1979) Oper. Res. , vol.27 , pp. 1188-1196
    • Thomas, M.U.1
  • 26
    • 0032295954 scopus 로고    scopus 로고
    • An application of copulas to accident precursor analysis
    • W. Yi and V. M. Bier, "An application of copulas to accident precursor analysis," Manage. Sci, vol. 44, no. 12 (Part 2 of 2), pp. S257-S270, 1998.
    • (1998) Manage. Sci , vol.44 , Issue.12 PART 2 of 2
    • Yi, W.1    Bier, V.M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.