Modelowanie dyskretne w zarządzaniu.
Ładowanie...
Data
2012
Autorzy
Tytuł czasopisma
ISSN czasopisma
Tytuł tomu
Wydawca
Polskie Towarzystwo Ekonomiczne Oddział w Łodzi
Abstrakt
W artykule zostało opisane modelowanie dyskretne, a w szczególności rekurencyjne, w zarządzaniu. Na podstawie poruszonych modeli zostało pokazane, że proces podejmowania decyzji może być opisany z wykorzystaniem funkcji użyteczności, oraz nie zawsze decyzje są podejmowane w warunkach pewności. W
związku z powyższym w modelach uwzględniono czynniki ryzyka oraz błąd losowy. Na podstawie dyskretnych modeli odnawialnego ryzyka oraz wykorzystując funkcje karne można określić proces powstawania nadwyżek ubezpieczyciela, sformułować proces zaistnienia ruiny oraz wyznaczyć jego prawdopodobieństwo.
There is a deficient usage of mathematical models in the science and manager's practice. This paper highlights the applicability of recursive models, which should give a more formal basis for the research and implementation, than the overused statistical apparatus. The article shows an importance of using the recursive models in a management and the examples of their application in a present literature. The described models usually take into account a risk factor. Analysis of the articles, that are concerned recursive models in a context of management and with the regard of risk factors revealed, that the most scientific attention is concentrated on two issues: the decision-making and the ruin appearance. The decision making process has been considered in terms of risk and uncertainty, as well as taking into account the complexity of the parameters and the decision focus. The ruin theory has been determined from the initial classical risk model to renewable risk models using penalty function.
There is a deficient usage of mathematical models in the science and manager's practice. This paper highlights the applicability of recursive models, which should give a more formal basis for the research and implementation, than the overused statistical apparatus. The article shows an importance of using the recursive models in a management and the examples of their application in a present literature. The described models usually take into account a risk factor. Analysis of the articles, that are concerned recursive models in a context of management and with the regard of risk factors revealed, that the most scientific attention is concentrated on two issues: the decision-making and the ruin appearance. The decision making process has been considered in terms of risk and uncertainty, as well as taking into account the complexity of the parameters and the decision focus. The ruin theory has been determined from the initial classical risk model to renewable risk models using penalty function.
Opis
Słowa kluczowe
Cytowanie
Studia Ekonomiczne Regionu Łódzkiego, 2012 nr 7, s.337-348