Stochastic risk analysis in Monte Carlo simulation: a case study

Autor:	Megdouda Ourbih-Tari, Linda Khalfi
Rok vydání:	2019
Předmět:	Statistics and Probability Risk analysis Risk analysis (engineering) Present value Modeling and Simulation Monte Carlo method Net present value Mathematics
Zdroj:	Communications in Statistics - Simulation and Computation. 49:3041-3053
ISSN:	1532-4141 0361-0918
Popis:	This paper proposes a model to aid in the decision making to evaluate in Monte Carlo (MC) simulation, some risk analysis measures as the Net Present Value (NPV) through the well known @RISK softwar...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::e289f62ad2d23a5119ad30fce92eb7ad https://doi.org/10.1080/03610918.2018.1532514 Zobrazit plný text záznamu