×

Enterprise risk management models. (English) Zbl 1203.90003

Berlin: Springer (ISBN 978-3-642-11473-1/hbk; 978-3-642-11474-8/ebook). x, 211 p. (2010).
The book provides some general sketch of risk management.
The bulk of this book is devoted to the presentation of a number of operations research models that can be applied to supply chain risk management. The book concerns decision analysis models, focusing on Simple Multiattribute Rating Theory models to better enable chain risk managers to trade off conflicting criteria of importance in their decisions. Simulation models are presented in supply chain contexts, to include calculation of value at risk. Mathematical programming models are presented as well, including chance constrained programming, which incorporates probability into otherwise linear programming modes, and data envelopment analysis. A perspective of fuzzy and stochastic models applied to portfolio selection is given. The use of business scorecard analysis is discussed in the context of supply chain enterprise risk management.

MSC:

90-02 Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
90B50 Management decision making, including multiple objectives
91B30 Risk theory, insurance (MSC2010)
90C90 Applications of mathematical programming
62P30 Applications of statistics in engineering and industry; control charts
PDFBibTeX XMLCite
Full Text: DOI Link