@inproceedings{22d25bbab68b461f9c718b42bfa55355,
title = "Banking operational risk management on DS evidence theory",
abstract = "Operational risk (oprisk) measure is one of the primary management in banks. Because of the uncertainty in oprisk assessing it's important to use the uncertainty reasoning theory to quantify the information from experts, owing to the key role of the experts' knowledge to the oprisk measurement. This paper used the DS evidence theory to establish the frame of discernment, collect the information from experts, and adopt 2 kinds of weight coefficients: weight of same group experts and weight between different groups, to modify the Dempster's combining formula to find the final assessment of oprisk. The paper it confirms the validity of this method through demonstration on 3 commercial banks in China.",
keywords = "DS theory, Distance of evidences, Knowledge sorting, Modified coefficient, Operational risk, Risk assessing",
author = "Zhang Chen and Zhu Weidong and Yang Shanlin",
year = "2007",
doi = "10.1109/WICOM.2007.1140",
language = "英语",
isbn = "1424413125",
series = "2007 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM 2007",
pages = "4635--4639",
booktitle = "2007 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM 2007",
note = "2007 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM 2007 ; Conference date: 21-09-2007 Through 25-09-2007",
}