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2014 | 191 | 89-99

Article title

Stochastyczne modelowanie ryzyka w usługach informatycznych

Content

Title variants

EN
Stochastic Risk Modelling in IT Services

Languages of publication

PL

Abstracts

EN
The new approach to risk modelling in IT services has been introduced in the paper. The primary idea was to use financial and insurance risk measures and apply them to IT services portfolio contracts. This conception has led to formulate new definition of risk in IT services which has been proposed in the second part of the paper. The last section presents a stochastic IT services risk model which is built as an optimization, decision problem.

Year

Volume

191

Pages

89-99

Physical description

Contributors

References

  • Artzner P., Delbaen F., Eber J.-M., Heath D., Coherent Measure of Risk, "Mathematical Finance" 1999, Vol. 9.
  • Bilski E., Kosmulska-Bochenek E., Systemy i usługi informatyczne. Cykl życia, procesy i zarządzanie w normach ISO, Oficyna Wydawnicza Politechniki Wrocławskiej, Wrocław 2009.
  • Kauffman R.J., Sougstad R., Risk Management of Contract Portfolios in IT Services: The Profit-at-Risk Approach, "Journal of Management Information Systems" 2008, Vol. 25, No. 1.
  • Słownik rynku finansowego, Komisja Nadzoru Finansowego, http://www.knf.gov.pl/slownik.html (17.08.2013).
  • ITIL® Service Strategy, Office of Government Commerce,TSO (The Stationary Office), Great Britain 2007.
  • Paleologo G.A., Price-at-Risk: A Methodology for Pricing Utility Computing Services, "IBM Systems Journal" 2004, Vol. 43, No. 1.
  • Pratt M.K., 7 Steps to a Business Case, "Computerworld" 10 October 2005, No. 41.
  • Rockafellar R.T., Uryasev S., Optimization of Conditional Value-at-Risk, "Journal of Risk" 2000, Vol. 2, No. 3.
  • Sarykalin S., Serraino G., Uryasev S., Value-at-Risk vs. Conditional Value-at-Risk in Risk Management and Optimization, Tutorials in Operations Research, Informs, Catonsville, MD 2008.
  • Trzpiot G., Wybrane modele oceny ryzyka. Podejście nieklasyczne, Wydawnictwo Akademii Ekonomicznej, Katowice 2008.

Document Type

Publication order reference

Identifiers

ISSN
2083-8611

YADDA identifier

bwmeta1.element.desklight-ed40e2df-c426-45cb-8be4-543b7d7d6c70
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