Abstract: Project risk response is a noteworthy topic in risk management. This paper proposes a decision analysis method for solving the project risk response strategy selection problem considering two risks on the basis of study on single risk in reference[11]. Firstly, concepts and mathematical description of project risk response strategy are given. Then, the analysis of the project risk response strategy selection problem is proposed considering that the risk response strategy with respect to one risk has an effect on another risk, on the basis of which, an optimization model of project risk response strategy selection is constructed. Furthermore, optimal project risk response strategies can be obtained by solving the model. Finally, a numerical example is used to illustrate the feasibility and validity of the proposed method.

Key words: project risk, response strategy, probability of occurrence of risk, monetary loss of risk, optimization model

摘要： 项目风险应对是风险管理的一个值得关注的重要研究问题。本文是在文献[11]研究单一风险情形的项目风险应对策略选择方法的基础上,进一步给出了考虑两个风险情形的项目风险应对策略选择方法。在本文中,首先给出了项目风险应对策略的相关概念及数学描述;然后,考虑到针对一个风险所采取的应对策略会对另一个风险发生作用,给出了项目风险应对策略选择问题的分析,并在此基础上,构建了项目风险应对策略选择的优化模型,进而通过求解模型可进行选择最优风险应对策略;最后,通过一个实例分析说明了本文给出方法的可行性和有效性。

关键词: 项目风险, 应对策略, 风险发生概率, 风险损失, 优化模型