2. A Generic Modelling Framework

  1. Etienne de Rocquigny

Published Online: 11 APR 2012

DOI: 10.1002/9781119969495.ch2

Modelling Under Risk and Uncertainty: An Introduction to Statistical, Phenomenological and Computational Methods

Modelling Under Risk and Uncertainty: An Introduction to Statistical, Phenomenological and Computational Methods

How to Cite

de Rocquigny, E. (2012) A Generic Modelling Framework, in Modelling Under Risk and Uncertainty: An Introduction to Statistical, Phenomenological and Computational Methods, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9781119969495.ch2

Author Information

  1. Ecole Centrale Paris, Université Paris-Saclay, France

Publication History

  1. Published Online: 11 APR 2012
  2. Published Print: 20 APR 2012

Book Series:

  1. Wiley Series in Probability and Statistics

Book Series Editors:

  1. Walter A. Shewhart and
  2. Samuel S. Wilks

ISBN Information

Print ISBN: 9780470695142

Online ISBN: 9781119969495

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Keywords:

  • generic modelling framework;
  • system under uncertainty;
  • risk measures;
  • modelling under uncertainty;
  • model building;
  • system, uncertainty models;
  • mixed deterministic-probabilistic contexts;
  • standard risk measures;
  • double probabilistic risk measures;
  • ranking and sensitivity analysis

Summary

This chapter contains sections titled:

  • The system under uncertainty

  • Decisional quantities and goals of modelling under risk and uncertainty

  • Modelling under uncertainty: Building separate system and uncertainty models

  • Modelling under uncertainty – the general case

  • Combining probabilistic and deterministic settings

  • Computing an appropriate risk measure or quantity of interest and associated sensitivity indices

  • Summary: Main steps of the studies and later issues

  • Exercises

  • References