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  5. Measures of costs of risk and their application to optimization of investments in systems of defence

Measures of costs of risk and their application to optimization of investments in systems of defence

Ya.V. Dudykevich, I.A. Prokopishin
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For the estimation of efficiency of investments the net real cost of expenses and casual losses, predefined threats is used in the systems of defence. A risk estimation is conducted on the basis of discrete probabilistic model with the use of measures of risk VaR and CVaR . Problem of optimization of investments definition as tasks of the discrete programming is given on the plural of types of defence.
Keywords: systems of defence, risk cost, investments, optimization