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Authors: Rogério Feroldi Miorando ; José Luis Duarte Ribeiro ; Maria A. C. Tinoco and Carla Schwengber ten Caten

Affiliation: Federal University of Rio Grande do Sul, Brazil

ISBN: 978-989-8425-97-3

Keyword(s): Risk analysis, Project management, Simulation.

Related Ontology Subjects/Areas/Topics: Applications ; Decision Analysis ; Decision Support Systems ; Enterprise Information Systems ; Information Systems Analysis and Specification ; Methodologies and Technologies ; Operational Research ; Project Management ; Risk Management ; Software Engineering ; Software Project Management

Abstract: This paper presents an economic-probabilistic model to conduct risk analysis in projects. The model integrates risk and economic project analysis by quantifying both value and probability of occurrence of potential cash flow deviations, thus resulting in an economic-probabilistic analysis of the expected returns. The model allows calculating risk-adjusted values for cash flow groups and projecting net present value through stochastic simulation. As a result, the model provides both the risk-adjusted project economic return with the associated probability distribution to its NPV and the variability that each risk factor generates in the project return.

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Paper citation in several formats:
Feroldi Miorando, R.; Luis Duarte Ribeiro, J.; A. C. Tinoco, M. and Schwengber ten Caten, C. (2012). ECONOMIC-PROBABILISTIC MODEL FOR RISK ANALYSIS IN PROJECTS.In Proceedings of the 1st International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES, ISBN 978-989-8425-97-3, pages 208-211. DOI: 10.5220/0003737302080211

@conference{icores12,
author={Rogério Feroldi Miorando. and José Luis Duarte Ribeiro. and Maria A. C. Tinoco. and Carla Schwengber ten Caten.},
title={ECONOMIC-PROBABILISTIC MODEL FOR RISK ANALYSIS IN PROJECTS},
booktitle={Proceedings of the 1st International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES,},
year={2012},
pages={208-211},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003737302080211},
isbn={978-989-8425-97-3},
}

TY - CONF

JO - Proceedings of the 1st International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES,
TI - ECONOMIC-PROBABILISTIC MODEL FOR RISK ANALYSIS IN PROJECTS
SN - 978-989-8425-97-3
AU - Feroldi Miorando, R.
AU - Luis Duarte Ribeiro, J.
AU - A. C. Tinoco, M.
AU - Schwengber ten Caten, C.
PY - 2012
SP - 208
EP - 211
DO - 10.5220/0003737302080211

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