Szczegóły publikacji
Opis bibliograficzny
Risk-awareness in resilient networks design : value-at-risk is enough / Piotr CHOŁDA, Piotr GUZIK, Krzysztof RUSEK // W: Networks 2014 [Dokument elektroniczny] : 16th international telecommunications network strategy and planning symposium : 17–19 September 2014, Madeira island, Portugal. — Wersja do Windows. — Dane tekstowe. — Piscataway : IEEE, cop. 2014. — Dysk Flash. — e-ISBN: 978-1-4799-6515-1. — S. [1–6]. — Wymagania systemowe: Adobe Reader. — Bibliogr. s. [6], Abstr. — Toż w IEEE Explore: http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6958530 [2014-12-01]
Autorzy (3)
Słowa kluczowe
Dane bibliometryczne
| ID BaDAP | 86274 |
|---|---|
| Data dodania do BaDAP | 2014-12-08 |
| DOI | 10.1109/NETWKS.2014.6958530 |
| Rok publikacji | 2014 |
| Typ publikacji | materiały konferencyjne (aut.) |
| Otwarty dostęp |  |
| Konferencja | 16th International Telecommunications Network Strategy and Planning Symposium |
Abstract
The paper discusses business impact analysis in the context of resilient networks. The emphasis is put on risk evaluation using Value-at-Risk (VaR) and Conditional VaR measures. The concerns known for VaR are shown, especially the theoretical lack of subadditivity. The study shows that in practice the disadvantages do not appear in resilient networks design, and there is no need to apply the more complex CVaR.