Chinese Journal of Management Science ›› 2025, Vol. 33 ›› Issue (1): 98-110.doi: 10.16381/j.cnki.issn1003-207x.2024.1264
Previous Articles Next Articles
Jianping Li1, Weixuan Xu2, Dengsheng Wu3()
Received:
2024-07-25
Revised:
2024-10-09
Online:
2025-01-25
Published:
2025-02-14
Contact:
Dengsheng Wu
E-mail:wds@szu.edu.cn
CLC Number:
Jianping Li, Weixuan Xu, Dengsheng Wu. Risk Science: A New Interdisciplinary Science[J]. Chinese Journal of Management Science, 2025, 33(1): 98-110.
1 | Moivre A. De mensura sortis, seu, de probabilitate eventuum in ludis a casu fortuito pendentibus[J]. Philosophical Transactions of the Royal Society of London, 1711, 27(329): 213-264. |
2 | Knight F H. Risk, Uncertainty and Profits[M].Boston:Hart, Schafner and Marx, 1921. |
3 | Paté-Cornell M E. Uncertainties in risk analysis: Six levels of treatment[J]. Reliability Engineering & System Safety, 1996, 54: 95-111. |
4 | Aven T. Risk, surprises and black swans: Fundamental ideas and concepts in risk assessment and risk management [M]. London: Routledge, 2014. |
5 | Kaplan S, Garrick B J. On the quantitative definition of risk[J]. Risk Analysis, 1981,(1): 11-27. |
6 | Haimes Y Y. Risk modeling of interdependent complex systems of systems: Theory and practice[J]. Risk Analysis, 2017, 38(1):84-98. |
7 | Goerlandt F, Li J. Forty years of risk analysis: A scientometric overview [J]. Risk Analysis, 2022, 42(10): 2253-2274. |
8 | Hao J, Li J, Wu D. Bibliometric analysis of risk science from 1996 to 2021: Insights and implications[J]. Journal of Risk Research, 2023, 26(5): 485-501. |
9 | Aven T. An emerging new risk analysis science: Foundations and implications[J]. Risk Analysis, 2018, 38(5): 876-888. |
10 | Aven T, Ylönen M. A risk interpretation of sociotechnical safety perspectives[J]. Reliability Engineering & System Safety, 2018, 175: 13-18. |
11 | Society for Risk Analysis. Risk analysis: Fundamental principles[R]. Working Paper, Society for Risk Analysis, 2019. |
12 | Society for Risk Analysis. Glossary society for risk analysis[R]. Working Paper, Society for Risk Analysis, 2015. |
13 | Society for Risk Analysis. Coresubjectsof risk analysis[R]. Working Paper, Society for Risk Analysis, 2017. |
14 | Aven T, Thekdi S. Risk science: An introduction[M]. London: Routledge, 2021. |
15 | Fischhoff B, Watson S R, Hope C. Defining risk[J]. Policy Sciences, 1984, 17: 123-139. |
16 | Gratt L B. The definition of risk and associated terminology for risk analysis[M]// Bonin J J, Stevenson D E. Risk Assessment in Setting National Priorities. Boston: Springer, 1989: 675-680. |
17 | Chapman C, Ward S. Project risk management processes, techniques and insights[M]. Chichester:John Wiley & Sons, 2003. |
18 | Moeller R R. COSO enterprise risk management: Understanding the new integrated ERM framework[M]. Chichester: John Wiley & Sons, 2007. |
19 | Barghi B, Sikari S S. Qualitative and quantitative project risk assessment using a hybrid PMBOK model developed under uncertainty conditions[J]. Heliyon, 2020, 6(1): 1-22. |
20 | Picciotto R. Towards a new project management’ movement? An international development perspective[J]. International Journal of Project Management, 2020, 38(8): 474-485. |
21 | Kountur R, Sari M R. Risk identification approaches and the number of risks identified: The use of work breakdown structure and business process[J]. Humanities and Social Sciences Communications, 2023, 10(1): 1-7. |
22 | Chapman R J. The effectiveness of working group risk identification and assessment techniques[J]. International Journal of Project Management, 1998, 16(6): 333-343. |
23 | Awodi N J, Liu Y K, Ayodeji A, et al. Expert judgement-based risk factor identification and analysis for an effective nuclear decommissioning risk assessment modeling[J]. Progress in Nuclear Energy,2021,136: 103733. |
24 | Maytorena E, Winch G M, Freeman J, et al. The influence of experience and information search styles on project risk identification performance[J]. IEEE Transactions on Engineering Management, 2007, 54(2): 315-326. |
25 | Larson E, Gray C. Project management: The managerial process[M]. (8th ed.). New York: McGraw-Hill Education, 2021. |
26 | Li J, Bao C, Wu D. How to design rating schemes of risk matrices: A sequential updating approach[J]. Risk Analysis, 2018, 38(1): 99-117. |
27 | Yin Z, Li B, Gu D, et al. Modeling of farmers’ vegetable safety production based on identification of key risk factors from Beijing, China[J]. Risk Analysis, 2022, 42(9): 2089-2106. |
28 | Berx N, Decré W, Morag I, et al. Identification and classification of risk factors for human-robot collaboration from a system-wide perspective[J]. Computers & Industrial Engineering, 2022, 163: 107827. |
29 | Bao Y, Datta A. Simultaneously discovering and quantifying risk types from textual risk disclosures [J]. Management Science, 2014, 60(6):1371-1391. |
30 | 李斌, 王颖慧, 朱晓谦,等. 保险业重要风险点的识别和演化分析——基于财务报告中披露的文本风险信息[J]. 系统工程理论与实践, 2022, 42(2): 333-344. |
Li B, Wang Y H, Zhu X Q, et al. Identification and evolution analysis of important risks in insurance industry based on the textual risk disclosures in financial reports[J]. Systems Engineering-Theory & Practice, 2022, 42(2): 333-344. | |
31 | Slovic P. Perception of risk[J]. Science, 1987, 236(4799): 280-285. |
32 | Trudel D, Horowitz L, Wormuth M, et al. Estimating consumer exposure to PFOS and PFOA[J]. Risk Analysis, 2008, 28(2): 251-269. |
33 | Fann N, Lamson A D, Anenberg S C, et al. Estimating the national public health burden associated with exposure to ambient PM2.5 and ozone[J]. Risk Analysis, 2012, 32(1): 81-95. |
34 | National Research Council. Committee on the Institutional Means for Assessment of Risks to Public Health. Risk assessment in the Federal Government: Managing the process[M]. Washington: National Academies Press, 1983. |
35 | National Research Council (US) Committee on Improving Risk Analysis Approaches Used by the U.S. EPA. Science and decisions: Advancing risk assessment[M]. Washington: National Academies Press, 2009. |
36 | International Standard Organization. ISO 31000 Risk management guidelines[R]. Working Paper, International Standard Organization, 2018. |
37 | International Electrotechnical Commission. IEC 31010 Risk management-risk assessment techniques[R]. Working Paper, International Electrotechnical Commission, 2019. |
38 | 刘家国, 崔进, 周欢, 等. 基于HHM-RFRM的船舶航行风险评估方法研究[J]. 中国管理科学, 2019, 27(5): 174-183. |
Liu J G, Cui J, Zhou H, et al. Research on ship navigation risk assessment method based on HHM-RFRM[J]. Chinese Journal of Management Science, 2019, 27(5): 174-183. | |
39 | Betrie G D, Sadiq R, Nichol C, et al. Environmental risk assessment of acid rock drainage under uncertainty: The probability bounds and PHREEQC approach[J]. Journal of Hazardous Materials, 2016, 301: 187-196. |
40 | Aven T. On the need for restricting the probabilistic analysis in risk assessments to variability[J]. Risk Analysis, 2010, 30(3): 354-360. |
41 | Raices C, Troffaes M, Sahlin U. A suggestion for the quantification of precise and bounded probability to quantify epistemic uncertainty in scientific assessments[J]. Risk Analysis, 2022, 42(2): 239-253. |
42 | Teunis P F M, Havelaar A H. The beta possion dose-response model is not a single-hit model[J]. Risk Analysis, 2002, 20(4): 513-520. |
43 | Lempert R, Collins M. Managing the risk of uncertain threshold responses: Comparison of robust, optimum, and precautionary approaches[J]. Risk Analysis, 2007, 27(4): 1009-1026. |
44 | Aven T, Nøkland T E. On the use of uncertainty importance measures in reliability and risk analysis[J]. Reliability Engineering and System Safety, 2010, 95: 127-133. |
45 | Aven T, Baraldi P, Flage R, et al. Uncertainty in risk assessment: The representation and treatment of uncertainties by probabilistic and non-probabilistic methods[M]. Chichester: Wiley, 2014. |
46 | Aven T, Zio E. Model output uncertainty in risk assessment [J]. International Journal of Performability Engineering, 2013, 9(5): 475-486. |
47 | Bjerga T, Aven T, Zio E. An illustration of the use of an approach for treating model uncertainties in risk assessment[J]. Reliability Engineering and System Safety, 2014, 134: 75-82. |
48 | Gross M, Javier P. Implications of model uncertainty for bank stress testing [J]. Journal of Financial Services Research, 2019, 55: 31-58. |
49 | Logan T M L, Aven T, Guikema S D, et al. Risk science offers an integrated approach to resilience[J]. Nature Sustainability, 2022, 5(9): 741-748. |
50 | Steen R, Aven T. A risk perspective suitable for resilience engineering [J]. Safety Science, 2011, 49(2): 292-297. |
51 | Le Coze J. Outlines of a sensitising model for industrial safety assessment[J]. Safety Science, 2013, 51(1): 187-201. |
52 | Aven T. The call for a shift from risk to resilience: What does it mean?[J]. Risk Analysis, 2019, 39(6): 1196-1203. |
53 | Hollnagel E, Woods D, Leveson N. Resilience Engineering: Concepts and precepts[J]. Quality & Safety in Health Care, 2006, 15(6): 447-448. |
54 | Righi A W, Saurin T A, Wachs P. A systematic literature review of resilience engineering: Research areas and a research agenda proposal[J]. Reliability Engineering & System Safety, 2015, 141: 142-152. |
55 | Kraus N, Malmfors T, Slovic P. Intuitive toxicology: Expert and lay judgments of chemical risks[J]. Risk Analysis, 1992, 12(2): 215-232. |
56 | 王治莹, 岳朝龙. 舆情传播中考虑公众风险感知的多资源流应急优化调度 [J]. 中国管理科学, 2016, 24(6): 115-123. |
Wang Z Y, Yue C L. Emergency optimal scheduling of multi-resource flow considering the public’s risk perception in public opinion propagation[J]. Chinese Journal of Management Science, 2016, 24(6): 115-123. | |
57 | Kasperson R E, Renn O, Slovic P, et al. The social amplification of risk: A conceptual framework[J]. Risk Analysis, 1988, 8(2): 177-187. |
58 | Wachinger G, Renn O, Begg C, et al. The risk perception paradox:Implications for governance and communication of natural hazards[J]. Risk Analysis,2013, 33(6):1049-1065. |
59 | 李华强, 范春梅, 贾建民. 突发性灾害中的公众风险感知与应急管理——以 5·12 汶川地震为例[J]. 管理世界, 2009(6): 52-60+187-188. |
Li H Q, Fan C M, Jia J M. The public perception of risks and the management of emergency measures taken during unexpected calamities[J]. Journal of Management World, 2009(6): 52-60+187-188. | |
60 | 李萧薇, 刘铁忠, 张湖波. 公众社区参与意愿对危化品危害利益相关者感知的影响[J]. 管理评论, 2020, 32(1): 298-308. |
Li X W, Liu T Z, Zhang H B. The influence of community involvement intention to stakeholder perception for threats of hazardous chemicals[J]. Management Review, 2020, 32(1): 298-308. | |
61 | Yüksel A, Yüksel F. Shopping risk perceptions: Effects on tourists’ emotions, satisfaction and expressed loyalty intentions[J]. Tourism Management, 2007, 28(3): 703-713. |
62 | Olya H G T, Al-Ansi A. Risk assessment of halal products and services: Implication for tourism industry[J]. Tourism Management, 2018, 65: 279-291. |
63 | National Research Council. Committee on risk perception and communication[M].Washington: National Academy Press, 1989. |
64 | Balog‐Way D, McComas K, Besley J. The evolving field of risk communication[J]. Risk Analysis, 2020, 40(S1): 2240-2262. |
65 | Janssen E, Osch L, Vries H, et al. The influence of narrative risk communication on feelings of cancer risk[J]. British Journal of Health Psychology, 2013, 18(2): 407-419. |
66 | Wardman J K.The constitution of risk communication in advanced liberal societies [J]. Risk Analysis, 2008, 28(6): 1619-1637. |
67 | Boholm A, Corvellec H. A relational theory of risk[J]. Journal of Risk Research, 2011, 14(2): 175-190. |
68 | OECD. Trends in risk communication policies and practices[R]. Working Paper, OECD Reviews in Risk Management Policies, 2016. |
69 | Boholm A. Risk communication as government agency organizational practice[J]. Risk Analysis, 2019, 39(8):1695-1707. |
70 | Bali T G, Brown S J, Caglayan M O. Macroeconomic risk and hedge fund returns[J]. Journal of Financial Economics, 2014, 114(1): 1-19. |
71 | 尹豪. 系统性金融风险度量研究综述[J]. 金融监管研究, 2020(12): 32-49. |
Yin H. Review of systematic financial risk measurement[J]. Financial Regulation Research,2020(12): 32-49. | |
72 | Kouwenberg R, Ziemba W T. Incentives and risk taking in hedge funds [J]. Journal of Banking & Finance, 2007, 31(11): 3291-3310. |
73 | Agarwal V, Naik N Y. Risks and portfolio decisions involving hedge funds[J]. The Review of Financial Studies, 2004, 17(1): 63-98. |
74 | Opie W, Riddiough S J. Global currency hedging with common risk factors[J]. Journal of Financial Economics, 2020, 136(3): 780-805. |
75 | 林娟, 吴春晓, 张明. 上海黄金是人民币汇率风险的对冲工具和安全港吗?——基于常量和动态Copula模型 [J]. 中国管理科学, 2023, 31(5): 104-115. |
Lin J, Wu C X, Zhang M. Is shanghai gold a hedge and a safe haven for the RMB?Based on the constant and time-varying copula models[J]. Chinese Journal of Management Science, 2023, 31(5): 104-115. | |
76 | Wang L, Yao D D. Risk hedging for production planning[J]. Production and Operations Management, 2021, 30(6): 1825-1837. |
77 | Brusset X, Bertrand J L. Hedging weather risk and coordinating supply chains[J]. Journal of Operations Management, 2018, 64: 41-52. |
78 | 杜娟. 需求和汇率风险下的全球供应链汇率风险对冲策略 [J]. 运筹与管理, 2019, 28(9): 167-172. |
Du J. Exchange rate risk hedging of global supply chain under demand and exchange rate risks[J]. Operations Research and Management Science, 2019, 28(9): 167-172. | |
79 | Park J H, Kazaz B, Webster S. Risk mitigation of production hedging[J]. Production and Operations Management, 2017, 26(7): 1299-1314. |
80 | 彭程, 李爽, 包莹, 等. 外汇欧式期权在市场不完备下的对冲误差分析[J]. 系统工程理论与实践, 2019, 39(11): 2739-2749. |
Peng C, Li S, Bao Y, et al. Hedging error analysis of foreign exchange european options under incomplete market[J]. Systems Engineering-Theory & Practice, 2019, 39(11): 2739-2749. | |
81 | Kim K K, Park K S. Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm[J]. European Journal of Operational Research, 2014, 237(2): 634-648. |
82 | 张青山, 游金. 企业动态联盟风险转移机制研究[J]. 管理评论, 2005, 17(12): 44-48. |
Zhang Q S, You J. The risk transformation mechanism of enterprise dynamic alliance[J].Management Review, 2005, 17(12): 44-48. | |
83 | 孔丹凤, 孙宇辰, 马驰骋, 等. 信用风险转移工具真的转移了风险吗?——基于美国上市银行面板数据的实证研究 [J]. 金融研究, 2015(2): 160-174. |
Kong D F, Sun Y C, Ma C C, et al. Can CTR reduce banking risk? Evidence from American listed banks[J].Journal of Financial Research, 2015(2): 160-174. | |
84 | Bedendo M, Bruno B. Credit risk transfer in U.S. commercial banks: What changed during the 2007-2009 crisis?[J]. Journal of Banking & Finance, 2012, 36(12): 3260-3273. |
85 | Siegrist M, Árvai J. Risk perception: Reflections on 40 years of research [J]. Risk Analysis, 2020, 40(S1): 2191-2206. |
86 | 王宗润, 陈曦. 心理因素、交易环境变化与结构性产品风险测度:一个研究综述 [J]. 中国管理科学, 2020, 28(8): 15-29. |
Wang Z R, Chen X. Psychological factors, transaction environment change and risk measurement of structured products: A review of research[J]. Chinese Journal of Management Science, 2020, 28(8): 15-29. | |
87 | Hoffmann A O, Post T, Pennings J M. Individual investor perceptions and behavior during the financial crisis[J]. Journal of Banking & Finance, 2013, 37(1): 60-74. |
88 | 朱晓谦, 李建平. 相关性下的银行风险集成研究综述 [J]. 中国管理科学, 2020,28(8): 1-14. |
Zhu X Q, Li J P. A review of bank risk aggregation[J]. Chinese Journal of Management Science, 2020, 28(8): 1-14. | |
89 | 徐驰, 汪冬华, 庆楠. 风险相关性下的银行非预期操作风险集成度量——基于动力学模型视角 [J]. 管理科学学报, 2018, 21(5): 53-64. |
Xu C, Wang D H, Qing N. Unexpected operational risk aggregation considering risk correlation: A dynamical modeling perspective[J]. Journal of Management Sciences in China, 2018, 21(5): 53-64. | |
90 | 陶莎, 盛昭瀚, 朱建波. 交互作用不确定下的项目组合选择鲁棒决策[J]. 中国管理科学, 2017, 25(4): 190-196. |
Tao S, Sheng Z H, Zhu J B. Robust decision-making of project portfolio selection with uncertain project interactions[J]. Chinese Journal of Management Science, 2017, 25(4): 190-196. |
[1] | Aizhong Li,Ruoen Ren,Jichang Dong. Graph Network Risk Perception and Sparse Low-rank Portfolio Management Strategy [J]. Chinese Journal of Management Science, 2024, 32(4): 58-65. |
[2] | ZHU Jian-bo, SHI Qian-qian, ZHANG Jin-wen, SHENG Zhao-han. An Incentive Model in Risk Management of Mega Project Considering Insurance Company Involved [J]. Chinese Journal of Management Science, 2022, 30(6): 1-10. |
[3] | LI Jin, SHEN Su-hao, SUN Xiao-lei, XING Xiao. Identification and Classification for Risk Paths in the Context of Cross-Border Important Data Flow [J]. Chinese Journal of Management Science, 2021, 29(3): 90-99. |
[4] | YAN Guan, LIU Zhi-dong. Systemic Risk in China's Interbank Liability Networks Based on the Bayesian Methodology [J]. Chinese Journal of Management Science, 2020, 28(4): 14-26. |
[5] | CHAI Shang-lei, ZHOU Peng. Measuring the Integrated Risk of Carbon Financial Market by a Non-parametric Copula-CVaR Model [J]. Chinese Journal of Management Science, 2019, 27(8): 1-13. |
[6] | LIU Jia-guo, CUI Jin, ZHOU Huan, WAN Zi-qian, CAO Jing. Research on Ship Navigation Risk assessment Method Based on HHM-RFRM [J]. Chinese Journal of Management Science, 2019, 27(5): 174-183. |
[7] | REN Long, LIU Jun, ZHOU Xue-guang. The Value of Factor Financing,A Foreign Exchange Risk Consideration [J]. Chinese Journal of Management Science, 2017, 25(9): 63-70. |
[8] | REN Long, LIU Jun. Study on Enterprise Technology Outsourcing with Downside Risk Averse Agent [J]. Chinese Journal of Management Science, 2017, 25(4): 184-189. |
[9] | ZHENG Lei, CHI Hong, SHAO Xue-yan. Pattern Recognition and Risk Analysis for Flight Operations [J]. Chinese Journal of Management Science, 2017, 25(10): 109-118. |
[10] | BAI Zhe, LI Meng-gang. Alarm System of Insurance Companies and Capital Allocation Based on Conditional Ruin Probability [J]. Chinese Journal of Management Science, 2016, 24(7): 36-42. |
[11] | BAI Zhe, LI Meng-gang. Alarm System of Insurance Companies and Capital Allocation Based on Conditional Ruin Probability [J]. Chinese Journal of Management Science, 2016, 24(7): 36-42. |
[12] | DU Juan, NI De-bing, TANG Xiao-wo. Exchange Rate Risk Hedging and Wholesale Price Incentive under Demand and Exchange Rate Risk Pooling [J]. Chinese Journal of Management Science, 2015, 23(1): 1-9. |
[13] | LU Xiao-li, YU Hai-feng. Emergency Risk Analysis based on Knowledge Element [J]. Chinese Journal of Management Science, 2014, 22(8): 108-114. |
[14] | WEN Yuan, XIAO Yong-bo. Dual Sourcing Decisions under Exchange Rate and Supply Risks [J]. Chinese Journal of Management Science, 2013, 21(4): 35-43. |
[15] | DU Hong-jun, WANG Zong-jun. Financial Risk Measurement Based on Asymmetric Laplace Distribution [J]. Chinese Journal of Management Science, 2013, 21(4): 1-7. |
Viewed | ||||||
Full text |
|
|||||
Abstract |
|
|||||
|