Stochastické procesy a jejich aplikace při analýze rizik

Abstract

The presented diploma work is primarily aimed at the elaborating of selected processes of the quantitative part of risk analysis. Since the connection of mathematical apparatuses with knowledge of the assessed area is a prerequisite, the work is divided into three parts. The first one is primarily theoretical and focuses on the interpretation of selected processes from a mathematical point of view. It is supplemented by examples related to risk, the creation of which we particularly assume in relation to technological equipment with links to the emergence of serious accidents. The other unit is focused on the evaluation of data, especially in terms of their mutual relationship. The third part is devoted to methods, which can be used in quantitative analysis. The appendices then include additional examples as well as applications of given methods, where appropriate.