Risk measures play significant roles in determining the magnitude of risks. The traditional risk measures consider only the consequence $(C)$ and the probability $(P)$ and ignore the support of the knowledge behind to estimate $C$ and $P$. Several researchers have suggested adding knowledge as a third dimension in the risk measures. However, the issues of how to embed the dimension of knowledge in the risk measures to output an explicit expression of the risk measure and how to measure the strength of knowledge remain unresolved. This paper proposes a new risk measure incorporating the dimension of knowledge, apart from $C$ and $P$. It is shown that the proposed risk measure has the form of traditional risk measures when the risk assessor has full knowledge. In addition, a fuzzy multicriteria decision-making (MCDM) method is employed to assess the strength of knowledge. In the fuzzy MCDM method, an entropy optimization problem is solved to obtain fuzzy measures, which are critical for determining the score of the strength of knowledge. Finally, the proposed method is applied to a project risk assessment, showing the feasibility of the method.

中文翻译：

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模糊多准则决策视角下基于知识的风险测度

风险度量在确定风险程度方面发挥着重要作用。传统的风险措施只考虑后果$(C)$ 和概率 $(P)$ 而忽略了后面知识的支持来估计 $C$ 和 $P$. 一些研究人员建议将知识作为风险度量的第三个维度。然而，如何将知识维度嵌入风险度量中以输出风险度量的显式表达以及如何度量知识强度的问题仍未解决。本文提出了一种新的风险度量，包括知识维度，除了$C$ 和 $P$. 结果表明，当风险评估者具有充分的知识时，所提出的风险措施具有传统风险措施的形式。此外，采用模糊多准则决策（MCDM）方法来评估知识的强度。在模糊 MCDM 方法中，求解熵优化问题以获得模糊测度，这对于确定知识强度的得分至关重要。最后，将所提出的方法应用于项目风险评估，证明了该方法的可行性。