项目经济评价的不确定性分析方法——基于Monte-Carlo分析模型的改进

项目经济评价的不确定性分析包括敏感性分析和风险分析,是决策阶段评价项目抗风险能力的重要手段.为提高经济评价的可信度,采取随机模拟的手段,建立了以效益和费用等随机变量为输入,以主要经济评价指标为输出的Monte-Carlo分析模型.与其他分析方法不同的是,模型可以为评价指标的期望值、置信区间以及风险率等分析提供样本信息.以某湖泊综合治理项目为案例,模型1 000次运算表明:项目具有很强的抗风险能力,且提供了不同情形下各种评价指标的风险率、期望值、方差和置信区间等定量分析.

Uncertainty analysis on project economic evaluations:an improved methodology based on the Monthe-Carlo simulation

Project economic evaluation includes sensitivity and risk analysis,which plays an important role in risk-resistance capability analysis in the decision making process.In order to improve the creditability of the conclusion,this paper proposed a Monte-Carlo model by using stochastic simulation.In this model,the project benefit and cost were set as the input and the economic evaluation indexes were adopted as the output.Differing from other methods,this model can provide enough samples for a deep analysis of the evaluation indexes.As a case study,the model was used for uncertainty analysis on a lake integrated development project.1 000 times of simulation yields a conclusion that the project risk is very low.Additionally,the risk rate,expect value,variance and confidence interval of the main evaluation indexes were calculated under variant scenarios.