リスク尺度を用いた供給信頼度指標についての検討

抄録

It is common to calculate the expectation value of annual power outage time or supply shortage amount by Monte Carlo method for evaluating the supply reliability of the power system. However, evaluating the probability distribution with a simple expectation value can cause a risk of neglecting the property possessed by the probability distribution. As an index to solve this problem, we have proposed a risk-sensitive value measure which is based on expected utility theory. In this study, other risk measures such as conditional value-at-risk are applied and their properties are examined.