Package neqsim.process.safety.risk.portfolio

package neqsim.process.safety.risk.portfolio
Multi-Asset Portfolio Risk Analysis Package.

This package provides portfolio-level risk analysis capabilities for multiple oil and gas assets, including common cause failure modeling, correlated events, and diversification analysis. Essential for corporate risk management and insurance negotiations.

Key Classes

Features

  • Monte Carlo simulation across multiple assets
  • Common cause failure scenarios (weather, infrastructure, etc.)
  • Diversification benefit calculation
  • Value at Risk (VaR) metrics for insurance/finance
  • Asset contribution analysis

Example Usage

PortfolioRiskAnalyzer analyzer = new PortfolioRiskAnalyzer("North Sea Portfolio");

// Add assets
PortfolioRiskAnalyzer.Asset assetA = analyzer.addAsset("A", "Platform Alpha", 50000);
assetA.setRegion("Northern North Sea");
assetA.setSystemAvailability(0.95);

PortfolioRiskAnalyzer.Asset assetB = analyzer.addAsset("B", "Platform Beta", 30000);
assetB.setRegion("Northern North Sea");
assetB.setSystemAvailability(0.92);

// Add common cause scenario
analyzer.createRegionalWeatherScenario("Northern North Sea", 0.5, 5.0);

// Run analysis
analyzer.setNumberOfSimulations(10000);
PortfolioRiskResult result = analyzer.run();

// Get results
System.out.println(result.toReport());
double var99 = result.getValueAtRisk(99);
double diversification = result.getDiversificationBenefit();
Version:
1.0
Author:
NeqSim Development Team
See Also: