Bayesian modeling of risks of various origin

Background. Financial as well many other types of risks are inherent to all human activities. The problem isto construct adequate mathematical description for the formal representation selected and use it possibleloss estimation forecasting. loss can be based upon processing available data relevant expertestimates characterizing history current state processes considered. An appropriate instrumentation mod-elling estimating possible losses provides probabilistic approach including Bayesian techniques known todayas programming methodology.Objective. purpose paper is perform overview some methods providing apossibility constructing models financial selected. To statistical develop a new model Bayesiantype so that describe formally operational risk occur in information procedures.Methods. used refer methodology.Also Bayes theorem was directly applied assessment its formulation discrete events discreteparameters.Results. proposed modelling building associated with in-correct processing. apply analysed,appropriate variables were selected, prior conditional probabilities estimated. Functioning con-structed demonstrated illustrative examples.Conclusions. Modelling type important practical besolved using methodology possibility identification taking intoconsideration uncertainties expert estimates. constructed proposedillustrates possibilities applying solving problems