Scenario Logic and Probabilistic Management of Risk in Business and Engineering. (In Russian)
E.D. Solojentsev
Scenario Logic and Probabilistic Management of Risk in Business and Engineering
Second Edition. - SPb.: "Business-pressa" Publishing House, 2006. - Pages - 530, Figures - 113; Tables - 77; Refers - 158. ISBN 5-8110-0076-6
CONTENTS
Introduction
Chapter 1. MANAGEMENT AND RISK
1.1. History of Interrelation of Management and Risk
1.2. Reasons and consequences of large accidents
1.3. The most dangerous industry branches
1.4. Sources of accidents depending on humans
1.5. Risk management and insurance
1.6. Monitoring and risk
1.7. State safety program of Russia
1.8. Methods of nonlinear mechanics and probability theory for accidents
1.9 Power rating distributions of data of developing processes
1.10 Concrete mathematics
1.11 Scenario LP-management of non-success risk
Chapter 2. THE HUMAN BEING AND RISKS
2.1. Frauds in business
2.2. Errors of personnel
2.3. Asymmetric actions of terrorists
2.4. Hackers attacks to informational networks
2.5. Personnel in modern civilization
Chapter 3. PRINCIPLES OF RISK MANAGEMENT IN DESIGN
3.1. Style, concepts and methods of designers
3.2. General scientific knowledge in the area of risk
3.3. Models and rules
3.4. Occam's razor
3.5. Transparency of risk models in business
3.6. Admissible values of parameters
3.7. Scheme of complex object management
3.8. Minimization of the number of different decisions
3.9. Structural design
3.10. Concept of the acceptable risk
3.11. Markowitz's and VaR-approach to investment risk
3.12. Active and passive management of risk
3.13. Algorithmic calculations
3.14. Arithmetical and logical addition
Chapter 4. RISK MANAGEMENT AT DEBUGGING TESTS
4.1. Definition of debugging tests and the process of debugging
4.2. Analysis of debugging process
4.3. Management of debugging process
4.4. Technology of debugging tests
4.5. Non-success risk scenarios of debugging
4.6. Models of debugging non-success risk
4.7. Criterion of of debugging difficulty
4.8. Example of development of the debugging program
4.9. Risk management in operating tests
Chapter 5. RISK MANAGEMENT IN OPERATION ON BASIS OF MONITORING
5.1. Destruction, wearing and deterioration of equipments in operation
5.2. Monitoring in engineering
5.3. Monitoring of infrastructure of rocket launcher
Chapter 6. RISK MANAGEMENT ON DANGEROUS PLANT
6.1. Difficult problems
6.2. Columb's and Bernuoulli's approach to risk management
6.3. Financing of the risk management process
6.4. Reliability regulation of engineering and a person
6.5. Consideration of natural and man-caused accidents
6.6. Probability of poor organization
Chapter 7. TRANSPARENCY OF METHODS FOR ASSESSMENT OF RISK
7.1. Scoring methods of object classification
7.2. Requirements to risk estimation methods
7.3. Transparency of methods for assessment of credit risk
7.4. Accuracy and robustness of credit risk estimation methods
7.5. Individualism of banks and their risk models
7.6. Postulates and models of credit risks
7.7. Bank management under risk criterion
7.8. Conclusions
Chapter 8. BASES OF LOGIC AND PROBABILISTIC CALCULUS
8.1. Some information from Boolean algebra
8.2. Basic logical operations
8.3. Basic definitions and accepted notations
8.4. Some theorems of Boolean algebra and probabilistic logic
Chapter 9. LP-MODELING AND ANALYSES OF RISK IN ENGINEERING
9.1. Basic concepts and definitions of the theory of safety
9.2. The basic principles of the LP-modeling
9.3. Transformation of L-function to P-polynomial
9.4. "Weight" of the argument in the L-function
9.5. "Importance" of elements in a system
9.6. Example of the L-function of danger and safety
9.7. Explosion in a submarine: scenario and risk LP-model
9.8. Risk LP-model of the structural-complex system
Chapter 10. AUTOMATED STRUCTURAL AND LOGICAL MODELLING
10.1. Problems of LP-modelling
10.2. Risk scenario of a railway accident
10.3. Idea of development of LP-modelling
10.4. Basic stages of LP-modelling
10.5. Algorithmic methods of primary structural and logical modelling
10.6. Graphical-analytic method of determination of L-function
10.7. Combined method of construction of P-polynomial
10.8. Calculation of standard P-characteristics of systems
Chapter 11. LOGICAL AND PROBABILISTIC THEORY OF RISK WITH GROUPS OF INCOMPATIBLE EVENTS
11.1. Structure of model and representation of data
11.2. Grade-events distribution in GIE
11.3. Rules of probabilities calculation in GIE
11.4. Orthogonality of L-functions for objects of the table
11.5. Examples of structural, L-models and P-models risk
11.6. Risk parameters Yad, Risk, Nad, Had
11.7. Problem areas of usage of the risk LP-theory with GIE
11.8. Problems of LP-theory of risk with GIE
11.9. Basic equations for GIE
11.10. Measure of risk and cost of risk
11.11. GIE and the Bayes formula
11.12. Dynamic risk LP-models
Chapter 12. IDENTIFICATION OF RISK LP-MODELS WITH GROUPS OF INCOMPATIBLE EVENTS
12.1. Statement of identification problem
12.2. Basic statements of identification algorithm
12.3. Peculiarities of identification by methods of random search
12.4. Peculiarities of identification by methods of gradients
12.5. Criteria of identification of LP-models of credit risk
12.6. Investigations at identification of LP-models of risk
12.7. Accuracy and robustness of the risk LP-model
Chapter 13. LP-RISK ANALYSIS IN SYSTEMS WITH GROUPS OF INCOMPATIBLE EVENTS
13.1. Statistical risk analysis
13.2. Combinatorial risk analysis
13.3. Logical-probabilistic risk analysis
13.4. Transparency of risk LP-model
Chapter 14. SOFTWARE FOR LP-ASSESSMENT, ANALYSIS AND MANAGEMENT OF RISK
14.1. Intellectual Work Station for management of risks
14.2. Software for risk LP-models with GIE
14.3. Software for structural and logic modelling
14.4. Software for LP-modelling on the basis of cortege algebra
Chapter 15. LP-MODEL OF CREDIT RISK FOR NATURAL PERSONS
15.1. Description of credit and data presentation
15.2. Model of credit risk for natural persons and price for risk
15.3. Identification of risk LP-model and analysis of risk
15.4. Trancparency of assessment method of credit risk
15.5. Trancparency of results of risk assessment and analysis
15.6. Comparison of LP method by acuracy and robustness with other methods
15.7. Results of investment at LP model with data of the real bank
15.8. Conclusions
Chapter 16. LP MODEL OF CREDIT RISK FOR JURIDICAL PERSONS
16.1. Credit risk methods to western market
16.2. Credit risk methods according to Russian market
16.3. LP model of credit risk for Russian market
16.4. Conclusions
Chapter 17. LP-MODELS AND SCENARIOS OF OF FRAUDS RISK IN BUSINESS AND INTERACTION OF COMPANIES
17.1. Bribes
17.2. Fraud of manager
17.3. Fraud of employee
17.4. Fraud with investments
17.5. Competition of building firms for profitable contract
17.6. Financing of building projects with reservation
Chapter 18. LP-MODEL OF SECURITY PORTFOLIO RISK
18.1. Selection of the optimum portfolio by VaR
18.2. Selection and analysis of the optimal security portfolio by LP-VaR
18.3. Portfolio with independent yields of stocks
18.4. Portfolio with dependent yields of stocks
18.5. Portfolio with yields of stocks, which depending on external factor
18.6. Comparison of portfolio modeling methods by LP-VaR
18.7. Examples of optimization and analysis of portfolio by LP-VaR
18.8. Effectiveness of portfolio management by LP-VaR
18.9. Portfolio risk with dependent yields of stocks on basic of function of copula
18.10. Conclusions
Chapter 19. RISK LP-MODELS OF QUALITY AND EFFECTIVENESS
19.1. General problem of quality management in business
19.2. Particular problems of quality loss risk
19.3. Modelling of risk in problems of effectiveness
Chapter 20. LP-MODELS OF COMPANY MANAGEMENT UNSUCCESS RISK
20.1. Problem statement
20.2. LP-models of management unsuccess risk
20.3. Unsuccess risk LP-model of management by functions
20.4. Unsuccess risk LP-model of management by activity directions
20.5. Company management as complex object
20.6. Risk LP-model for achievement of one or some aim
20.7. LP-model of company quality
20.8. Conclusions
Conclusion
List of literature
Subject index
If you have a some questions please contact us by E_mail: karassev@fromru.com
