E.D. Solojentsev

Scenario logic and probabilistic management of risk and efficiency: the book-school.
(In Russian)



E.D. Solojentsev
Scenario Logic and Probabilistic Management of Risk and Efficiency: the Teaching Aid. Saint Petersburg: SPUAT, 2008.- 160 p.
ISBN 978-5-8088-0321-3

The book states methodical and theoretical bases of the scenario logic and probabilistic (LP) management of risk and efficiency in economics. The book represents social and economical systems and as structurally complex objects with random events and probabilities. We use the logical connections between logical variables instead functional and stochastic connections between algebraic variables. We intake groups of incompatible events (GIE) or finite sets into the statistical tabular data base (DB), which let us obtain the L-equation system, or the knowledge base (KB), use LP-calculus, solve risk, efficiency and management problems, and passage from the risk model LP-VaR to the risk LP-model in classification.
The book describes applications of the risk LP-theory with GIE in following problems: classification (credit risks), investment (security portfolio), management (risk of company non-success), bribes and corruption), management of developing, the analysis of risk and efficiency of social and economical processes.
Specialists in risk management in economics, banking and business, as well as graduates and post-graduates in economics, will benefit from this book.



CONTENTS

INTRODUCTION

1. BASIC FOUNDATIONS OF THE RISK LP-THEORY WITH GIE
1.1. Structure of dates
1.2. Passage from data base (DB) to knowledge base (KB)
1.3. Logic and probabilistic in the group of incompatible events
1.4. Risk, efficiency and management
1.5. Risk LP-models with GIE
1.6. Construction of risk LP-models with GIE

2. IDENTIFICATION OF RISK LP-MODEL WITH GIE
2.1. Statement of the task
2.2. Formulation of the identification task
2.3. Methods and algorithms of optimization
2.4. Computer complexity of algorithms

3. ANALYSIS OF RISK IN SYSTEMS WITH GIE
3.1. The place of the analysis in the risk problems
3.2. Distributions in the risk
3.3. Dangerous elements and their combinations

4. MANAGEMENT OF RISK
4.1. Attributes of risk
4.2. Management of credit risks
4.3. Software for management of risk in systems with GIE

5. LP-MODELS OF CREDIT RISKS
5.1. Statement of the task
5.2. Price for the risk
5.3. Accuracy and robustness of the LP-models of credit risks
5.4. Transparency of the LP-model of the credit risks

6. RISK LP-MODELS FOR INVESTMENT
6.1. Statement of task
6.2. Selection of the optimal portfolio
6.3. Analysis of the optimal portfolio
6.4. Risk LP-models of portfolio security
6.5. Management of portfolio risk

7. RISK LP-MODELS IN THE EFFICIENCY PROBLEM
7.1. Statement of task
7.2. Construction of the risk LP-model
7.3. Investigation on efficiency

8. NON-SUCCESS RISK LP-MODELS OF MANAGEMENT OF COMPANY
8.1. State of problem
8.2. Management non-success risk on functions
8.3. Management non-success risk on functions on directions of activities
8.4. Non-success risk in reaching of one or groups aims
8.5. Quality loss risk of functioning of company

9. RISK LP-MODELS OF BRIBES AND CORRUPTION
9.1. State of problem
9.2. Risk bribes LP-models of companies
9.3. Risk bribes LP-models of officials
9.4. Risk bribes LP-models of service parameters
9.5. Analysis of bribes in a kinder garden

10. MANAGEMENT OF RISK IN TESTING AND DEVELOPING
10.1. Analysis of processes of testing
10.2. Management of the developing process
10.3. Risk scenario of testing non-success
10.4. Criteria of difficulty and risk of testing
10.5. Example of construction of developing program
10.6. Risk management of operating testing
10.7. Risk management of evolutional testing

11. LP-ANALYSIS OF RISK AND EFFICIENCY IN SOCIAL AND ECONOMICAL PROCESSES
11.1. The statement of the task
11.2. Passage from data base (DB) to knowledge base (KD)
11.3. Passage from the risk model LP-VaRto the risk LP-model of classification
11.4. Non-success risk LP-model with GIE in classification
11.5. Analysis of risk and efficiency of SEP
11.6. Example of the analysis of risk and efficiency of restaurant business
11.7. Example of the analysis of risk and efficiency in the kinder garden

12. SOFTWARE FOR RISK LP-MODELING
12.1. Software for the identification and the analysis of risk
12.2. Software for the selection and analysis of portfolio risk
12.3. Software for structurally - logic risk modeling

13. FORMAL RISK LP-THEORY WITH GIE
13.1. Data base, Knowledge base and sets
13.2. Sets
13.3. Relations
13.4. Signature
13.5. Axioms
13.6. Mathematical conclusion

14. DEFINITIONS AND SUBJECT INDEXES OF RISK LP-THEORY WITH GIE
14.1. Definitions
14.2. Subject indexes

15. TRAINING COURSE "SCENARIO LP-MANAGEMENT OF RISK AND EFFICIENCY IN ECONOMICS"
15.1. Attributes of the training course
15.2. Aim and tasks of training
15.3. Lectures
15.4. Laboratory works

CONCLUSION

LITERATURE

APPENDIX. Some information from logic algebra


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