CONTENTS
CHAPTER I. PLENARY SESSION
Ryabinin I.A.
PROBABILISTIC LOGIC AND THE LOGICAL-PROBABILISTIC CALCULUS
(In English)
Yusupov R.M., Zamyatin A.Ju.
SAFETY AND RISKS MODEL OF TELECOMMUNICATION SYSTEM
(In Russian)
K. Giannopoulos
VAR MODELLING ON LONG RUN HORIZONS
(In English)
Jazwinski J., Kolowrocki K., Smalko Z.
RELIABILITY AND RISK EVALUATION OF LARGE SYSTEMS
(In English)
Giesecke K.
DEFAULT COMPENSATOR, INCOMPLETE INFORMATION, AND THE TERM STRUCTURE OF CREDIT SPREADS
(In English)
Serguei P. Ardychev, Umberto Cherubini, Giovanni Della Lunga
STATISTICS FOR RISK MANAGEMENT: FRONTIER ISSUES
(VALUE-AT-RISK FOR RUSSIAN STOCKS. MYTHS AND REALITIES)
(In English)
Yildirim H. Semih, George C. Philippatos
COMPETITION AND CONTESTABILITY IN CENTRAL AND EASTERN
EUROPEAN BANKING MARKETS
(In English)
Vitlinsky V.
VECTOR EVALUATION OF RISK DEGREE DURING SELECTION OF INVESTMENT PROJECTS
(In Russian)
Finkelstein M.S.
STOCHASTIC APPROACH TO SAFETY AT SEA ASSESSMENT
(In English)
Mozhaev A.S., Demidov Ju.F.
ALGORITHMIC BASIS OF TECHNOLOGY OF AUTOMATED STRUCTURAL AND LOGICAL SIMULATION IN TASKS OF SYSTEM ANALYSIS OF RELIABILITY, SAFETY AND RISK
(In Russian)
Markus Leippold, Fabio Trojani, Paolo Vanini
MEAN-VARIANCE ANALYSIS IN A MULTIPERIOD ASSET-LIABILITY MODEL
(In English)
Tribhuvan N. Puri, Chikuang Kuan, George C. Philippatos
VOLUME RESPONSE TO PRICE CHANGES IN THE INTEREST RATE FUTURES
(In English)
Bernd Schmid, Anna Kalemanova
APPLYING A THREE-FACTOR DEFAULTABLE TERM STRUCTURE MODEL TO THE PRICING OF CREDIT DEFAULT OPTIONS
(In English)
Kibzun A.I.
THE CHOICE OF RISK MEASURE DURING FORMING OF SECURITY PORTFOLIO
(In Russian)
Grazhdankin á.I., Lisanov í.V., Pecherkin á.S., Belov P.G.
SIMULATING MODEL OF ACCIDENT OCCURRENCE PROCESS ON HAZARDOUS PRODUCTION FACILITIES
(In Russian)
Melnikov V.A.
MODEL OF A RELIABILITY FOR STRUCTURAL - COMPLICATED SYSTEMS, INCLUDING MULTYSTATE ELEMENTS
(In English)
Skripnik A.
UKRAINE EXISTENCE RISK AS INDEPENDENT STATE
(In English)
Solojentsev E.D.
SCENARIO MANAGEMENT OF RISKS OF ACCIDENTS AND CATASTROPHES IN BUSINESS AND ENGINEERING
(In English)
Ivchenko B.P.
THE SOLVING OF PROBLEMS OF SUSTAINABLE DEVELOPMENT IS A IMMEDIATE TASK OF MANKIND
(In Russian)
Alexandrov V.V.
RISK THEORY AND COST OF A RISK
(In Russian)
Novosyolov A.
MEASURING RISK
(In English)
Sokolov B.V.
MULTIPLE-MODEL MULTIOBJECTIVE ANALYSIS OF CONTROL EFFECTIVENESS IN A COMPLEX TECHNICAL SYSTEM
(In Russian)
Rylov M.I., Kamynov Sh.V., Anisimov N.A.
THE EVALUATION OF RISK IN TRANSPORTATION AND STORAGE OF IRRADIATED FUEL
(In Russian)
CHAPTER II. CAPITAL MARKETS RISK
Smirnov S., Skvortsov A.
THE STRUCTURE OF MOST RISKY SECURITIES PORTFOLIO IN MARGIN TRADING
(In Russian)
Pernarivskiy A.
THE COMPLEX RISKS CONSIDERATION AT DETERMINATION OF THE INTEREST RATE BY THE CURRENCY CREDITS OF COMMERCIAL BANK
(In English)
Hovanov N.V., Kolari J.W., Sokolov M.V.
AGGREGATED WORLD CURRENCY OF MINIMAL RISK
(In English)
Ivchenko B.P., Martyshenko L.A.
LIFE CYCLE OF COMPLEX SYSTEM AND MATHEMATICAL MODELS OF ESTIMATION OF ITS DURATION
(In Russian)
Kozin I.
INTERACTION OF TWO ECONOMIC AGENTS WITH VARIOUS ATTITUDE TO RISK
(In Russian)
Solojentsev E., Maksimov A.
STATISTICAL, COMBINATORIAL AND LOGIC AND PROBABILISTIC ANALYSIS OF RISKS IN COMPLEX SYSTEMS WITH GROUPS OF INCOMPATIBLE EVENTS
(In Russian)
Korolev D.A., Mihin M.N.
INVENTORY MANAGEMENT ON BASIS OF MARKET RISKS
(In Russian)
Debashis Guha
CONDITIONAL VALUE AT RISK USING MACROECONOMIC INFORMATION
(In English)
Lukianenko I.G.
ECONOMIC GROWTH AND FEATURES OF PROMOTIONAL POLITICS WITH ACCOUNT OF RISK
(In Russian)
Skripnik A., Helemskiy V.
RATING OF A SUPPLY AND DEMAND ON CREDIT RESOURCES IN ECONOMY OF UKRAINE
(In English)
Novosyolov A.
DIVERSIFICATION IN A PORTFOLIO
(In English)
Harlamov B.P.
ON CHOICE OF THE INITIAL TIME FOR INSURANCE
(In Russian)
Inass EL Farissi, Mondher Bellalah
SOME RESULTS ON THE COMPARATIVE STATICS OF OPTIMAL CORPORATE FINANCIAL STRUCTURE : INFORMATION UNCERTAINTY EFFECT
(In English)
Romanov V.
THE FORMING OF MECHANISM OF RISK INVESTIGATION AND RISK MANAGEMENT ON ENTERPRISE
(In Russian)
Verchenko P.I.
HEMMING'S CRITERION FOR MULTIPURPOSE DECISION CHOICE UNDER RISK
(In Russian)
Vitlinsky V., Dolinsky L.
ANALYSIS AND MODELLING OF THE RISKS OF BILLS OF EXCHANGE
(In Russian)
Bakurova A.V., Vasilchenko E.A.
SIMULATION AND ESTIMATION OF CREDIT RISK WITH METHODS OF FUZZY MATHEMATICS
(In Russian)
Solojentsev E.D., Rybakov A.V.
RESEARCHES IN IDENTIFICATION OF LOGICAL AND PROBABILISTIC RISK MODELS WITH GROUPS OF INCOMPATIBLE EVENT
(In English)
Nikishin A.
MANAGEMENT OF RISKS, CAUSED BY TAX LEGISLATION ON INDUSTRIAL PLANTS
(In Russian)
Mondher Bellalah, Sana Mahfoudh Besbes
TRANSACTION COSTS AND SHADOW COSTS IN CAPITAL MARKET EQUILIBRIUM
(In English)
Karassev V.V.
TECHNICAL ANALYSIS AND LOGIC-PROBABILISTIC SIMULATION
(In Russian)
Naumov A.V.
INTEGER TASK OF TWO-STAGES QUANTILE OPTIMIZATION
(In Russian)
Giesecke K.
CORRELATED DEFAULT WITH INCOMPLETE INFORMATION
(In English)
CHAPTER III. RISK IN ENGINEERING AND ECOLOGY
Grazhdankin A.I., Lisanov M.V., Pecherkin A.S.
ABOUT USING OF PROBABILISTIC ESTIMATIONS FOR ANALYSIS OF SAFETY OF DANGEROUS MANUFACTURING OBJECTS
(In Russian)
Gubanov Ju.A., Efimova M.I., Leuta A.A.
THE TECHNOLOGY OF SOFTWARE AND PHYSICAL MODELLING OF SHIP'S ELECTRICAL POWER SYSTEMS IN CONTROL FLOW
(In Russian)
Doroshenko Ju., Dubrovin V.
THE ALGORITMS OF QUALITY MANAGEMENT: MULTIVARIATE CONTROL CHARTS
(In Russian)
Ivanischev V.V., Marley V.E., Tuboltzeva V.V., Nehoroshkin N.T., Stoliarov Yu. K., Galushka V.N.
AGGREGATED ALGORITHMIC MODEL FOR LIFE CIRCLE OF EQUIPMENT BASED ON ALGORITHMIC NETS IN VIEW OF DEPENDENCE OF INTENSITY OF BREAKAGES FROM QUALITY OF EXPLOITATION
(In Russian)
Ershov G.A., Legoshin P.V., Sobolev A.N.
PROBABILISTIC ANALYSIS OF SAFETY OF NUCLEAR POWER OBJECTS
(In Russian)
Jaroshenko A.V.
INTEGRATED PROVIDING OF VITALITY OF OBJECTS WITH COMPLEX STRUCTURE
(In Russian)
Nozik A.A.
THE TECHNOLOGY OF AUTOMATED STRUCTURAL AND LOGICAL MODELLING IN PROJECT CALCULATIONS OF RELIABILITY OF SYSTEMS
(In Russian)
Grazhdankin A.I., Lisanov M.V., Degtyarev D.V., Pecherkin A.S., Sidorov V.I., Sumskoy S.I.
ACCIDENT RISK ANALYSIS FOR OIL PIPELINE SYSTEMS BTS AND CPC-R
(In Russian)
Maslennikov Ju.N., Sharonov A.M.
DEPENDENCE OF RISK INDICATORS ON RESERVATION FOR TECHNOLOGICAL SYSTEM PORT - POINT OF BUNKERAGE OF SHIPS
(In Russian)
Dubrovin V.I., Tabunshik G.V.
THE PROVIDING OF MINIMAL RISK IN DESIGN OF COMPLEX TECHNICAL OBJECTS
(In Russian)
Yusupov R.M., Zavirukha V.K., Zamyatin A.Yu., Zamyatin V.Yu.
DEFINITION OF RADIATION AND ECOLOGICAL RISK FOR REGION WITH USE OF DISTANT MEASUREMENT SYSTEMS AND MODERN INFORMATION TECHNOLOGIES
(In Russian)
Potapychev S.N.
THE METHOD OF ACCOUNT OF UNRELIABLE SWITCHES IN DYNAMIC MODELS OF RELIABILITY OF COMPLEX SYSTEMS
(In Russian)
Shevchenko S.
OPTIMIZATION OF STRUCTURE OF MULTISUPPORT CONSTRUCTION WITH RISKS OF FAILURES AND DESTRUCTIONS
(In Russian)
Shuisky V.F., Drozhina K.S., Pashkevich M.A., Petrov D.S., Petrova T.A., Maximova T.V.
MAN-CAUSED INFLUENCE ON FRESHWATER ECOSYSTEMS: THE ESTIMATION OF CHANGINGS, ECOLOGICAL RISK, DAMAGE
(In English)
Mozhaev A.S., Sineshuk Ju.I.
THE ACCOUNT OF CONSECUTIONS OF FAILURE OF ELEMENTS IN MODELS OF STABILITY OF SYSTEMS
(In Russian)
Proursin V.A.
DYNAMIC MODELS OF RELIABILITY, SAFETY AND RISK
(In Russian)
Nikulchev E.V., Nikulcheva E.V.
THE MODELLING OF PROCESS OF CONTROL BY DYNAMIC SYSTEMS IN SAFETY CONDITIONS
(In Russian)
Yusupov R.M., Zavirukha V.K., Zamyatin A.Yu., Zamyatin V.Yu.
MAIN METHODS OF RISK DEFINITION FOR HYDROMETEOROLOGY
(In Russian)
Tarasov Ju.A.
THE ANALYSIS OF THREATS OF NUCLEAR TERRORISM
(In Russian)
Butorin S.L.
THE METHODOLOGY OF ANALYSIS OF SAFETY OF APP WITH ACCOUNT OF SEISMIC INFLUENCES
(In Russian)
Tyurin G.A., Berezina L.V., Kuznetsov V.F., Malyshev I.N.
PROBABILISTIC APPROACH TO ESTIMATION AND MAKING OF DEMANDS FOR EXTERNAL EFFECTS STABILENESS OF COMPLEX TECHNICAL SYSTEMS
(In Russian)
Sineshuk Ju.I.
ARRANGEMENT OF PROPERTIES AND INDICATORS OF STABILITY
(In Russian)
Korniychuk M.T., Kapishon V.G., Sovtus I.K.
METHOD AND MODELS OF ESTIMATION AND OPTIMISATION OF CHARACTERISTICS OF RISK OF OPERATION PROCESS OF COMPLEX STOHASTICALLY CONNECTED SYSTEMS
(In Russian)
Karpachev V.E.
SYNTHESIS OF GRAPHS OF COMMUNICATION NETWORKS WITH GIVEN STRUCTURAL CHARACTERISTICS
(In Russian)
Karpachev V.E.
THE METHOD OF DERIVATION OF EXPRESSIONS FOR CALCULATION OF CONDITIONAL PROBABILITIES OF CONNECTEDNESS OF ACS OBJECTS WITH PARTIAL RESERVING OF CONTROL FUNCTIONS
(In Russian)
CHAPTER IV. RISK THEORY AND DECISION MAKING
Martyshenko L.A., Shumeyko N.S., Shumeyko A.V., Nesmeyanov D.A.
METHODOLOGICAL APPROACHES TO ESTIMATION OF STABILITY OF COMPLEX SYSTEMS
(In Russian)
Utkin L.V.
AVOIDING THE CONFLICTING RISK ASSESSMENTS
(In English)
Zhigotskaya N.
RISK CONSIDERATION RELATED TO RATING MANAGEMENT OF EDUCATIONAL SERVICES QUALITY
(In Russian)
Pesikov E.B.
THE MAKING OF DECISIONS IN RISK CONDITIONS ABOUT SALES VOLUME FOR PRODUCTION WITH PROBABILISTIC NATURE OF TEHNOLOGICAL PROCESS
(In Russian)
Esipov Ju.V., Krasnobayev I.A., Shilov V.A.
PLURAL-PARAMETRICAL MODELING AND POSSIBILITY SAFETY (RISK) ASSESSMENT OF UNIQUE SYSTEMS
(In Russian)
Kudelya V.N.
CALCULATION COMPLEXITY OF TASKS OF ANALYSIS OF SAFETY AND RISK IN COMPLEX SYSTEMS
(In Russian)
Perepelitsa V., Maxishko N.
RESEARCH OF DISTRIBUTIONS WITH "HEAVY TAILS" IN RISK'S MODELING OF ACCIDENTS AND CATASTROPHES
(In Russian)
Haziev N.N.
RISK SOFTWARE
(In Russian)
Akhmedjanov F.M., Krymsky V.G.
DECISION MAKING FOR EMERGENCIES RISK MANAGEMENT WITH RESPECT TO UNCERTAINTY LEVEL MEASURES
(In English)
Komartsov I.O., Komartsova L.G.
SYNERGETIC APPROCH TO INCREASING ENTERPRISES FUNCTION QUALITY
(In Russian)
Ivchenko B.P., Lipatov A.A., Smirnov A.A., Shevchenko V.G.
SOCIAL SYSTEMS AND LEADERS - THE CONCEPTION OF MODELLING AND MANAGEMENT IN UNITED INFORMATIONAL SPACE
(In Russian)
Odintsev V.N.
APPLICATION OF THE ACCEPTABLE RISK CONCEPT IN COMPARISON OF MINING SCENARIOS
(In Russian)
Ivchenko B.P., Martyshenko L.A.
THEORETICAL AND PROBABILISTIC BASIS OF ESTIMATION OF RISK OF MAN-CAUSED DAMAGES AND ACCIDENTS WITH USING OF LIMITED INFORMATION
(In Russian)
Cichocki A.
PARALLEL-SERIES MULTI-STATE SYSTEMS OF ANY ORDER
(In English)
Tulupiev A.L.
"WHAT-IF", AN ANALYSE OF SYSTEM RELIABILITY INDICATORS IN UNCERTAIN KNOWLEDGE PATTERN BASES
(In Russian)
Mordashev V.M., Mordashev V.V., Mordashev M.V.
NONLINEAR MULTIPLE-FACTOR ANALYSIS IN RISK ANALYSIS
(In Russian)
Sorokin E.A.
METHOD OF BUILDING OF PREFERENCE PATTERN OF INDIVIDUAL
(In Russian)
Shumeyko N.S., Shumeyko A.V., Eimannsberger A.
CLASSIFICATION OF RISKS IN SOLVING OF PROBLEMS OF PROVIDING OF STABILITY OF COMPLEX ECONOMIC SYSTEMS
(In Russian)
Grazhdankin A.I., Degtyarev D.V., Lisanov M.V., Pecherkin A.S.
ACCIDENT RISK OR ESTIMATION OF UNDESIRABLE LOSSES
(In Russian)
Ershov G.A., Legoshin P.V., Sobolev A.N.
MATHEMATICAL MODEL OF PROCESS OF SAFE OPERATION OF KAPP ON SET OF POSSIBLE MODES OF ITS EXPLOITATION
(In Russian)
Kulik B.
THE RELIABILITY MODELS OF MULTI-STATE SYSTEMS ON THE BASIS OF CORTEGE ALGEBRA
(In English)
Kulagin V.V.
DECISION-MAKING IN CONDITIONS OF STRONG UNCERTAINTY
(In Russian)
AUTHORS INDEX