Modelling and Analysis of Safety and Risk in Complex Systems / Proceedings of the Third International Scientific School MASR - 2003 (Saint-Petersburg, Russia, August 20-23, 2003), SPb, SUAI, 2003, - 517 p.

CONTENTS

CHAPTER I. PLENARY SESSION

Ryabinin I. A.
THE GREAT RUSSIAN MATHEMATICIAN AND LOGICIAN, ACADEMICIAN A.N. KOLMOGOROV
(In Russian)

Ryabinin I. A.
SAFETY AND MATHEMATICAL LOGIC
(In Russian)

Vitlinskij V., Velikoivanenko G.
RISK MEASURING PROBLEMS
(In Russian)

Solojentsev E., Alekseev V.
LOGIC-AND-PROBABILISTIC THEORY OF SECURITY PORTFOLIO RISK
(In English)

Moskatov H. K.
ADAPTATION, LEARNING AND INHERENT SAFETY OF 2ND GENERATION AIRSHIPS
(In English)

Bailey B., Safonov I.
TRUST ENGINEERING AND RISK MANAGEMENT FOR SAFETY OF METROPOLIS AND MEGALOPOLIS CITIZENS
(In English)

Dovgusha V.V., Tikhonov M.N.
ABOUT POTENTIAL NUCLEAR AND RADIATION DANGER BY UTILIZATION OF NUCLEAR SUBMARINES AND SHIPS WITH NUCLEAR POWER UNIT
(In Russian)

Muratov O.E.
UNDERGROUND APP IS A PROMISING WAY OF INCREASING OF EFFECTIVENESS AND SAFETY OF NUCLEAR POWER ENGINEERING
(In Russian)

Grazhdankin A.I.
INDICATORS AND CRITERIA OF INDUSTRIAL ACCIDENT HAZARD
(In Russian)

Rogov M.A.
THE NEW RISK MANAGEMENT PARADIGM
(In Russian)

Perttu Heino
RISK MANAGEMENT FOR BUSINESS DECISION MAKING
(In English)

Mozhaev A.S.
UNIVERSAL GRAPHIC-ANALYTICAL METHOD, ALGORITHM AND SOFTWARE FOR BUILDING OF MONOTONOUS AND NON-MONOTONE LOGICAL FUNCTIONS OF SYSTEM'S EFFICIENCY
(In Russian)

Karassev V., Kuznetsov A., Solojentsev E.
LOGICAL-AND-PROBABILISTIC APPROACH FOR PROBLEMS OF RISK IN ECONOMICS
(In English)

Eleyko Ja.I., Kvasniy M.N., Korkuna I.I.
RISK MODELLING FOR FINANCIAL FLOWS
(In Russian)

Giannopoulos K.
A NON-PARAMETRIC MEASURE OF EXPECTED SHORTFALL (ES)
(In English)

Klebanova T., Guryanova L.
THE MECHANISM OF RATING OF THE LEVEL OF FINANCIAL SAFETY OF LARGE SYSTEM
(In Russian)

Sokolov B.V., Jusupov R.M.
METHODOLOGICAL AND TECHNICAL BASICS OF MODELS' QUALITY ESTIMATION
(In Russian)

Hovanov N.V., Kolari J.V., Sokolov M.V.
EXCHANGE RISKS GENERAL THEORY
(In Russian)

Kulik B.A.
GENERALIZED APPROACH FOR MODELLING AND ANALYSIS OF POTENTIALLY DANGEROUS OBJECTS ON BASIS OF QC-STRUCTURES AND CORTEGE ALGEBRA
(In Russian)

Verchenko P.I.
MULTIPURPOSE MULTICRITERION DECISION CHOICE UNDER RISK
(In Russian)

Utkin L.V., Augustin T.
RISK ANALYSIS ON THE BASIS OF PARTIAL INFORMATION ABOUT QUANTILES
(In English)

Tsiramua S., Melashvili I., Turkiya S.
LOGICAL-PROBABILITY MODEL FOR RISK ASSESSMENT AND ANALYSIS IN THE LAND REGISTRATION SYSTEM
(In Russian)

Esipov Yu.V.
THE METHOD OF SET-PARAMETRICAL MODELING OF RISK IN COMPLEX SYSTEMS
(In Russian)

Kibzun A.I., Kuznetsov E.A.
CONVEX PROPERTIES OF QUANTILE FUNCTION
(In Russian)


CHAPTER II. CAPITAL MARKETS RISK

Lukyanenko I.
ESTIMATION OF THE UKRAINIAN REGIONAL CONVERGENCE BY ECONOMETRIC MODELS
(In English)

Vitlinskij V.
CONCEPTUAL ASPECTS OF ECONOMICAL RISK
(In Russian)

Tarangul L.
RISK OF PLANNING OF UKRAINIAN BUDGET
(In English)

Komarova S.V.
RISKS AND INSURANCE OF RISKS IN INTERNATIONAL LEASING OPERATIONS
(In Russian)

Rayevnyeva E.
RATING OF THE RISK OF DEVELOPMENT AND FUNCTIONING OF THE ENTERPRISE
(In Russian)

Golembiovsky D.Ju.
USING MULTISTAGE STOCHASTIC PROGRAMMING FOR DERIVATIVE PORTFOLIO RISK VANAGEMENT
(In Russian)

Sorokin E.
SHIFT OF RISK DISTRIBUTION, WHICH INCREASES UTILITY
(In Russian)

Taranchenko Z.V.
THOROUGH KNOWLEDGE OF THE CONCRETE BUSINESS - A KEY OF ENTERPRISE RISK MANAGEMENT
(In Russian)

Bakurova A.V., Vasilchenko E.A.
CLASSIFICATION OF CLIENTS OF COMMERCIAL BANKS BY CREDIT STATUS
(In Russian)

Skripnik A.
RATIONAL BEHAVIOR AND TAX EVASION RISK IN UKRAINE
(In English)

Sigal A.V.
GAME-THEORY MINIMIZATION OF RISK'S LEVEL OF INVESTMENT PORTFOLIO IN THE FIELD VARIOUS INFORMATION SITUATION
(In Russian)

Novosyolov A.
RISK AVERSION IN THE SMALL WITH APPLICATIONS TO PORTFOLIO ANALYSIS
(In English)

Vitlinsky V.V., Katunina O.S.
MODELLING OF RISK WITH USING OF METHODS OF FREQUENCY DATA ANALYSIS
(In Russian)

Gorobets A.V.
ONE MATHEMATICAL REINSURANCE MODEL
(In Russian)

Pesikov E.B.
MARKETING STRATEGIES RISK ESTIMATION OF THE FOR STOCHASTIC INDUSTRIAL SYSTEMS WITH USE OF SIMULATION MODELING
(In Russian)

Bobylyak A.
FORECAST OF FINANCIAL INDICATIONS ON THE BASIS OF MARKOV PROBABILITY PROCESS
(In Russian)

Yelokhin A.N., Zaikin I.A., Fedkushov I.Yu., Xenofontov I.A., Belyakov D.S.
METHOD OF ESTIMATION OF EFFECTIVENESS OF RISK MANAGEMENT ACTIONS
(In Russian)

Yelokhin A.N., Zaikin I.A., Lebedev A.V., Kolesnikov A.V.
METHODOLOGY AND SOFTWARE OF RISK ANALYSIS OF ACCIDENTS ON PLANTS OF OIL INDUSTRY
(In Russian)

Yelokhin A.N., Tshovrebov Yu.V., Zaikin I.A., Shirokov I.A., Kolesnikov A.V.
USING OF THE RISK ANALYSIS METHODOLOGY IN INSURANCE OF HIGH-RISK OBJECTS
(In Russian)

Kurmashov Sh. R.
SYSTEM OF MONITORING AND ANALYSIS OF RISKS OF COMPANY ON BASIS OF PREVENTIVE OPERATIONAL RISK-INDICATORS
(In Russian)

Sorokin E.
PARAMETRIC ESTIMATION OF UTILITY FUNCTION
(In Russian)

Pernarivskiy A. V.
THE ESTIMATION OF THE SELECTION RISKS OF THE COMMERCIAL BANK DEPOSITORS
(In Russian)

Timonin Yu.
RISK AND SYSTEM PERFORMANCES OF SHADOW BUSINESS
(In Russian)

Timonin Yu., Kopchynska V.
RISK OF BUSINESS SHADING
(In Russian)

Kaminsky A.
ANALYSIS OF RISK AND RETURN ON THE NEW EUROPEAN STOCK MARKETS
(In Russian)

Malafeyev O.A., Baldina I.S.
DYNAMIC FUTURES MANAGEMENT
(In Russian)

Zhabin D.N., Jakovlev D.E.
SOME FEATURES OF DISCRETE HEDGING
(In Russian)

Eleyko Ja., Koval R., Hryshchuk R.T.
SOME MODELS OF A MARKET PORTOFOLIO'S CONSTRUCTION IN CONDITIONS OF TRANSITIVE ECONOMY
(In Russian)


CHAPTER III. RISK IN ENGINEERING AND ECOLOGY

Safonov I.
ASPECT-ORIENTED SOFTWARE RELIABILITY ENGINEERING
(In English)

Dovgusha V.V., Tikhonov M.N., Muratov O.E.
ABOUT MAN-CAUSED RADIATION RISK DURING ALL-ROUND UTILIZATION OF NUCLEAR SUBMARINES AND SHIPS WITH NUCLEAR POWER SYSTEM
(In Russian)

Komanderyus S.R., Teteruk R.A.
METHOD OF DYNAMIC ESTIMATION OF TECHNICAL STATE OF DANGEROUS EQUIPMENT DURING EXPLOITATION
(In Russian)

Fridman A.Yak., Yakovlev S.Yu.
SITUATIVE APPROACH TO SYNTHESIS OF LOGICAL MODELS OF RELIABILITY AND SAFETY FOR INDUSTRY-NATURAL COMPLEXES
(In Russian)

Sokolov B.V. Ohtilev M.Yu., Chuprikov A.Yu.
METHODS AND MODELS OF INTELLIGENT INFORMATION TECHNOLOGY AND INFORMATION SYSTEM SYNTHESIS
(In Russian)

Turkin V.A.
A QUANTITATIVE ESTIMATION OF PROBABILITY OF FULFILMENT BY THE SHIP MECHANICS OF ERRORS AT PERFORMANCE OF DAILY PROCEDURES
(In Russian)

Kotenko I.V., Nesterov S.
INFORMATION ASSURANCE SYSTEMS DESIGN BY INTEGRATING THE PROCEDURES OF RISK ANALYSIS AND ACTIVE SECURITY AUDIT
(In Russian)

Lisanov M.V., Pchelnikov A.V., Sumskoy S.I.
ACCIDENT RISK ASSESSMENT FOR PETROLEUM PRODUCTS STORAGE FACILITIES
(In Russian)

Tarasova L., Savina S.
AUTOWAVE PROCESSES IN THE MODELING OF RISK AND ANALYSES OF COMPLETE SYSTEM
(In Russian)

Kulagin V.V.
CRITERION OF MAXIMAL ROBUSTNESS OF THE DECISION, MADE IN CONDITIONS OF UNCERTAINTY
(In Russian)

Nozik A.A.
METHODICAL BASES OF ESTIMATION OF RELIABILITY OF PROCESS CONTROL SYSTEM ON DESIGN STAGE
(In Russian)

Yakovlev S. Yu., Ryzhenko A.A.
CONCEPTUAL MODEL OF DECISION SUPPORT SYSTEM TO MANAGE OF INDUSTRIAL-NATURAL SAFETY OF A CITY FORMING ENTERPRISE
(In Russian)

Nozik A.A., Mozhaev A.S., Potapychev S.A.
SOFTWARE OF AUTOMATED MODELING AND CALCULATION OF RELIABILITY AND SAFETY OF PROCESS CONTROL SYSTEM ON DESIGN STAGE
(In Russian)

Krasnov O.V., Platonov N.V., Lopatin A.P.
QUANTITATIVE MEANINGS' DEMANDS FOR SAFETY'S INDICES ROCKET SPACE COMPLEX'S GROUND EQUIPMENT
(In Russian)

Novosyolov A.
INVERSE PROBLEMS OF RISK THEORY AND CHARACTERISTIC CLASSES OF DISTRIBUTIONS
(In English)

Esipov Yu.V., Mishenkina Yu.S., Tolkachev A.P.
DEVELOPMENT OF PROJECT OF INFORMATION TECHOLOGY OF PROBABILISTIC ESTIMATION OF RISK IN COMPLEX SYSTEMS
(In Russian)

Potapychev S.N.
METHOD AND COMPUTER TECHNOLOGY OF MANY-LEVEL DECOMPOSITION OF MANY-DIMENSIONAL TASKS OF AUTOMATED STRUCTURAL-AND-LOGICAL MODELING OF SYSTEMS
(In Russian)

Rogov A.A.
THE IDETIFICATION OF THE RENEWAL FUNCTION ON THE BASIS OF CENSORED STATISTICAL DATA
(In Russian)

Krasnov O.V., Lopatin A.P., Teteruk R.A.
MODELS OF VOCATIONAL TRAINING OF PERSONNEL AT DANGEROUS MANUFACTURING OBJECTS DURING ANALYSIS OF SAFETY OF ITS EXPLOITATION
(In Russian)

Krymsky V.G., Akhmedjanov F.M.
RISK-BASED DESIGN AND ANALYSIS OF COMPLEX CONTROL SYSTEMS: COMPOSITION OF UNCERTAINTY DIFFERENT MODELS
(In English)

Soldatova S.A.
ECOLOGICAL RISK-MANAGEMENT FOR RECREATION TERRITORY
(In Russian)

Skvortsov M.S.
METHOD OF TECHNICAL AND ECONOMIC ASSESSMENT FOR DESIGN DECISION OF PROCESS CONTROL SYSTEM WITH ACCOUNT OF DEMANDS ABOUT ITS RELIABILITY AND COST
(In Russian)

Bogatikov V. N., Paluh B. V.
SET OF DANGERS OF CHEMICAL TECHNOLOGICAL PROCESSES: CONSTRUCTING OF STRUCTURE
(In Russian)

Ryzhenko A.A.
INFORMATION TECHNOLOGY OF SOFTWARE DESIGN FOR MANAGEMENT OF INDUSTRIAL AND ECOLOGICAL SAFETY OF LARGE PLANTS
(In Russian)

Sokolov B.V.
MULTIPLE-MODEL DESCRIPTION OF INFORMATION SYSTEM LIFE CYCLE CONTROL
(In Russian)

Proursin V.A.
PROCESSES AND SYSTEMS CONTROL OPTIMAL ON INDICATORS OF SAFETY AND RISK
(In Russian)

AUTHORS INDEX



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