CONTENTS
CHAPTER I. PLENARY SESSION
Ryabinin I.A.
SCIENTIFIC SCHOOL "MODELING AND ANALYSIS OF SAFETY AND RISK IN COMPLEX SYSTEMS" AND ITS SENSE
(In Russian)
Martins A.P.
ATTITUDE TOWARDS ONE RISK, MULTIATTRIBUTED UTILITY, AND THE PRESENCE OF CORRELATED UNCERTAINTY
(In English)
Kamiryo H.
RISK OF GROWTH IN MY ENDOGENOUS GROWTH MODEL:
COMBINING THE PENROSE CURVE WITH THE PETERSBURG PARADOX
(In English)
Prelov V.V., Makhutov N.A.
THE PROBLEMS OF ANALYSIS OF STOCK-EXCHANGE RISKS
(In Russian)
Kibzun A.I., Vishnyakov B.V.
QUANTILE OPTIMIZATION PROBLEM OF BILINEAR FUNCTION
(In Russian)
Tichonov M.N., Muratov O.E.
POTENTIAL RISK OF RADIATIONAL PERCENTAGE IN
THE NORTH - WEST REGION OF RUSSIA
(In Russian)
Ghoudi K., Giannopoulos K.
A MARKET RISK MODEL FOR ASYMMETRIC DISTRIBUTED RISK FACTORS
(In English)
Marsala C., Pallotta M., Zenti R.
INTEGRATED RISK MANAGEMENT WITH A FILTERED BOOTSTRAP APPROACH
(In English)
Spagnoli P.
MANAGING NON-FERROUS METALS PRICE RISK WITH THE LONDON METAL EXCHANGE
(In English)
Mitchell H., McKenzie M.D.
THE USE OF FORECASTING ACCURACY AS AN ARCH MODEL SELECTION TOOL
(In English)
Lamy Marie-Florence
THE TREATMENT OF CREDIT RISK IN THE BASEL ACCORD AND FINANCIAL STABILITY
(In English)
Sharma H.D., Bangale S.M.
SIMULATED ELECTRICAL NETWORK APPROACH (SENA) TO HARD OPTIMIZATION PROBLEMS
(In English)
Safonov I.
EVOLUTION RISKS OF INFORMATIONAL TECHNOLOGIES
(In Russian)
Vitlinsky V., Makhanets L.L.
RISK OF CHOICE OF REALIZATION INSTRUMENTS OF STATE EXTERNAL ECONOMIC POLICY
(In Russian)
Solojentsev E.D., Dormidonov Yu.A.
RISK LP-THEORY WITH GROUPS OF INCOMPATIBLE EVENTS IN THE PROBLEM OF EFFECTIVENESS
(In English)
Platt J.
BAYESIAN CLASSIFICATION TREES AND THE OECD COUNTRY RISK CLASSIFICATION METHOD
(In English)
Peaucelle I.
RATING MIGRATIONS AS INDICATORS FOR BUSINESS CYCLES
(In English)
Yong H.H.Au., Faff R., Nguyen H.
AN ORDERED PROBIT ANALYSIS OF THE DECISION TO ENGAGE IN A COMPREHENSIVE CORPORATE HEDGING STRATEGY
(In English)
Kyper E., Lloyd S.J., Chinn S.
USING DATA MINING TO PREDICT FINANCIAL RISK FACTORS
(In English)
Dillon P., O'Connell V.
EXECUTIVE STOCK OPTIONS (ESOS) AS A RISK-SHARING DEVICE:
A LOGIT AND PROBIT ANALYSIS OF THE FACTORS INFLUENCING
THE GRANTING OF ESOS IN THE UK
(In English)
Abou A., Prat G.
RISK PREMIA AT THE N.Y.S.E.: ANALYSIS OF EXPERTS'
BEHAVIOR AT THE INDIVIDUAL LEVEL
(In English)
Nekhili R., Salih A.A., Caner S.
QUANTIFYING FOREIGN EXCHANGE MARKET RISK
AT DIFFERENT TIME HORIZONS
(In English)
Sutthirat J., Chunhachinda P.
INCORPORATING LOSS HIGHER MOMENT IN BOND PORTFOLIO MANAGEMENT
(In English)
Gadhoum Y., Ayadi M.A.
OWNERSHIP STRUCTURE AND RISK: A CANADIAN EMPIRICAL ANALYSIS
(In English)
Hovanov N.V., Kolari J.W., Sokolov M.V.
SYNTHETIC U.S. DOLLAR AS AN "ANCHOR" FOR CHINESE YUAN (AN APPLICATION OF CURRENCY STOCHASTIC INDICES THEORY)
(In English)
Uryasev S.
CONDITIONAL VALUE-AT-RISK, METHODOLOGY AND APPLICATIONS: OVERVIEW
(In English)
Arkhipov A.V., Ivanov D.A., Potryasayev S.A., Sokolov B.V.
THE PROBLEM OF LOGISTIC CHAINS SYNTHESIS AND POSSIBLE WAYS OF ITS DECISION
(In Russian)
CHAPTER II. CAPITAL MARKETS RISK
Vitlinsky V.V., Kaminsky A.B.
ACCOUNTING FOR RATING EVALUATION AND RISK IN PORTFOLIO THEORY
(In Russian)
Yeleyko Ya., Hryshchuk R.
MODELING OF THE CREDIT RISK'S ESTIMATION IN UNCERTAINTIES CONDITION
(In Russian)
Kan Y.S., Surinov R.T.
ON THE TRIANGLE INEQUALITY FOR THE VAR CRITERION
(In Russian)
Novosyolov A.
CANONICAL REPRESENTATION OF PREFERENCES OVER A SET OF PROBABILITY DISTRIBUTIONS
(In English)
Golembiovsky D.
DERIVATIVE PORTFOLIO MANAGEMENT
(In English)
Ostapchuk Ya.N.
RISKS OF INTERBANK CREDITING AND METHODS OF THEIR VALUATION
(In Russian)
Vitlinsky V.V., Kolyada Ju.V.
ADAPTATION AND NORMALIZATION AS WAYS TO REDUCE RISK
IN MODELING NON-LINEAR ECONOMIC PROCESSES
(In Russian)
Afanasyev E.V.
ECONOMIC AND MATHEMATICAL RISK SIMULATION FOR MOUNTAIN-CONCENTRATING FACTORY AS MONO-PRODUCT SYSTEM
(In Russian)
Verzilin D.N., Chereshnev V.V.
STATISTICAL ANALYSIS OF RISKS IN SYSTEMS WITH CRITICAL STATES
(In Russian)
Bodnarchuk N., Bodnarchuk O., Losheniuk I.
MARKETING CONCEPTION OF RISK MANAGEMENT IN ENTERPRISE ACTIVITIES
(In Russian)
Malafeyev O.A., Alferov G.V., Kiselev V.N.
ESTIMATION OF DYNAMIC RISK IN TASKS OF RESOURCES ALLOCATION
(In Russian)
Sigal A.V.
THEORY-AND-GAME METHOD IN FORMING THE PORTFOLIO OF THE MOST RELIABLE PROJECTS
(In Russian)
Suchkova E.D.
INTEGRATED RISKS OF THE FORMING MODEL OF THE
COMMON MARKET: ANALYSIS AND SAFETY OF PARTICIPATION
(In Russian)
Horobets A.V.
CHANGING OF THE RUIN PROBABILITY UNDER EXCESS-OF-LOSS REINSURANCE
(In Russian)
Zhabin D.N., Shapovalov A.V., Shapovalova E.A.
POPULATION MODEL OF DYNAMICS OF PORTFOLIO WITH RISK ASSET
(In Russian)
Matviychuk A.V.
ESTIMATION OF RISK OF BANKRUPTCY OF ENTERPRISE WITH USE OF FUZZY LOGIC
(In Russian)
Suntsova A.A., Belyaev V.V.
RISKS OF THE BUDGETS' FORMING PROCESS AT THE REGIONAL LEVEL
(In Russian)
Udovenko V.A., Udovenko O.A.
ECONOMIC AND MATHEMATICAL SIMULATION OF MANUFACTURING FIRM MANAGEMENT
(In Russian)
Safonov I., Safonov V.
FORECASTING AND PLANNING OF CORPORATE BUSINESS ACTIVITY AND DATA PROCESSING FOR OPTIMAL TRUST ENGINEERING AND RISK MANAGEMENT
(In English)
Tsiramua S.G., Melashvili I.Sh., Turkiya S.G., Gamadze N.O.
LOGICAL AND PROBABILISTIC MODELS OF RISK ESTIMATION IN CHARGE OF REAL ESTATE BY MORTGAGE
(In Russian)
Pesikov E.B., Ovchinnikova O.P.
EFFECTIVENESS AND RISK ESTIMATION OF PUBLISHING AND PRINTING ENTERPRISE PROJECT WITH THE USE OF SIMULATION MODELING
(In Russian)
Zarivnyak I.
MODEL OF SYSTEMS ANALYSIS OF MARKETING RISKS
(In Russian)
Bykova N.V., Losheniuk I.R.
CREDIT RISK OF COMMERCIAL BANKS
(In Russian)
Zhabin D.N., Jakovlev D.E.
OPTION PRICING IN MODEL WITH STOCHASTIC INTEREST RATE
(In Russian)
Timonin Ju.A.
SYSTEM PRINCIPLES OF ECONOMIC SAFETY OF BUSINESS
(In Russian)
Pernarivskiy A.
MEASUREMENT AND MINIMIZATION OF THE BANK'S MARKET RISKS
(In Russian)
Verchenko P.I.
MULTIPLICATIVE APPROACH IN EFFICIENCY CHARACTERISTICS ESTIMATION AND RISK PRICING
(In Russian)
Yelejko Ya. I., Bodnar T.
ON VECTORS OF DISTRIBUTIONAL FUNCTION FOR FINDING OPTIMAL STRATEGIES
(In English)
Kachalov V.A.
ANALYSIS AND APPROACHES TO DETERMINATION OF "RISKS" IN CUSTOM SERVICE AND CUSTOM EXAMINATION OF GOODS AND CARRIERS AND FORMING OF PREDICTING CONTROL
SYSTEM ON BASIS OF RISK ANALYSIS
(In Russian)
Kuleshov A.V.
CUSTOM ACTIVITY IN CONDITIONS OF NEW TARIFF LEGISLATION
(In Russian)
Kopchinskaya V.V.
ESTIMATION OF RISK OF SHADING OF BUSINESS
(In Russian)
Oleksiv I.B., Podolchak N.Ju.
IMPROVEMENT OF QUANTATITIVE RISK ANALYSIS IN MANAGEMENT SYSTEMS
(In Russian)
Skripnik A.V.
RISK OF MANAGEMENT BY CORRUPT ECONOMY
(In Russian)
Malafeyev O.A., Pichugin Ju.A.
OPTIMIZATION AND RISK IN BANK'S ACTIVITY IN STATISTICALLY STABLE SITUATION
(In Russian)
Bakurova A.B., Vasilchenko E.A.
HYBRID SYSTEM FOR DEFINITION OF A LEVEL OF A RESERVE OF BANK
(In Russian)
Zaslavsky V.
RISK SYSTEM ANALYSIS IN PAYMENT SYSTEM
(In Russian)
CHAPTER III. RISK IN ENGINEERING AND ECOLOGY
Ryabinin I.A.
TASK N 35 AND HISTORY OF ITS RESEARCH
(In Russian)
Baranov V.V.
MODELS AND METHODS FOR ACCEPTION OF CONTROL DECISIONS IN INTEREST-ORIENTED SYSTEMS USING CRITERIONS OF EFFICIENCY AND RESCUE SUBJECT TO TECHNOGENOUS SAFETY
(In Russian)
Yakovlev S.Yu., Matveev P.I.
BASES OF PROBABLE INJURY CALCULATION FOR ACCIDENTS AT HYDROTECHNIC STRUCTURES
(In Russian)
Turkin V.
ESTIMATION OF THE ECOLOGICAL RISK OF OIL PRODUCTION ON SEA SHELF
(In Russian)
Shevchenko S.V.
ESTIMATING THE RISK ON SELECTING THE COMPLICATED CONFIGURATION STRUCTURE TAKING INTO CONSIDERATION OF ITS LIFE-CYCLE
(In Russian)
Drozdov V.A., Maslennikova A.V.
CREATION OF DATA AND KNOWLEDGE BASE USING GEO-INFORMATION AND INTERNET TECHNOLOGIES FOR
INTER-REGIONAL MODEL OF RUSSIA DEVELOPMENT AT THE LEVEL OF INTERACTING FEDERAL DISTRICTS INCLUDING RESCUES
FROM DANGEROUS NATURAL AND TECHNOGENOUS PROCESSES
(In Russian)
Polishuk S.P.
PROBLEMS OF IMPLEMENTATION OF COORDINATED SWITCHES METHODOLOGY IN CALS-TECHNOLOGIES IN RUSSIAN SHIPBUILDING
(In Russian)
Popov A.V.
ESTIMATION OF DEGREE OF DANGER DEFECT OF THE IMPORTANT OBJECTS ON BASIS OF INVARIANTS OF THE ACUSTO-EMISSION PROCESS
(In Russian)
Anikeychik N.D. Krasnov O.V.
MODELLING OF THE PROCESS OF FILLING SYSTEMS FUNCTIONING TAKING INTO ACCOUNT ACCIDENT APPEARANCE ON THE BASIS
OF LOGICAL-PROBABILISTIC THEORY OF SAFETY AND MORPHOLOGICAL ANALYSIS
(In Russian)
Ryabinin I.A.
SOME CONCEPTS AND RESULTS IN AREA OF LOGICAL AND PROBABILISTIC METHODS
(In Russian)
Krasnov O.V., Anikeychik N.D., Liukhin A.V.
SUBSTANTIATION ALGORITHM OF OPTIMAL SAFETY PARAMETERS MONITORING STRATEGY OF COMPLICATED TECHNICAL COMPLEXES
(In Russian)
Berman A.F., Vasilyev S.N., Izvekov Ja.O., Lakeev A.V., Maximkin N.N., Nikolaychuk O.A.
METHODS AND TOOLS FOR CONTROL BY MAN-CAUSED SAFETY OF MANY-COMPONENT MACHINE-BUILDING SYSTEMS
(In Russian)
Yesipov Yu.V., Urvantseva M.L.
POSSIBILITY ASSESSMENT OF THE MOUNTAIN SKIER TRAUMAS
(In Russian)
Shvetsova-Shilovskaya T.N., Gromova T.V., Polekhina O.V., Shvyryaev B.V., Viktorova V.S., Volik B.G., Stepanyants A.S.
AUTOMATED SYSTEM OF CALCULATION OF INDICATORS OF RELIABILITY OF CHEMICAL AND TECHNOLOGICAL OBJECTS OF SPECIAL PURPOSE
(In Russian)
Kalnitsky S.A.,Yakubovsky-Lipsky Y.O.
PARAMETERS AND CRITERION RISK OF IONIZING AND MEDISINE RADIATION
(In Russian)
Tichonov M.N., Muratov O.E.
TECHNOGENE RADIATIONAL RISK AT COMPLEX UTILIZATION OF NUCLEAR SUBMARINES AND SHIPS WITH NUCLEAR POWER UNITS
(In Russian)
Shaburov S.P., Utkin L.V.
RAPID TESTS FOR SAFETY OF FUNCTIONING OF RAILWAY TRANSPORT MICROPOCESSOR-BASED CONTROL SYSTEMS
(In Russian)
Smagin V.A.
INTRODUCION IN ACCURACY THEORY OF RELIABILITY OF SOFTWARE
(In Russian)
Tichonov M.N., Muratov O.E.
CARNCEROGENE RISK: COMPARATIVE DESCRIPTION OF THERMAL AND NUCLEAR POWER PLANTS
(In Russian)
Dushutina E.V.
RISK ASSESSMENT AND PREDICTION FOR SOFTWARE RELIABILITY ANALISYS OF CONTROL COMPUTER SYSTEMS
(In Russian)
Fedorov A.V.
TNE CRITERIA OF ACCIDENT APPEARANCE IN THE PROCESS OF COMPLICATED TECHNICAL COMPLEXES FUNCTIONING
(In Russian)
Yesipov Yu.V., Zolotuhin V.F., Lozovskiy A.V.
POSSIBILITY BOUNDS OF TECHNICAL RISK IN CONDITION OF INDISCERNIBLE SETS OF THE COMPLEX SYSTEMS
(In Russian)
Shishkin V.M.
POSTULATIONAL CONCEPTS IN SIMULATION OF INFORMATIONAL SAFETY
(In Russian)
Yesipov Yu.V.
ABOUT POSSIBILITY RISK ASSESSMENT OF THE DIRECT OF ACCIDENT THEORY (CONCISE HISTORICAL ANALYSIS)
(In Russian)
Skobelev A.B.
BOARD IMITATING SYSTEM FOR SIMULATION OF SUPERNUMERARY AND DANGEROUS SITUATIONS ON SUBMARINE AS A RESULT OF
SYNTHESIS OF DYNAMIC AND STRUCTURAL MODELING, AS IMPORTANT PART OF CALS-TECHNOLOGIES IN SHIPBUILDING
(In Russian)
Utkin L.V., Shaburov S.P.
RISK ANALYSIS ON THE BASIS OF JUDGMENTS SUPPLIED BY UNKNOWN EXPERTS
(In English)
Kulik B.A.
CALCULATED METHODS FOR ANALYSIS OF RELIABILITY AND SAFETY
OF STRUCTURAL COMPLEX SYSTEMS ON BASIS OF CORTEGE ALGEBRA
(In Russian)
Kozlov V.V., Grankin B.K., Fedorov A.V.
TNE CONCEPTUAL WAYS OF COMPLICATED TECHNICAL COMPLEXES FUNCTIONING DANGER EVALUATION ON THE STAGE OF EARLY DESIGNING
(In Russian)
Lukianov V.D., Melnikov V.A.
OPTIMIZATION OF INVESTMENTS IN INCREASING OF RELIABILITY OF TECHNICAL SYSTEM, EXPLOTABLE BEYOND STATED TIME OF
DURABILITY OR RESOURCE
(In Russian)
Lesnyh V.V., Timofeeva T.B.
MODELING AND OPTIMIZATION OF NATIONAL SYSTEM OF REPARATION OF DAMAGES, CAUSED BY NATURAL AND MAN-CAUSED CASES OF EMERGENCY
(In Russian)
Ovchinnikova T.I.
PROBLEMS OF INSURANCE OF ECOLOGICAL RISKS IN SYSTEMS OF MANAGEMENT BY SAFETY OF NATURAL ENVIROMENT
(In Russian)
Ivanov D.A.
SUPPLY CHAIN SCHEDULING IN PRODUCTION NETWORKS TAKING RISK FACTORS INTO ACCOUNT
(In English)
Avdeeva Z.K., Kovriga S.V.
COGNITIVE MONITORING OF SOCIO-ECONOMIC OBJECT DEVELOPMENT SECURITY
(In Russian)
Ohtilev M.Ju., Malugin K.A., Sokolov B.V.
THE THEORETICAL BASICS OF STRUCTURE DYNAMICS CONTROL AND ITS APPLICATION FOR TASKS OF ADAPTATION AND
SELF-ORGANIZATION IN COMPLEX TECHNICAL SYSTEMS
(In Russian)
Krymsky V.G., Ahmedyanov F.M., Markert F.
PROBABILISTIC MODEL OF CLOSING OF GAS-MAIN PIPELINE IN
CASE OF DAMAGES OR ESCAPES
(In English)
Lukianov V.D., Melnikov V.A.
OPTIMAL INVESTMENTS IN PROVIDING OF RELIABILITY
OF COMPLEX TECHNICAL SYSTEM
(In Russian)
Jaroshenko A.V.
THEORY AND METHODS OF COORDINATED SWITCHES
(In Russian)
AUTHORS INDEX