CONTENTS
CHAPTER I. PLENARY SESSION
Ryabinin I.A.
THE PHENOMENON OF THE LOGICAL AND PROBABILISTIC THEORY
(In Russian)
Solojentsev E.D., Karassev V.V., Moshkantsev I.V.
GENERALIZATIONS OF LP-THEORY OF RISK WITH GIE
(In Russian)
Baranov V.V., Gogayzel A.V., Makhutov N.A.
DECISION-MAKING MODEL AND METHODS IN INDUSTRIAL SYSTEMS
FOR PROVIDING THE SECURITY WITH ACCORDING TO CRITERIA OF EXPECTED UTILITY AND RISK
(In Russian)
Vitlinsky V.V., Kaminsky A.B.
APPLICATION OF VALUE-AT-RISK METHODOLOGY UNDER ABSENCE OF NORMAL DISTRIBUTION
(In Russian)
Martins A.P.
RATES OF CREATION AND DESTRUCTION, DEPRECIATION,
AND EQUIPMENT LIFETIME - SECTORAL INFERENCE FOR PORTUGAL
(In English)
Rocchi P.
THE STOCHASTIC ENTROPY AND THE PHYSICAL BEHAVIOR OF THE SYSTEMS
(In English)
Vitlinsky V.V., Verchenko P.I.
THE ESTIMATION OF RISK IN DYNAMICS
(In Russian)
Peaucelle I.
CORRELATION OF DEFAULTS AND ECONOMIC GROWTH
(In English)
Baccarin S.
OPTIMAL IMPULSE CONTROL OF A DIFFUSION PROCESS IN RN
(In English)
Vishnyakov B.V., Kibzun A.I.
RISK MEASURES FOR A TWO-STEPS MODEL OF CAPITAL DYNAMICS
(In Russian)
Stepanova N.V., Solojentsev E.D.
REQUIREMENTS FOR METHODS OF CREDIT RISK ASSESSMENT
(In English)
Giannopoulos K.
MARKET INTERDEPENDENCE DURING LARGE PRICE MOVEMENTS
(In English)
Lukianov V.D., Melnikov V.A.
INVESTMENT ECONOMICS IN TASK N 35
(In Russian)
Spagnoli P.
LME CALL AND PUT OPTION ON A VOLATILE NON FERROUS AND FERROUS INTERNATIONAL MARKET
(In English)
Cheremisin A.I., Esipov Yu.V.
FACTORIAL PARAMETRIC MODEL AND TECHNIQUE OF POSSIBLE ESTIMATION OF QUALITY AND PROFITABILITY OF SERVICE
(In Russian)
Viktorova V.S., Stepanyants A.S.
LOGICAL AND PROBABILISTIC METHODS OF ESTIMATION
OF RELIABILITY AND SAFETY OF THE SYSTEMS (REVIEW OF MAIN DIRECTIONS AND CALCULATION ALGORITHMS)
(In Russian)
Ivanov D.A., Sokolov B.V., Arkhipov A.V.
THE GENERAL FORMULATION OF SUPPLY CHAIN
SYNTHESIS PROBLEM IN VIRTUAL ENTERPRISES UNDER SPECIAL TERMS OF UNCERTAINTY
(In Russian)
Volik B.G.
THE TERMS OF AVAILABILITY OF TECHNICAL OBJECTS
(In Russian)
Shuisky V.F., Maximova T.V., Petrov D.S., Lvutina N.V., Klavdiev I.A., Kuznetsova D.S.
EVALUATION OF HYDROECOSYSTEM TECHNOGENIC DAMAGE ON THE BASIS OF ENVIRONMENTAL RISK ANALYSIS
(In English)
Novosyolov A.
GENERALIZED COHERENT RISK MEASURES IN DECISION-MAKING UNDER RISK
(In English)
Safonov I., Safonov V.
WORKFLOW MODELING FOR SECURITY OPTIMIZATION
(In English)
Vitlinsky V.V., Makhanets L.L.
ACCOUNT OF RISK IN MAKING OF PORTFOLIO OF REAL INVESTMENT
(In Russian)
Alexeev V.V., Shokolov V.V.
LOGICAL AND PROBABILISTIC RISK MANAGEMENT OF SECURITY PORTFOLIO
(In English)
Hovanov N.V., Kolari J.W., Sokolov M.V., Sutyrin S.F.
TRANSNATIONAL CORPORATIONS MULTICURRENCY ASSETS DENOMINATION IN UNITS OF AN AGGREGATED MINIMAL RISK CURRENCY
(In English)
Golembiovskiy D.Ju.
LATTICE OPTION PRICE MODELS
(In Russian)
Timonin Ju., Timonin A.
THE PROBLEMS OF CONTROL FOR ECONOMICAL SAFETY
(In Russian)
Lenz H.-J.
RISK ANALYSIS OF START-UPS BASED ON STATISTICAL AND MACHINE-LEARNING CLASSIFIERS
(In English)
Lyroudi K.
THE RELATIONSHIP OF OPERATING AND FINANCIAL LEVERAGE WITH MARKET RISK IN GREECE
(In English)
CHAPTER II. CAPITAL MARKETS RISK
Verchenko P.I., Paschenko Ju.
THE MODELLING OF THE INTERACTION PROCESSES AND RISK IN THE INTEGRATED FINANCIAL AND INDUSTRIAL STRUCTURES ON PETRI NETWORKS
(In English)
Uritskaya O. Yu.
FRACTAL METHODS FOR MODELING AND FORECASTING OF CURRENCY CRISES
(In English)
Grigoriev Ju.D., Son L.D.
NUMERICAL OPTIMISATION OF VALUE-AT-RISK FUNCTIONAL FOR STOP LOSS REINSURANCE IN THE CRAMER-LUNDBERG RISK MODEL
(In English)
Klebanova T.S., Raevneva E.V., Guryanova L.S.
FINANCIAL MONITORING SYSTEM AS TOOL FOR DECREASING OF BUSINESS RISK OF COMPANY
(In Russian)
Martynova T.A.
MODIFIED COHERENT RISK MEASURES (FOR THE EUCLIDEAN NORM)
(In Russian)
Soloviev V., Nechaev V., Nagibas A.
BUSINESS ARCHITECTURES MULTIFRACTALITY AND RISK MANAGEMENT IN THE NETWORKED ENTERPRISE
(In Russian)
Pesikov E.B.
MODELING AND ESTIMATION OF MARKETING STRATEGIES RISK WITH MONTE - CARLO METHOD
(In Russian)
Vitlinsky V.V., Dolinskaya E.B.
ESTIMATION OF RISK OF NON-PAYMENT OF LEASING OPERATIONS: PROBABILISTIC APPROACH
(In Russian)
Mundzhishvili T.
LOGICAL AND PROBABILISTIC ANALYSIS OF RISK IN ESTIMATION OF FINANCIAL CONDITION OF ISSUER
(In Russian)
Matviychuk A.V.
MULTILEVEL FUZZY MODEL OF TAX NON-PAYMENT RISK ANALYSIS
(In Russian)
Sigal A.V.
QUADRATIC PROGRAMMING AND THEORY OF GAMES
(In Russian)
Abramian A.A.
APPLICATION OF METHOD OF DELPHI'S EXPERT EVALUATIONS FOR ANALYSIS OF RISKS OF INVESTMENTS IN REAL ESTATE
(In Russian)
Hovanov N.V., Yudaeva M.S., Kotov N.V.
ALTERNATIVES PROBABILITIES ESTIMATION BY MEANS OF NON-NUMERIC, NON-EXACT AND NON-COMPLETE
INFORMATION OBTAINED FROM SOURCES OF DIFFERENT RELIABILITY
(In English)
Vitlinsky V.V., Kolyada Yu.V., Yun I.V.
CONFLICT SITUATION MODEL AND RISKS OF ITS EVOLUTION
(In Russian)
Shchetinin Eu.Yu., Nazarenko K.M., Paramonov A.V.
ANALYSIS OF STATISTICAL DEPENDENCE STRUCTURES ON FINANCIAL MARKETS DURING CRISIS PERIODS
(In English)
Kaminsky A.B.
INVESTIGATION OF RISK-MANAGEMENT SYSTEMS IN UKRAINIAN BANKS
(In Russian)
Sukhanova A.P.
THE BASIC METHODS OF ANALYSIS AND REDUCTION THE RISK OF CAPITAL INVESTMENTS
(In Russian)
Ostankova L.A., Makarkina A.V.
QUANTITATIVE EVALUATION OF STRATEGIC AIMS UNDER THE CONDITIONS OF INFORMATIONAL SHORTAGE
(In Russian)
Gvazava V.I.
COMPETENCE AS FACTOR FOR REDUCING OF RISK
(In Russian)
Gvazava V.I.
PROFESSIONAL ETHICS AND ITS CODES
(In Russian)
Urazaeva T.A.
RISK AND VALUATION OF THE INVESTMENTS
(In Russian)
Kopchinska V.V.
MODELS OF RISK IN ANTICRISIS MANAGEMENT
(In Russian)
Rybakov A.V., Solojentsev E.D., Strokov D.S., Shiryaev A.V.
METHODS AND CRITERIA OF TRAINING OF LOGICAL AND PROBABILISTIC MODELS OF CREDIT RISKS
(In Russian)
Pernarivsky A.V.
MODELING OF RISK OF BANK'S LIQUIDITY
(In Russian)
Rothstein A., Shtovba S.
RISK ASSESSING BY FUZZY LOGIC-ALGORITHMIC FAULT TREE
(In English)
CONTROLLED ACHIEVEMENT OF DYNAMIC TRAJECTORY OF BEST ECONOMIC GROWTH AS METHOD OF REDUCING OF RISK OF SOCIAL PROBLEMS
Kolyada Yu.V., Yun I.V.
(In Russian)
CHAPTER III. RISK IN ENGINEERING AND ECOLOGY
Esipov Yu.V., Melnik D.Ya., Cheremisin A.I.
DEVELOPMENT OF AUTOMATED SYSTEM OF ESTIMATION,
MONITORING AND RISK MANAGEMENT AND QUALITY MANAGEMENT FOR MAN-CAUSED AND ECOLOGICAL SYSTEMS
(In Russian)
Yesipov Yu.V., Samsonov F.A., Cheremisin A.I.
THE METHODIC AND PROGRAM MEANS "VOZMER - 2.2" FOR CALCULATION OF THE DIFFERENT AND INTEGRAL RISK
(In Russian)
Sadov S.L.
UNCERTAINTY AND RISK UNDER DEVELOPMENT OF THE REGIONAL POSSIBLE HYDROCARBON RESOURCES
(In Russian)
Pchelnikov A.V., Sumskoy S.I., Lisanov M.V.
RISK ASSESSMENT AND HEAVY GAS DISPERSION MODEL FOR CONSEQUENCES ANALYSIS OF INDUSTRIAL ACCIDENTS
(In Russian)
Lisanov M.V., Grazhdankin A.I.
ACCIDENT RISK ANALYSIS AND THE TECHNICAL REGULATIONS
(In Russian)
Grazhdankin A.I., Lisanov M.V., Pchelnikov A.V.
RISK PROGNOSTICATION AND ESTIMATION ACCEPTABILITY OF ACCIDENT RISK ON HAZARDOUS PRODUCTION FACILITIES
(In Russian)
Tsiramua S.G.
LP-MODELING, ESTIMATION, ANALISYS AND OPTIMIZATION OF RISK IN SYSTEMS WITH SEVERAL STATES OF ELEMENTS
(In Russian)
Esipov Yu.V., Mukhortov V.M., Tolmachev G.N.
DEVELOPMENT OF INFORMATIONAL TECHNOLOGY OF DIAGNOSING AND ESTIMATION OF RISK OF CRUCIAL SYSTEMS ON BASIS OF FERROELECTRIC STRAIN GAGES
AND ACOUSTICAL EMISSION
(In Russian)
Goropashnaya A.V., Tyurin G.A.
ANALYSIS OF LABOURIOUSNESS OF ALGORITHMS OF TRANSFORMATION OF LOGIC FUNCTION INTO PROBABILISTIC FUNCTION IN PROBLEMS OF ESTIMATION OF SAFETY OF STRUCTURAL COMPLEX SYSTEMS
(In Russian)
Goropashnaya A.V., Tyurin G.A.
ABOUT POSSIBILITIES OF SIMPLIFICATION OF LOGICAL AND PROBABILISTIC CALCULATIONS IN TASKS OF
ESTIMATION OF SAFETY OF STRUCTURAL COMPLEX SYSTEMS
(In Russian)
Verzilin D.N., Uyba V.V., Chereshnev V.V.
RISK MANAGEMENT IN INDUSTRIAL AND SOCIAL SYSTEMS ON BASIS OF STATISTICAL DATA
(In Russian)
Kuznetsov A., Paramonov Yu.
PLANNING OF INSPECTION PROGRAM OF FATIGUE-PRONE AIRFRAME
(In English)
Alexeev A.V., Filipishen D.V.
ANALYSIS OF STABILITY OF TECHNICAL SYSTEMS OF SAFETY AND COMMUNICATION OF LARGE COMPANIES
(In Russian)
Moskatov G.K.
ON INHERENT SAFETY OF 2ND GENERATION AIRSHIPS
(In English)
Krymsky V.G., Akhmedjanov F.M., Balaba K.V.
ASSESSING RISK ASSOCIATED WITH GAS TRANSMISSION PIPELINE: COPULA - BASED APPROACH
(In English)
Kulik B.A.
PROBABILISTIC LOGIC ON BASIS OF CORTEGE ALGEBRA
(In Russian)
Elgaev S.G.
QUANTITATIVE ESTIMATION OF ACCIDENT RISK AND DAMAGE IN BUILDING AND EXPLOITATION OF UNDERGROUND INSTALLATIONS (TUNNELS)
(In Russian)
AUTHORS INDEX