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Scientific and Practical Journal "Issues of Risk Analysis".


Modelling and Analysis of Safety and Risk in Complex Systems: Proceedings of the Sixth International Scientific School MA SR - 2006 (Saint-Petersburg, Russia, July 4 - 8, 2006) / SUAI.SPb., 2006, 451 p.
ISBN 5-8088-0181-8

CONTENTS

CHAPTER I. PLENARY SESSION

Ryabinin I.A.
LOGIC AND PROBABILITY AS TOOLS FOR RESEARCH OF PROBLEMS OF RELIABILITY AND SAFETY OF COMPLEX SYSTEMS
(In Russian)

Vitlinsky V.V., Kaminsky A.B.
FINANCIAL RISK MEASUREMENT: ALONG THE PATH OF INTEGRAL THEORY CONSTRUCTION
(In Russian)

Ershov G.A., Ermakovich Yu.L., Sobolev A.N., Fomina Yu.B.
PROVIDING OF RELIABILITY AND SAFETY OF NUCLEAR POWER SYSTEMS ON STAGE OF DESIGN. METHODOLOGY AND PRACTICE
(In Russian)

Grazhdankin A.I.
ABOUT MINIMAL NECESSARY DEMANDS IN SPECIAL TECHNICAL REGULATIONS PROVIDING THE SAFETY OF OBJECTS OF TECHNICAL ADJUSTMENT
(In Russian)

Kan Yu.S.
BOND PORTFOLIO OPTIMIZATION
(In Russian)

Solojentsev E.D.
SCENARIO LOGIC AND PROBABILISTIC MANAGEMENT OF RISK IN BUSINESS AND ENGINEERING
(In Russian)

Jaroshenko A.V.
EFFECTS FROM APPLICATION OF COORDINATED SWITCHING METHODOLOGY TO LARGE GROUND ENGINEERING AND TECHNICAL OBJECTS
(In Russian)

Lukianov V.D., Melnikov V.A.
ABOUT ECONOMIC EFFICIENCY OF EXPLOITATION OF TECHNICAL SYSTEM WITH CONSIDERATION OF POSSIBLE CONDITIONS OF ITS OPERATION
(In Russian)

Giannopoulos K.
A FILTERED HISTORICAL SIMULATION APPROACH FOR PRICING SPREAD OPTIONS
(In English)

Tsiramua S.G.
THE APPLICATION OF LOGICAL AND PROBABILISTIC METHODS IN PROBLEMS OF HUMAN RESOURCES MANAGEMENT
(In Russian)

Sigal A.V.
CLASSIFICATION OF UNCERTAINTY OF ASSIGNMENT OF PAYOFF MATRIX FOR ANTAGONISTIC GAMES
(In Russian)

Rosicka Z.
RISK IN PROBLEMS OF KNOWLEDGE MANAGEMENT
(In English)

Novosyolov A.
REPRESENTATION OF PREFERENCES ON A SET OF RISKS BY FUNCTIONAL FAMILIES
(In English)

Novosyolov A.
COPULA FUNCTION AS A DEPENDENCE STRUCTURE
(In English)

Jastrebenetsky M.A.
FUNCTIONAL SAFETY OF NUCLEAR POWER-STATION CONTROL SYSTEMS
(In Russian)

Ivanov D.A., Arkhipov A.V., Sokolov B.V.
COMBINED ALGORITHMS OF STABILITY ESTIMATION IN SUPPLY CHAINS
(In Russian)

Kibzun A.I., Matveev E.L.
QUANTILE OPTIMIZATION BASED ON KERNEL ESTIMATES
(In Russian)

Hovanov N.V., Yudaeva M.S., Kotov N.V.
EVENT TREE WITH RANDOMIZED TRANSITION PROBABILITIES AS A NEW TOOL FOR ALTERNATIVES PROBABILITIES ESTIMATION UNDER UNCERTAINTY
(In English)

Ershov G.A., Ermakovich Yu.L., Parfentiev M.A., Legoshin P.V., Frolov A.S.
SOFTWARE FOR PROBABILISTIC ANALYSIS OF SAFETY OF NUCLEAR POWER SYSTEMS
(In Russian)

Rousseaux F., Lhoste K., Chirol F.
MULTI-AGENT COOPERATIVE MANAGEMENT FOR GEO-POLITICAL RISKS AND CRISIS
(In English)

Matrosov V.M., Baranov V.V., Baranova E.L., Maslennikova A.V.
DECISION-MAKING MODELS AND METHODS IN PROBLEM OF PREVENTIVE SAFETY INDUSTRIAL SYSTEMS
(In Russian)

Kotenko I., Stepashkin M., Bogdanov V.
EVALUATING SECURITY LEVEL OF COMPUTER NETWORKS ON BASIS OF ATTACK GRAPH GENERATION
(In Russian)

Kostogryzov A., Nistratov G.
MATHEMATICAL MODELS AND SOFTWARE TOOLS FOR ANALYZING SYSTEM QUALITY AND RISKS ACCORDING TO STANDARD REQUIREMENTS
(In English)

Yesipov Yu.V., Turikov V.L., Dubok A.G.
THE POSSIBILITY ASSESSMENT RISK IN THE TIME OF MONITORING AND ANALYSIS OF DYNAMIC DISTORTION STRUCTURE IMAGES
(In Russian)

Vitlinsky V.V., Makhanets L.L.
MULTIFACTOR POLITICAL RISK ESTIMATION
(In Russian)


CHAPTER II. RISK MODELS IN BUSINESS AND FINANCES

Alexeev V.V., Chokolov V.V.
LOGICAL AND PROBABILISTIC MODELING OF SECURITY PORTFOLIO AND USING OF COPULA
(In Russian)

Grigoriev Yu.D., Son L.D.
THE EXCESS OF LOSS REINSURANCE PROBLEM IN THE CRAMER-LUNDBERG'S RISK MODEL
(In Russian)

Tyrygina G.A.
NORMAL APPROXIMATION ESTIMATES OF POISSON RANDOM SUMS AND RISK MODELS
(In Russian)

Jareno F., Diaz A.
INFLATION NEWS AND STOCK RETURNS: A SECTORIAL ANALYSIS IN THE SPANISH CASE
(In English)

Lyroudi K.
THE RELATIONSHIP OF OPERATING AND FINANCIAL LEVERAGE WITH MARKET RISK IN GREECE
(In English)

Pesikov E.B.
RISK MANAGEMENT OF THE MARKETING STRATEGIES OF FIRM WITH THE HELP OF STATISTICAL SIMULATION
(In Russian)

Timonin Ju., Timonin A.
DYNAMICAL OPTIMISATION INCOME IN THE PROBLEM OF ECONOMICAL SAFETY
(In Russian)

Vitlinsky V.V., Kolyada Yu.V., Yun I.V.
ESTIMATED DYNAMICS OF RISKS OF RECURRING CURRENCY PANIC
(In Russian)

Kopchinskaya V.V.
ANTICRISIS MANAGEMENT OPTIMIZATION MODEL WITH REGARD TO RISK
(In Russian)

Sorwar G., Dowd K.
DIFFERENT RISK MEASURES FOR VANILLA AND PATH DEPENDENT AMERICAN OPTIONS
(In English)

Hsih-Chia Hsieh, Pei-Gin Hsieh, Tong-Sun Hsieh
RISK PREMIUM AND VOLATILITY IN FINANCE ENGINEERING
(In English)

Hovanov N.V., Sutyrin S.F., Kolari J.W., Sokolov M.V.
META-MONEY: THEORY AND APPLICATION UNDER RISK AND INSTABILITY
(In English)

Cassimon D., Engelen P.-J., Yordanov V.
HANDLING COMPLEX DECISIONS IN THE DEVELOPMENT OF NEW DRUGS IN PHARMACEUTICAL FIRMS
(In English)

Pernarivsky A.V.
IMPROVEMENT OF THE ESTIMATION OF CREDIT RISK IN THE CONTEXT OF THE BANK'S PROFIT TAXATION
(In Russian)

Furasov V.D., Furasov D.V.
INDEXES OF DEVELOPMENT OF REGIONAL SYSTEMS. AREAS OF GUARANTEED ESTIMATION AND RISK
(In Russian)

Verchenko P.I., Pashchenko J.V.
THE IMITATING MODEL OF THE RISK COORDINATION OF THE INVESTMENT DECISIONS
(In English)

Karassev V.V., Strokov D., Shiryaev A.
FORMULAS AND CRITERIA FOR TRAINING OF LOGICAL AND PROBABILISTIC CREDIT RISK MODEL
(In Russian)

Vitlinsky V.V., Afanasiev E.V., Afanasiev I.E.
MULTI-STAGE OPTIMIZATION OF PRODUCTION AND ECONOMIC STRATEGY OF ORE MINING AND PROCESSING ENTERPRISE UNDER CONDITIONS OF TODAY'S MARKET OF IRON-ORE RAW MATERIAL
(In Russian)

Urazaeva T.A.
THE AUTOMATED SYSTEM OF VISUAL MODELING RISK-PROCESSES IN INSTITUTIONAL ECONOMICS
(In Russian)

Afanasiev V.V., Kurkina M.V.
ECONOMIC SYNERGETIC METHODS IN MODELING OF SHARE MARKET DYNAMIC PROCESSES
(In Russian)

Sukhanova A.P.
MANAGEMENT AND MITIGATING METHODS OF THE INVESTMENT RISKS
(In Russian)

Martynova T.A.
THE CONSTRUCTION OF GENERALIZED COHERENT RISK MEASURE
(In Russian)

Borodin A.V.
GAMES THEORY MODELS OF PROCESS OF RISK ABOVE PETRI NETS
(In Russian)

Kolyada Yu.V.
MODELING OF CAPITALS' INVESTMENT ALLOCATION IS ONE OF THE METHODS TO REDUCE THE SOCIAL RISK
(In Russian)

Lebedev N.Y., Solojentsev E.D.
LOGIC-PROBABILISTIC MODELS OF COMPANY MANAGEMENT UNSUCCESS RISK
(In English)

Udovenko V.A., Vitlinsky V.V.
MANAGEMENT BY TRANSFORMATION RISKS AT THE ENTERPRISES
(In Russian)

Podkidysheva A.N.
THE RISKS ARISING DURING REALIZATION BUILDING PROJECT FINANCED BY BANK
(In Russian)


CHAPTER III. RISK IN ENGINEERING AND ECOLOGY

Ulanov A., Kotenko I.
INVESTIGATION OF DEFENSE MECHANISMS AGAINST "DISTRIBUTED DENIAL OF SERVICE" ATTACKS ON BASIS OF MULTI-AGENT SIMULATION
(In Russian)

Lisanov M.V., Grazhdankin A.I.
RISK ANALYSIS METHODOLOGY IN SYSTEM OF TECHNICAL ADJUSTMENT OF DANGEROUS INDUSTRIAL OBJECTS
(In Russian)

Lukianov V.D., Melnikov V.A.
ABOUT OPERATING RELIABILITY OF STRUCTURAL COMPLEX TECHNICAL SYSTEM AND ITS ECONOMIC ASPECTS
(In Russian)

Skvortsov M.S.
METHOD OF FEASIBILITY STUDY (DECISION MAKING PROBLEM) OF PROJECT DESIGN SOLUTIONS FOR MULTIFUNCTIONAL STRUCTURALLY COMPLEX SYSTEMS BASED ON COST AND RELIABILITY MULTICRITERIA CALCULATIONS
(In Russian)

Trush N.N., Sanyuk N.V.
FIRM EXPENSES OF OPTIMIZATION ON THE RISK REDUCTION OF EMERGENCY SITUATIONS
(In Russian)

LIMIT DISTRIBUTIONS IN QUEUING NETWORKS WITH UNRELIABLE ELEMENTS
Tsitsiashvili G.Sh., Osipova M.A.
(In English)

Skobelev A.B.
COMBINED OPERATIONS OF FIRE MODELS AND HARDWARE SWITCHING. INTEGRAL ESTIMATION OF FIRE RESISTANCE OF SUBMARINE
(In Russian)

Zolotuhin V.F., Popov A.V., Kosenkov I.V., Yesipov Yu.V.
THE UNODINARE SIMPLE FLUX HOW APPEARANCE SEQUENCE MODEL OF THE ACCIDENT INDICATIONS ON MECHANICAL OBJECTS OF TECHNICAL COMPLEXES
(In Russian)

Stodola J.
TRAFFIC ACCIDENTAS INFORMATION SYSTEM AND RISK CRASH EVALUATION
(In English)

Tsiramua S.G., Lominadze N.N., Tsiramua Z.G., Chikashua E.A.
LOGICAL-PROBABILISTIC MODEL OF SECURITY RESEARCH FOR CORPORATE COMPUTER NETWORKS
(In English)

Tcheremisin A.I.
INFORMATION - TELECOMUNICATION SYSTEM FOR MONITORING AND ASSESSMENT OF SERVICE QUALITY
(In Russian)

Gromova T.V., Vikenteva M.A., Shvetsova-Shilovskaya T.N., Sokolov F.P.
ANALYSIS OF RELIABILITY OF THE EQUIPMENT FOR A BITUMINIZATION STAGE OF DANGEROUS OBJECT
(In Russian)

Shishkin R.A.
INFORMATION - TECHNOLOGY RISK MONITORING OF ENGENIRING AND ECOLOGY SYSTEMS
(In Russian)

Holicky M.
RISK ASSESSMENT AND OPTIMIZATION OF ROAD TUNNELS
(In English)

Sokolov M.V.
COMPARISON MEANINGFUL MEANS AND THEIR APPLICATIONS TO UTILITY THEORY
(In English)

Rasova S.S., Kharlamov B.P.
SEMI-MARKOV MODEL OF DEGRADATION AND RELIABILITY PROBLEM
(In Russian)

Yesipov Yu.V., Popov A.V., Kosenkov I.V.
THE CALCULATE-EXPERIMENTAL ANALYSIS OF RISK OF THE SYSTEM'S "THIN-WALL PRESSURE VESSEL - EXTERNAL EFFECTS - DIAGNOSTIC MEANS"
(In Russian)

Pustylnik P.N.
SYSTEMS APPROACH TO THE ESTIMATION OF THE RISK OF TECHNOGENIC CATASTROPHE AS THE CONSEQUENCES OF THE POOR QUALITY TECHNOLOGICAL FORMATION
(In Russian)

Savina A.V., Lisanov M.V., Grazhdankin A.I., Pchelnicov A.V., Sumskoi S.I.
ACCIDENTAL RISK ASSESSMENT ON PIPELINES BTS AND "DRUZBA"
(In Russian)

Timashev S.A., Yurchuk Z.V.
QUANTITATIVE ASSESSMENT OF PIPELINE SAFETY INCREASING DUE TO IMPLEMENTATION OF SPECIAL MEANS
(In Russian)

Naumov A.V., Bogdanov A.B.
AN ALGORITHM FOR SOLVING TWO-STAGE QUANTILE OPTIMIZATION PROBLEM WITH DISCRETE RANDOM PARAMETERS
(In Russian)

Gerasimov V.L.
MEDICAL-BIOLOGY ASPECTS OF RISK ASSESSMENT OF RADIATION FACTORS ON THE PERSON
(In Russian)

Safonov V.S., Ovcharov S.V., Lesnykh V.V.
THE EXPERIENCE OF APPLICATION OF RISK ANALYSIS METHODOLOGY IN DEVELOPMENT OF INDUSTRIAL SAFETY DECLARATIONS FOR GAS-TRANSPORT ENTERPRISES
(In Russian)

AUTHORS INDEX



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