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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 Seventh International Scientific School MA SR - 2007 (Saint-Petersburg, Russia, September 4-8, 2007) / SPb, SUAI, 2007, - 540 p.
ISBN 978-5-8088-0266-7

CONTENTS

CHAPTER I. PLENARY SESSION

Ryabinin I.A.
MATHEMATICAL REVIEW OF PROBLEMS OF RELIABILITY, VIABILITY AND SAFETY
(In Russian)

Romney B. Duffey, John W. Saull
MANAGING AND MEASURING RISK IN TECHNOLOGICAL SYSTEMS
(In English)

David Valis
CONTRIBUTION TO STOCHASTIC METHODS OF COMPLEX SYSTEMS RISK ANALYSIS
(In English)

J.V. Kolari, M.V. Sokolov, N.V. Hovanov
ADDITIVE MONETARY INDICES OF VALUE IN EXCHANGE
(In Russian)

Marie-Florence LAMY Hec
THE BASEL II FRAMEWORK IMPLEMENTATION AND SECURITISATION
(In English)

V.V. Vitlinsky, A. V. Matviychuk
THE ASSESSMENT OF RISK OF ENTERTAINMENT'S BANKRUPTCY IN THE CONDITIONS OF TRANSFORMATIONAL ECONOMICS
(In Russian)

V.V. Karasev
LP-THEORY OF RISKS OF CATASTROPHES AND BRIBES
(In Russian)

A. Harin
PRINCIPLE OF UNCERTAIN FUTURE, EXAMPLES OF ITS APPLICATION IN ECONOMICS, POTENTIALS OF ITS APPLICATIONS IN THEORIES OF COMPLEX SYSTEMS, IN SET THEORY, PROBABILITY THEORY AND LOGIC
(In Russian)

R.M. Yusupov, B.V. Sokolov, N.P. Kirillov, S.V. Ablameyko, O.I. Semenkov
NEW SCIENTIFIC TENDENCY IN DEVELOPMENT OF TECHNOLOGY OF SITUATION CONTROL IN EXTREME SITUATIONS
(In Russian)

Li-Chiu Chi, Tseng-Chung Tang
THE WEALTH EFFECT OF FINANCIAL DISTRESS ON INDUSTRY RIVALS
(In English)

G.Sh. Tsitsiashvili
ASYMPTOTIC ANALYSIS OF LOGICAL SYSTEMS WITH ANRELIABLE ELEMENTS
(In Russian)

A.V. Sigal
OPTIMIZATION LEVEL OF ECONOMIC RISK ON BASIS OF SOLUTION OF ANTAGONISTIC GAMES IN CONDITIONS OF PARTIAL DEFINITION
(In Russian)

V. G. Krymsky, F. M. Akhmedjanov, A. Kh. Abdullin
DECISION SUPPORT IN RISK ANALYSIS:REASONABLE MODIFICATION OF APPROACH BASED ON IMPRECISE PREVISION THEORY
(In English)

T.A. Martynova
METHOD OF CALCULATION OF GENERALIZED COHERENT RISK MEASURE
(In Russian)

Yu.V. Yesipov, S.I. Masichev, V.M. Muhortov
THE RISK PATHOLOGY PREDICTION OF MAN CARDIOVASCULAR SYSTEM WITH HELP OF THE ANALOG ELECTRIC MODELS
(In Russian)

B.A. Kulik
LOGICAL AND PROBABILISTIC ANALYSIS OF INTELLIGENCE SYSTEMS ON BASIS OF CORTEGE ALGEBRA
(In Russian)

D. Cassimon, M. De Backer, P.J. Engelen, L. Thomassen, M. Van Wouwe
VALUATION OF A PHARMA R&D LICENSING OPPORTUNITY USING COMPOUND OPTION PRICING
(In English)

A.Ya. Fridman, O.V. Fridman
SAFETY SIMULATION BASED UPON NORMAL PERFORMANCE MODEL
(In Russian)

A.I. Grazhdankin
FEATURES OF PROVIDING OF SAFETY EXPLOITATION OF DANGEROUS INDUSTRIAL OBJECTS UNDER CONDITIONS OF MODERN PRODUCTIVE RELATIONS
(In Russian)

M.S. Skvortsov
RESULTS OF DEVELOPMENT OF TECHNICAL AND ECONOMIC FEASIBILITY STUDY METHODS FOR STRUCTURALLY COMPLEX SYSTEMS RELIABILITY
(In English)

V.V. Afanasiev, Yu.E. Polskiy
ANALYSIS OF NONLINEAR DYNAMIC SYSTEMS STOCHASTICS RISK ON THE BASIS OF COMPLEX DIAGNOSTICS
(In Russian)

Avner Ben-Yair, D. Golenko-Ginzburg, D. Greenberg,S. Ljubkin, S. Orehov
MANAGING LONG - TERM MULTI-VARIANT COMPLEX PROJECTS WITH UNCERTAINTY
(In English)

Renzo Righini, Enrique Montiel
A NEW METHOD FOR THE APPLICATION OF RAMS TECHNIQUES TO QUALITY ASSURANCE (QA)
(In English)

D.N. Verzilin, V.V. Uyba, N.A. Ryzhkov
RISK ANALYSIS AND QUALITY CONTROL IN STRATEGIC MANAGEMENT: INTER-DISCIPLINARY RELATIONS
(In Russian)

H. Madsen, P. Thyregod, G. Albeanu, Fl. Popentiu
RISK POLLUTION IN THE CEMENT PLANTS - A CASE STUDYWITHIN NATO SCIENCE PROGRAMME
(In English)

Frank van het Veld, Freddie Kootstra
A NEW TIME-BASED NUMERICAL APPROACH TO CALCULATE THE RISK OF HAZARDOUS ACTIVITY
(Abstract only, In English)

E.D. Solojentsev, I.V. Mashkantsev
BRANCH OF SCIENCE "RESEARCH OF RISKS"
(In Russian)


CHAPTER II. RISK MODELS IN BUSINESS AND FINANCES

T.A. Urazaeva
RISK, PROBABILISTIC UNCERTAINTY AND UNCERTAINTY OF MEASURES OF PROBABILITY IN PORTFOLIO ANALYSIS
(In Russian)

M.V. Sokolov
ON AXIOMATIZATION OF RANK-DEPENDENT UTILITY
(In English)

V.V. Vitlinsky, P.I. Verchenko, I.F. Shatarskaya
SECURITIES INERTIA AND RISK
(In Russian)

E.B. Pesikov
ANALYSIS OF EFFICIENCY AND RISK OF MARKETING STRATEGY OF VIRTUAL PUBLISHING - POLYGRAPHIC ENTERPRISE WITH SIMULATION MODELING
(In Russian)

I.V. Mashkantsev, E.D. Solojentsev
FORMAL LOGICAL AND PROBABILISTIC RISK THEORY WITH GROUPS OF INCOMPATIBLE EVENTS
(In Russian)

V. Udovenko
CONFLICTNESS AS A MEASURE OF RISK IN TRANSFORM ECONOMIC
(In Russian)

Javier Perote, EstherB. Del Brio
A NOTE ON GENERALISING GRAM-CHARLIER DENSITIES
(In English)

G.I. Kolesnikov, N.V. Hovanov, M.S. Yudaeva
PORTFOLIO'S EXPECTED PROFITABILITY AND RISK EVALUATIONBY NONNUMERIC, INEXACT AND IMPERFECT INFORMATION
(In Russian)

G.A. Tyryguina
A APPROACH TO RISK ESTIMATE OF PORTFOLIO INVESTOR
(In Russian)

L.I. Krasnikova, T. Podvysotskaya
INVESTIGATING THE ROLE OF HEALTH: IS IT REALLY AN INTANGIBLE RESOURCE FOR ECONOMIC GROWTH ?
(In English)

V.V. Karasev, E.D. Solojentsev
BUREAU OF CREDIT RISK ESTIMATION AND ANALYSIS
(In English)

Tseng-Chung Tang
STOCK MARKET REACTION TO REORGANIZATION OUTCOME
(In English)

Elena Stavrova
BANK CONTROL AND STABILITY IN BULGARIAN BANKING MARKETS
(In English)

Jarko Fidrmuc, Christa Hainz, Anton Malesich
DEFAULT RATES IN THE LOAN MARKET FOR SMES: EVIDENCE FROM SLOVAKIA
(In English)

Roberto J. Santillan-Salgado
APPLICATION OF THE REAL OPTIONS METHODOLOGY TO VALUE ACQUISITION TARGETS
(In English)

Panayiotis F. Diamandis, Georgios P. Kouretas, Leonidas Zarangas
VALUE-AT-RISK FOR LONG AND SHORT TRADING POSITIONS:THE CASE OF THE ATHENS STOCK EXCHANGE
(In English)

D. Golenko-Ginzburg, D. Greenberg , Avner Ben-Yair, S. Ljubkin, T.Orel
ESTIMATING RELIABILITY VALUE FOR PERT-COST NETWORK PROJECTS
(In English)

V.V. Vitlinsky, L.L. Makhanets
SOME APPROACHES TO COUNTRY RISK'S EVALUATION
(In Russian)

O.N. Pomazun
THE USAGE OF THE LOGIC-AND-PROBABILISTIC MODELLING IN TERMS OF RE-STRUCTURING THE ENTERPRISE
(In Russian)

T.V. Kortunova, Yu.V. Chemeris
LP-MODELS FOR CREDIT RISKS MANAGEMENT
(In Russian)

I.G. Lukianenko, S. Huzenko Yu. Gorodnichenko
BORDER EFFECT: EAST AND WEST IN UKRAINE ?
(In English)

A.O. Nedosekin
BANK RISKS MAP AS MIRROR OF SYSTEM OF BALANCED STRATEGIC INDICATORS
(In Russian)

A.O. Nedosekin, A.V. Lukashev
IDENTIFICATION OF SCORING MODEL OF MAKING DECISION ABOUT CREDIT'S ISSUE
(In Russian)

A.V. Naumov, A.A. Khoreva, A.M. Tchaika
TRANSPORTATION COMPANY MANAGEMENTUNDER RELIABILITY REQUIREMENTS
(In Russian)


CHAPTER III. RISK IN ENGINEERING AND ECOLOGY

O.O. Shmidt
ESTIMATION OF RISKS IN TECHNICAL SYSTEMS
(In Russian)

A.S. Mozhaev
CERTIFICATION OF THE SOFTWARE FOR AUTOMATED CALCULATIONS OF SYSTEMS' SAFETY AND TECHNICAL RISKS "ARBITER"
(In English)

A.V. Goropashnaya
ADAPTATION OF LOGICAL AND PROBABILISTIC METHODS OF ESTIMATION OF WEIGHT, IMPORTANCE, CONTRIBUTION, LOSS AND ACTIVITY OF ELEMENTS FOR NON-MONOTONE LOGICAL FUNCTIONS
(In Russian)

S.M. Lykov, A.V. Savina, E.V. Hanin
ACCIDENTAL RISK ASSESSMENT FOR CHEMICAL PRODUCT RECOVERY DEPARTMENTS OF BY-PRODUCT COKE PROCESSES
(In Russian)

E.M. Kochanova
STANDARD ECOSYSTEM CONCEPTION AS BASIS FOR ANALYSIS OF ECOLOGICAL RISK FOR MARINE TECHNICAL OBJECTS
(In Russian)

David Valis
CONTRIBUTION TO CONSEQUENCES ANALYSIS USING FUZZY PROBABILITY
(In English)

Yu.V. Yesipov, V.F. Zolotuhin, A.V. Popov
PREDICTION OF INJURY AT ADVERSE CONFLUENCE OF CIRCUMSTANCES
(In Russian)

Yu.V. Yesipov, A.I. Cheremisin, F.A. Samsonov
THE POSSIBILITY RISK ASSESSMENT OF SYSTEM WITH THE AMMONIA DANGER OBJECT
(In Russian)

B.V. Sokolov, S.A. Potryasaev, A.V. Ikonnikova, D.A. Ivanov
MODEL AND ALGORITHM OF OPERATIVE REDISTRIBUTION OF CONTROL FUNCTION AMONG NODES OF RELIABLE INFORMATION SYSTEM
(In Russian)

A.A. Ryzhenko, A.Ya. Fridman
MODELING OF INDUSTRIAL AND ECOLOGICAL RISK FOR FIRE-RISK HIGHLY EXPLOSIVE OBJECTS
(In Russian)

P.N. Pustylnik
THE DECREASING OF THE PROBABILITY OF THE RISK OF INITIATION OF TECHNOGENIC CATASTROPHE BY MEANS APPLICATION OF THE PROBLEM APPROACH IN PROCESS TEACHING DISCIPLINE OF TECHNOLOGICAL CYCLE
(In Russian)

Yu.V. Yesipov, V.A. Akopyan, E.B. Kavitskiy
THE EXPERIMENTAL SUBSTANTIATION OF THE SPECTRAL CRITERIONS FOR RESOURCE ASSESSMENT IN THE STRUCTURES
(In Russian)

E.L. Shanina, A.V. Pchelnikov, A.I. Grazhdankin
QUANTITATIVE RISK ASSESSMENT FOR TRUNKING PRODUCTS PIPELINE WITH BROAD FRACTION OF LIGHT HYDROCARBONS
(In Russian)

S.Yu. Yakovlev, N.V. Isakevich
QUANTITATIVE INDUSTRIAL-ECOLOGICAL RISK ANALYSIS FOR OBJECT LEVEL
(In Russian)

V.N. Odintsev
PROBABILITY ASSESSMENTS OF MINE FLOODINGS
(In Russian)

A.S. Lebedeva, G.A. Milko-Butovsky, A.V. Melnikova, V.V. Aladinsky
RISK-BASED DEVELOPMENT OF PIPELINE OPERATION STRATEGY
(In Russian)

A.V. Mohov
ESTIMATION OF DANGER AND PREVENTION OF WATER INRUSHES IN MINE TUNNEL FROM FLOODED COAL-MINES
(In Russian)

Z.K. Avdeeva
REVEALING OF THREATS OF COMPLEX SYSTEMS DEVELOPMENT ON THE BASIS OF COGNITIVE APPROACH
(In Russian)

E.V. Bobrikov, V.M. Gavrilenko, G.A. Ershov, Yu. L. Ermakovich, A.N. Sobolev, A.S. Solodovnikov, Yu.B. Fomina
USE OF DETERMINISTIC AND PROBABILISTIC APPROACHES FOR PROBABILISTIC ANALYSIS OF SAFETY OF NUCLEAR POWER PLANT
(In Russian)

G.A. Ershov, A.I. Kalinkin, A.A. Kalinkin, O.A. Kornienko
RESULTS OF COMPARATIVE ANALYSIS OF PROGRAM COMPLEXES APPLYING FOR RELIABILITY EVALUATION OF COMPLICATED TECHNICAL SYSTEMS
(In Russian)

V.A. Buzin
RISK OF FLOODING ON THE RIVERS OF RUSSIA: THE ANALYSIS OF TENDENCIES AND POSSIBLE DEVELOPMENT OF A SITUATION IN THE NEAR FUTURE
(In Russian)

A.A. Degtyareva, I.A. Kruchinina
THEORY AND PRACTICE OF LIABILITY INSURANCE OF OWNERS OF DANGEROUS OBJECTS
(In Russian)

A.A. Dubok, Yu.V. Yesipov
STRUCTURAL HEALTH MONITORING BY NANODIMENSIONAL FERROELECTRIC SENSORS OF DYNAMIC DEFORMATION
(In Russian)

E.A. Granovsky, V.A. Lyfar, A.P. Vorona
MODELLING OF THE CASUAL AND DETERMINED PROCESSES OF OCCURRENCE AND DEVELOPMENT OF INDUSTRIAL FAILURES WITH USE OF THE SOFTWARE SYSTEM "RIZEX-2"
(In Russian)

A.V. Melnikova, A.S. Lebedeva, G.A. Milko-Butovsky, V.V. Aladinsky
EVALUATIONS OF PIPE MANUFACTURING AND PIPELINE CONSTRUCTION QUALITY BASED ON ANALYSIS OF RISKS
(In Russian)

Ju.S. Mishenkina
THE POSSIBILITY RISK ASSESSMENT OF THE SYSTEM "GAS-DISTRIBUTION COMMUNICATIONS - NEGATIVE EFFECTS"
(In Russian)

N.Yu. Ryzhenko
ANALYSIS AND ESTIMATION OF SAFETY OF HYDROENGINEERING OBJECTS OF ACCUMULATORS OF LIQUID INDUSTRIAL WASTE
(In Russian)

Frank van het Veld, Hans Boot, Freddie Kootstra
RISKCURVES: A COMPREHENSIVE PROGRAM PACKAGE FOR PERFORMING A QUANTITATIVE RISK ASSESSMENT
(Abstract only, in English)

Frank van het Veld, Della Wong, Jan Windhorst
PERSONNEL-IZE YOUR RISK
(Abstract only, in English)

AUTHORS INDEX



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