CONTENTS CHAPTER I. PLENARY SESSION I.A. Ryabinin MATHEMATICAL CONCEPT OF LOGICAL AND PROBABILISTICCALCULUS AND FEATURES OF ITS APPLICATION IN CASE OF NONMONOTONIC, REPEATED AND REGULAR FUNCTIONS OF BOOLEAN ALGEBRA (In Russian) Haan L., Kakes J. A PROBIT MODEL FOR INSOLVENCY RISK AMONG INSURERS Popentiu F., Burtschy B., Lungu A. THE IMPACT OF WIND SPEED FORECASTING ON MONITORING THE AIR POLLUTION Nenashev D.A., Sergeeva O.G., Hovanov N.V. BINARY CURRENCIES OF MINIMAL RISK (In Russian) Marsh W., Bearfield G. WHY RISK MODELS SHOULD BE PARAMETERISED Cheung Y.-L., Cheung Y.-W., He W.-W., Wan A. T.K. A TRADING STRATEGY BASED ON CALLABLE BULL/BEAR CONTRACTS Prokhorov A. A GOODNESS-OF-FIT TEST FOR COPULAS Rogov M. RISK MANAGEMENT BASED ON THE GLOBAL RISK FACTOR THEORY Novosyolov A. SOME PROPERTIES OF THE RELATIVE MEAN FUNCTION Solojentsev E.D. SUBJECTS OF RESEARCH ON LOGIC-PROBABILISTIC MANAGEMENT OF RISK AND EFFICIENCY IN STRUCTURALLY COMPLEX SYSTEMS Pavlov A.N., Sokolov B.V. STRUCTURAL DYNAMICS OF THE DISASTER TOLERANCE INFORMATION SYSTEM (In Russian) Uzhga-Rebrov O., Kuleshova G. PROBLEMS OF DEALING WITH CONFLICTS IN THE COMBINATION OF BELIEFS Vitlinsky V.V., Kolyada Yu.V., Perten S.I. DYNAMICS OF THE RISK BY MEANS OF WATCHING ECONOMIC INDEXES RATES Rutkauskas A.V., Stasytyte V., Stankeviciene J. PROFIT, RISKNESS AND RELIABILITY - THREE-DIMENSIONAL BASE FOR INVESTMENT DECISIONS MANAGAMENT (In Russian) Kulik B.A. PHENOMENON OF LOGICAL AND PROBABILISTIC CALCULUS (In Russian) Sigal A.V. PROBABILISTIC MODEL OF EFFICIENCY OF WORK OF THE ECONOMIC SYSTEM WITH ONE ABSORBING STATE (In Russian) Kar A.R., Dutta B. A PROBABILISTIC MODEL FOR ENGINE ROOM FIRE RISK ANALYSIS OF SHIPS Pustylnik P.P. APPLICATION OF SYSTEMS ANALYSIS METHODS FOR THE PURPOSE OF DECREASE PROBABILITY OF RISK FORMING OF UNSUCCESSFUL STRATEGY DEVELOPMENT OF THE TIMBER INDUSTRY COMPLEX IN CONDITIONS OF ECONOMIC INSTABILITY (In Russian) Egbeleke A.A. MOVING FROM ECONOMIC RECESSION TO RECOVERY: A CASE FOR ECONOMIC GROWTH RISK (EGR) STRATEGIC MANAGEMENT MODEL Shalit H., Yitzhaki S. HOW DOES BETA EXPLAIN STOCHASTIC DOMINANCE EFFICIENCY ? Tsitsiashvili G.Sh., Osipova M.A. DIRECT CALCULATIONS OF A REACHING MOMENT DISTRIBUTION FOR AN AUTOREGRESSIVE RANDOM SEQUENCE BY RECURRENT INTEGRAL EQUALITIES Rothstein A., Mostovicz J. SYSTEM RELIABILITY ANALYSIS USING FUZZY LOGIC AND ALGEBRA OF ALGORITHMS Jimenez-Rodriguez E.J., Feria-Dominguez J.M., Marti-Marin J.L. WHAT ABOUT THE LOSS THRESHOLD FOR OPERATIONAL VALUE AT RISK ? Stefanyshyn D.V., Romanchuk K.G. USE OF THE BAYES' APPROACH FOR ASSESSMENT OF DAMAGE RISKS OF SYSTEM FAILURES Yegorov Yu. ABOUT ORIGINS OF FINANCIAL CRISIS 2008 Dey S. A TWO-STAGE APPROACH TO CONSUMER CREDIT SCORING Karasev V.V., Solojentsev E.D., Karaseva E.I. DEVELOPMENT OF LOGICAL AND PROBABILISTIC APPROACH TO MANAGEMENT OF RISK AND EFFICIENCY IN ECONOMICS (In Russian) CHAPTER II. RISK MODELS IN FINANCE Dolinsky L.B. BONDS DEFAULT MODELLING ON THE BASIS OF THE LOGICAL-AND-PROBABILISTIC APPROACH (In Russian) Kokh I.A. EXPECTED RETURN ESTIMATION AND MARKET RISK MEASUREMENT FOR DEBT INSTRUMENTS (In Russian) Vitlinsky V.V., Shatarskaya I. ACCOUNT OF QUANTITATIVE ESTIMATION OF RISK IN MAKING OF RATIONAL MARKET DECISIONS (In Russian) Rutkauskas A.V., Stasytyte V. WITH DOUBLE TRUMP BOAT THROUGH TURBULENT MARKETS OCEANS Huixian Zh. AN ANALYSIS ON THE EFFECT OF THE CHINA STOCK MARKET TRANSMISSION MONETARY POLICY Khaimurzina N.Z. RISK PROTECTION AS A FACTOR OF STABLE DEVELOPMENT (In Russian) Gutorov A.A. APPLICATION OF THE LATENT PERIODICITY REVEALING'S METHODS IN MODELLING AND AN ESTIMATION OF ECONOMIC RISKS (In Russian) Strokov D.S. CRITERIA OF IDENTIFICATION OF LP-MODELS OF CREDIT RISK UNDER STATISTICAL DATA (In Russian) Mishra S. ADVANCED PLANNING ANALYSIS UNDER STRATEGIC RISK MANAGEMENT: AN EMERGENCE OF GOAL CONGRUENCE APPROACH Pesikov E.B. RISK MANAGEMENT OF STRATEGY OF VIRTUAL ENTERPRISE BY A ANALYTIC HIERARCHY PROCESS AND STATISTICAL SIMULATION (In Russian) Wang J. APPLICATION OF THE FINANCIAL CRISIS FORECAST SYSTEM BASED ON THE MULTIFACTOR MODEL Lall M. A STUDY OF CREDIT RISK MANAGEMENT IN PUBLIC SECTOR BANKS IN INDIA Kaminsky A.B. FUZZY SET APPROACH TO SCORING MODELS OF CREDIT RISK (In Russian) Bhattacharya B., Dutta D. VaR IN CRISIS Liu M.-Y., Lee H.-F., Chang D. THE DEFAULT PREDICTION POWER OF THE MARKET-BASED APPROACH RELATIVE TO ACCOUNTING VARIABLES - EVIDENCE FOR TAIWAN AND MAINLAND CHINA Nathaphan S., Chunhachinda P. ESTIMATION RISK MODELING IN OPTIMAL PORTFOLIO SELECTION: AN EMPIRICAL STUDY FROM EMERGING MARKETS Vitlinsky V.V., Gritsyuk P.M. PRE-PROGNOSTIC ANALYSIS OF SHORT TIME SERIES (In Russian) Shiyan D.V. TOTAL SLIDING PROGNOSIS AS MEASURE OF RISK IN STOCK MARKET (In Russian) Vitlinsky V.V., Sukhanova A.P. RISK CALCULATION IN THE FOREIGN INVESTOR'S INVESTMENT PROJECT CHOICE MODEL BASED ON THE PAYBACK PERIOD AND NET PRESENT VALUE (In Russian) Kussy M.Yu. IMPLIED MODELING OF PRICE DYNAMICS IN CAPITAL MARKET WITH REGARD FOR CURRENT MARKET VOLATILITY Urazaeva T.A. TOTAL COST OF OWNERSHIP AND RISK IN TASKS OF INFRASTRUCTURAL OPTIMIZATION OF COMPUTER NETWORKS (In Russian) Parisi A., Parisi F., Mandakovic T., Rebolledo J., Morande F. FORECASTING STOCK RETURNS WITH CELLULAR AUTOMATA Vitlinsky V.V., Makhanets L.L. ECONOPHYSICS METHODS OF RISK ANALYSIS (In Russian) Stefanski A. FINANCIAL PLANNING IN SMALL AND MEDIUM-SIZED ENTERPRISES Stepanenko O.P. DECISION SUPPORT INFORMATION TECHNOLOGIES IN FINANCIAL MANAGEMENT OF COMMERCIAL BANK (In Russian) Harin A.A. TO DEVELOPMENT OF A CORRECTING FORMULA OF FORECASTING FOR COMPLEX SYSTEMS (in Russian) Wu J. HOW TO CLASSIFY EXISTING EXOTIC OPTIONS AND DESIGN NEW ONES Pernarivsky A.V. ESTIMATION OF RISK OF INSOLVENCY OF THE UKRAINIAN BANKS IN THE CONDITIONS OF ECONOMIC CRISIS (in Russian) Semenov A.T. DANGER AND RISK (in Russian) Zaslavsky V.A., Evgienko V.V. OPTIMIZATION OF INTEGRAL REGIONAL RISK (in Russian) Lebedev A.B., Sokolov M.V. MEASURING VOLATILITY OF INCOME (in Russian) Rompotis G.G. DOES PREMIUM IMPACT ETF RETURNS? EVIDENCE FROM ISHARES Chandrasekhar S. OPERATIONAL RISK MODELLING UNDER BASEL-II FRAMEWORK Furman E., Zitikis R. GENERAL STEIN-TYPE COVARIANCE DECOMPOSITIONS WITH APPLICATIONS TO INSURANCE AND FINANCE CHAPTER III. RISK IN ENGINEERING AND ECOLOGY Kirillov N.P. ONTOLOGY OF CONCEPT: "TECHNICAL SYSTEMS" (In Russian) Ostrovsky E., Rogover E., Sirota L. OPTIMAL ADAPTIVE SIGNAL DETECTION AND MEASUREMENT, WITH APPLICATION INTO THE FINANCIAL MATHEMATIC, TECHNICAL DIAGNOSIS, IMAGE PROCESSING, ETC. Pavlov A.N. ANALYSIS OF THE GENOME OF THE DOUBLE-POLE NET STRUCTURE (In Russian) Stefanyshyn D.V., Stefanyshyna Yu.D. A METHOD OF DECISION MAKING AT RISK IN NATURAL RESOURCES USE BY PAIRWISE COMPARISON OF ALTERNATIVES WITH TAKING ACCOUNT OF RISKS OF LOST OPPORTUNITIES Liseychikov N., Tumar V.A., Pegov D. SUBSTANTIATION OF AN ANALYSIS ALGORITHM OF EXPLOSIVE AND FIRE SAFETY OF OBJECTS OF STORAGE OF EXPLOSIVE MATERIALS BY A LOGIC-PROBABILISTIC METHOD (In Russian) Kostyuk L.A. THE PAST, PRESENT AND FUTURE OF PROBLEMS OF RELIABILITY, SURVIVABILITY AND SAFETY (In Russian) Rimov A.A., Mozhaev A.S. METHODOLOGICAL BASICS OF ELECTRICAL SYSTEMS AND NETWORKS RELIABILITY AND RISK ESTIMATION (In Russian) Saini K.K., Saini S. EMBEDDED SOFTWARE: EMBEDDED DISASTERS THE RELIABILITY OF SOFTWARE IS SIMPLY A MATTER OF LIFE AND DEATH Harin A.A. ABOUT EXISTENCE OF RUPTURES IN THE PROBABILITY SCALE. CALCULATION OF RUPTURES' VALUES (In Russian) Zolotukhin V.F., Zakharov A.A., Reva V.Yu. CHARACTERISTIC OF COMBINED INFLUENCE OF INVISIBILITY AND NON-DETERMINATION OF DANGER FACTORS AND THREATS IN TERMS OF THEORY OF POSSIBILITIES, PROBABILITY THEORY AND THEORY OF CASUAL SETS (In Russian) Sukach E.I., Ratobylskaya D.V., Kulaga V.N. THE EXTENSION OF A METHOD OF LOGICAL-PROBABILISTIC MODELING OF COMPLEX SYSTEMS (In Russian) Kostyuk L.A. THE SENSE OF LOGICAL AND PROBABILISTIC ANALYSIS OF PROBLEMS OF RELIABILITY, SURVIVABILITY AND SAFETY (in Russian) Losev E.A. PHENOMENON AND REASONS OF INTEREST TO TASK ? 35 (In Russian) Mishenkina Ju.S. COMPUTER IMPLEMENTATION OF RISK ESTIMATION FOR UNIQUE TECHNICAL SYSTEM (In Russian) Tyrygina G.A. PRACTICALLY APPLIED ESTIMATIONS OF ACCURACY OF NORMAL APPROXIMATION FOR DISTRIBUTIONS OF POISSON SUMS AND RISK MODEL (In Russian) Tolmachev V.V., Fedorova I.N. RISK MODEL OF DISCREPANCY OF KEY CHARACTERISTICS OF WELDED CONNECTION (In Russian) Sanjuk N.V., Shapochkin A.N., Savich A.E. APPROACHES FOR ANALYSIS OF RISK IN MONITORING OF PEAT-BOG FIRES (In Russian) Khvedchenia M. SOFTWARE REQUIREMENT SPECIFICATION. RISKS. COST OF MISTAKES Bochkov A.V., Lesnykh V.V., Timofeeva T.B. ANALYTIC HIERARCHY PROCESS METHOD FOR DETERMINING A PRIORI DISTRIBUTION OF LOSSES CAUSED BY ENERGY SUPPLY INTERRUPTION (In Russian) CHAPTER IV. RISK IN MEDICINE Levitskaya S.A. THE CONCOMITANT PATHOLOGY OF THE RESPIRATORY AIRWAYS AS RISK MARKER OF THE DEVELOPMENT OF CHRONIC SINUSITIS IN CHILDREN (In Russian) Haiqi W. FUZZY COMPREHENSIVE EVALUATION ON RISK OF LARGE COMPREHENSIVE HOSPITAL AUTHORS INDEX