E. D. Solojentsev

 

Tel.: (+7-812) 321-47-66; e-mail: risk@sapr.ipme.ru

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TRAINING COURSE “INVESTIGATION OF RISKS”

 

Contents

1. Advantages of the risk LP-theory

2. Areas of application of the risk LP-modeling and -analysis

3. Purpose and tasks of training course

4. Themes of lectures

5. Laboratory works

6. List of indexes

7. Software for identification of risk LP-models and analysis of risks

8. Software for LP-estimation and risk analysis of security portfolio

9. Software for automated structure logic modeling of risks

10. Literature

 

The classifier of scientific area: YDK 519.862.6 - Econometrics.

The problem - Modeling and analysis of risk in complex systems.

The essence of techniques - Introduction in statistical data base (DB) the groups of

         incompatible events or countable sets that allows to receive the LP-equation

         system, knowledge base (KB) and to use the LP-calculus.