MA SR - 2006

Status	International Program Committee	Participation	Sponsors
Areas of interest	National Organizing Committee	Publication	Registration Fee
MASR - 2006 Program

SIXTH INTERNATIONAL SCIENTIFIC SCHOOL
in SAINT-PETERSBURG, RUSSIA, JULY 4 - 8, 2006

"MODELLING and ANALYSIS of SAFETY and RISK
in COMPLEX SYSTEMS" (MA SR – 2006)

STATUS

The year 2006 International Scientific School "Modeling and Analysis of Safety and Risk in Complex Systems (MA SR - 2006)" will be held in Saint-Petersburg, Russia, July 4 - July 8. It will be organized by the Institute of Problems of Mechanical Engineering of the Russian Academy of Sciences (RAS), the Saint-Petersburg Institute of Informatics and Automation of RAS, Defence Engineering Technical University, North-West Academy of State Administration with the support of the Russian Foundation for Basic Research.

All participants will have the possibility to see the wonderful city - Saint-Petersburg - during its white nights.

The official languages of the School are English and Russian.

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AREAS of INTEREST

The main research areas to be discussed at the School in the year 2006 are:

1. The consideration of methods and models for quantitative measurement of risk in economic, financial and social systems;
2. Logic-and-probabilistic (LP) risk models in problems of classification, investment and effectiveness;
3. The consideration of methods and models for quantitative measurement and analysis of risk in complex technical systems (gas and petroleum production and transportation, space, aviation, navy, nuclear power, etc.);
4. The development of relations between various areas of application of risk theory;
5. The problems of stable development of regional systems.

These following more specific topics will be discussed at the School:

a) Risk models in Economics and Finances

Market Risk;
Operational and Liquidity Risk;
Credit Risk;
Risk of security portfolio;
Risk in aims of strategic management;
Transparency of methods of risk estimation in business;
LP-models of failure risk with groups of incompatible events.

b) Risk models in Engineering and Ecology

Scenarios and models of safety and failure risk;
LP risk models for systems with multi-state elements;
Identification and optimization in risk problems;
Risk analysis and risk management;
Software for risk modeling and risk analysis.

Leading scientists will give lectures in the field of financial, social, informational and technical risks. The scientific program includes reports and software demonstrations.

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INTERNATIONAL PROGRAM COMMITTEE

PRESIDIUM

Chairman:
K.V. Frolov, Academician (Russia, IME RAS),

Co-chairmen:
A. Agarwal, Professor (India, Delhi, Indian Institute of Finance),
N. Machutov, corresponding member RAS (Russia, IME RAS),
I.A. Ryabinin, Professor (Russia, Naval Academy),
E.D. Solojentsev, Professor (Russia, IPME RAS).

SESSION "RISK in ENGINEERING & ECOLOGY"

E.D. Solojentsev, Professor (Russia, IPME RAS) - chairman

Yu.A. Esipov (Russia, Rostov-on-Don University)	A.S. Mozhaev (Russia, Sevzapmontazhautomatika)
M.S. Finkelstein (S. Africa, University of Free State)	A. Rotshtein (Israel)
D.A. Indeitsev (Russia, IPME RAS)	I.V. Safonov (USA)
H. Kumamoto (Japan, Kyoto University)	S.G. Tsiramua (Georgia, Tbilisi University)
V.M. Matrosov (Russia, IME RAS)	B.G. Volik (Russia, IPC RAS)
N.F. Morosov (Russia, SPSU)	R.M. Yusupov (Russia, SPII RAS)

SESSION "RISK in BUSINESS & FINANCE"

G. Barone-Adesi, Professor (Switzerland, Universita della Svizzera Italiana) - chairman

C. Acerbi (Abax Bank)	A.P. Martins (Portugal, Universidade Catolica Portuguesa)
J. Cotter (University College Dublin, Ireland)	M.S. Nikulin (France, University Bordeaux)
M. Dacorogna (Converium, Zurich)	A.A. Novoselov (Russia, ICM SB RAS)
K. Dowd (Nottingham University)	I. Peaucelle (France, CNRS/CEPREMAP)
K. Giannopoulos (UAE, UAE University)	M. Rogov (Russia, Dubna University)
D.Yu. Golembiovsky, (Russia, Bank "ZENIT")	N. Sarantis (London Metropolitan)
N.V. Hovanov (Russia, SPSU)	L. Spierdijk (Twente University, Netherlands)
A.I. Kibzun (Russia, MIA)	G. Szegö (Journal of Banking and Finance)
H.-J. Lenz, (Germany, Freie Universitat)	S. Uryasev (USA, University of Florida)
S. Lloyd (USA, University or Rhode Island)	V.V. Vitlinsky (Ukraine, KNEU)

NATIONAL ORGANIZING COMMITTEE

E.D. Solojentsev, Professor, (Russia, IPME RAS) - chairman,
V.V. Karassev (Russia, IPME RAS) - secretary,
V.A. Melnikov (Russia, METU).

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PARTICIPATION

Authors who wish to participate in the School should send a paper to risk@sapr.ipme.ru, before February 25, 2006 as Microsoft Word file (not more 8 pages, type 11pt). Prior publication all papers will be peer refereed. We will send the invitation to authors of accepted papers till March 15, 2006 by E_mail. Please, download the rules of paper's writing for publication in MA SR - 2006 Proceedings (MS WORD file, 26.0 kb).

Please, fill in and send us registration form (MS WORD file, 26.0 kb).

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PUBLICATIONS

The accepted papers will be published as Proceedings of the School by support of Russian Foundation for Basic Research and sponsors. Detailed information about participants, sponsors and the program of the School will be posted on http://www.ipme.ru/ipme/conf/MASR2006/masr2006.htm .

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SPONSORS
The Organizing Committee is inviting any other interested parties to support financially the School. Sponsors will be honorary guests of the School. Sponsors may place their logotypes and advertising in school's exhibition hall and all printing materials.

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REGISTRATION FEE

The registration fee is 300 USD before April, 25, 2006 and 400 USD after April, 25, 2006.

Payment should be made to MASR 2006 in US dollars or Euro (at current rate of exchange) by direct bank or wire transfer to:
INDUSTRY & CONSTRUCTION BANK
38, Nevsky Prospect, St.Petersburg, 191011, RUSSIA
SWIFT code: ICSPRU 2P
Beneficiary name; INN 7801037069 Institute of Mechanical Engineering Problems
Transit currency account USD # 405 028 401 110 050 000 06
EUR # 405 039 787 110 050 000 18

PROGRAM

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Tuesday, July 4
__________________________________________________________________

Plenary session 1, Conference Hall, IPME RAS
Chairman I.A. Ryabinin

10⁰⁰- 10³⁰	- Opening of the International Scientific School MA SR - 2006. Ryabinin I.A. (Russia, Saint-Petersburg, Naval Academy named N.G. Kuznetsov). Logic and Probability As Tools for Research of Problems of Reliability and Safety of Complex Systems.
10³⁰- 11⁰⁰	- Vitlinsky V.V. (Ukraine, Kiev, Kiev National Economic University), Kaminsky A.B. (Ukraine, Kiev, Kiev National Taras Shevchenko University). Financial Risk Measurement: Along the Path of Integral Theory Construction.
11⁰⁰- 11³⁰	- Ershov G.A., Ermakovich Yu.L., Sobolev A.N., Fomina Yu.B. (Russia, Saint-Petersburg, FSUE SPb "Atomenergoproekt"). Providing of Reliability and Safety of Nuclear Power Systems on Stage of Design. Methodology and Practice.
11³⁰- 12⁰⁰	- Grazhdankin A.I. (Russia, Moscow, OSC "STC "Industrial Safety"). About Minimal Necessary Demands in Special Technical Regulations Providing the Safety of Objects of Technical Adjustment.
12⁰⁰ - 12²⁰	- Coffee
12²⁰- 12⁵⁰	- Kan Yu.S. (Russia, Moscow, Moscow Aviation Institute). Bond Portfolio Optimization.
12⁵⁰ - 13²⁰	- Solojentsev E.D. (Russia, St-Petersburg, IPME RAS). Scenario Logic and Probabilistic Management of Risk in Business and Engineering.
13²⁰ - 13⁵⁰	- Jaroshenko A.V. (Russia, St-Petersburg, Naval Academy). Effects From Application of Coordinated Switching Methodology to Large Ground Engineering and Technical Objects.

Section "Risk Models in Business and Finances", Conference Hall, IPME RAS
Chairman V.V. Vitlinsky

15⁰⁰-15²⁰	- Alexeev V.V., Chokolov V.V. (Russia, St-Petersburg, IPME RAS). Logical and Probabilistic Modeling of Security Portfolio and Using of Copula.
15²⁰- 15⁴⁰	- Tyrygina G.A. (Russia, Toglitti, Toglitti State University). Normal Approximation Estimates of Poisson Random Sums and Risk Models.
15⁴⁰- 16⁰⁰	- Grigoriev Yu.D., Son L.D. (Russia, St-Petersburg, State Electrotechnical University). The excess of loss reinsurance problem in the Cramer-Lundberg's risk model.
16⁰⁰- 16²⁰	- Timonin Ju., Timonin A. (Russia, St-Petersburg, "Jupiter" Inc.). Dynamical Optimisation Income in The Problem of Economical Safety.
16²⁰- 16⁴⁰	- Pesikov E.B. (Russia, St-Petersburg, North-West Press Institute of St-Petersburg University of Technology and Design). Risk Management Of The Marketing Strategies Of Firm With The Help Of Statistical Simulation.
16⁴⁰- 17⁰⁰	- Break
17⁰⁰- 17²⁰	- Vitlinsky V.V., Kolyada Yu.V., Yun I.V. (Ukraine, Kiev, Kiev National Economic University). Estimated Dynamics Of Risks Of Recurring Currency Panic.
17²⁰- 17⁴⁰	- Kopchinskaya V.V. (Ukraine, Zhitomir, Institute of Business and Advanced Technology). Anticrisis Management Optimization Model With Regard To Risk.
17⁴⁰- 18⁰⁰	- Furasov V.D. (Russia, Moscow, State University of Administration), Furasov D.V. (Russia, St-Petersburg, Institute of Transport Problems of RAS). Indexes of Development of Regional Systems. Areas of Guaranteed Estimation and Risk.

Section "Risk in Engineering and Ecology", Auditorium 9, IPME RAS
Chairman I.A. Ryabinin

15⁰⁰-15²⁰	- Ulanov A., Kotenko I. (Russia, St-Petersburg, SPII RAS). Investigation Of Defense Mechanisms Against "Distributed Denial of service" Attacks On Basis Of Multi-Agent Simulation.
15²⁰- 15⁴⁰	- Tsiramua S.G. (Georgia, Tbilisi, Georgian University of Social Sciences), Lominadze N.N., Tsiramua Z.G., Chikashua E.A. (Georgia, Tbilisi, Georgian Technical Unuversity). Logical-Probabilistic Model of Security Research for Corporate Computer Networks.
15⁴⁰- 16⁰⁰	- Skvortsov M.S. (Russia, St-Petersburg, JSC "SPIK SZMA"). Method of feasibility study (decision making problem) of project design solutions for multifunctional structurally complex systems based on cost and reliability multicriteria calculations.
16⁰⁰- 16²⁰	- Zolotuhin V.F., Popov A.V., Kosenkov I.V. (Russia, Rostov-on-Don, Rostov-on-Don Highest Militery Shool), Yesipov Yu.V. (Russia, Rostov-on-Don, South Scientific Centre of Russian Academy of Sciences). The Unodinare Simple Flux How Appearance Sequence Model Of The Accident Indications On Mechanical Objects Of Technical Complexes.
16²⁰- 16⁴⁰	- Tsitsiashvili G.Sh., Osipova M.A. (Russia, Vladivostok, Institute of Applied Mathematics, Far Eastern Branch of RAS). Limit distributions in queuing networks with unreliable elements.
16⁴⁰- 17⁰⁰	- Break
17⁰⁰- 17²⁰	- Lisanov M.V., Grazhdankin A.I. (Russia, Moscow, OSC "STC "Industrial Safety"). Risk Analysis Methodology in System of Technical Adjustment of Dangerous Industrial Objects.
17²⁰- 17⁴⁰	- Tcheremisin A.I. (Russia, Rostov-na-Donu, Rostov-on-Don State Economy and Service University). Information - Telecomunication System For Monitoring And Assessment Of Service Quality.

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Wednesday, July 5
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Plenary session 2, Conference Hall, IPME RAS
Chairman V.V. Vitlinsky

10⁰⁰- 10³⁰	- Jastrebenetsky M.A. (Ukraine, Kharkov, State Scientific and Technical Center of Nuclear and Radiation Safety). Functional Safety of Nuclear Power-Station Control Systems.
10³⁰- 11⁰⁰	- Tsiramua S.G. (Georgia, Tbilisi, Georgian University of Social Sciences). The Application Of Logical and Probabilistic Methods in Problems of Human Resources Management.
11⁰⁰- 11³⁰	- Lukianov V.D., Melnikov V.A. (Russia, St-Petersburg, Defence Engineering Technical University). About Economic Efficiency of Exploitation of Technical System with Consideration of Possible Conditions of Its Operation.
11³⁰ - 12⁰⁰	- Ivanov D.A., Arkhipov A.V. (Russia, St-Petersburg, SPbGUTD), Sokolov B.V. (Russia, St-Petersburg, SPII RAS). Combined Algorithms Of Stability Estimation In Supply Chains.
12⁰⁰ - 12²⁰	- Coffee
12²⁰- 12⁵⁰	- Kibzun A.I., Matveev E.L. (Russia, Moscow, Moscow Aviation Institute). Quantile optimization based on kernel estimates.
12⁵⁰ - 13²⁰	- Hovanov N.V., Yudaeva M.S., Kotov N.V. (Russia, St-Petersburg, St. Petersburg State University). Event Tree With Randomized Transition Probabilities As a New Tool For Alternatives Probabilities Estimation Under Uncertainty.
13²⁰ - 13⁵⁰	- Sigal A.V. (Ukraine, Simferopol, Tavriya national university named V. I. Vernadskiy). Classification of Uncertainty of Assignment of Payoff Matrix for Antagonistic Games.

Section "Risk Models in Business and Finances", Conference Hall, IPME RAS
Chairman A.A. Novosyolov

15⁰⁰-15²⁰	- Verchenko P.I., Pashchenko J.V. (Ukraine, Kiev, Kiev National Economic University). The Imitating Model of the Risk Coordination of the Investment Decisions.
15²⁰- 15⁴⁰	- Karassev V.V., Strokov D., Shiryaev A. (Russia, St-Petersburg, IPME RAS). Formulas and Criteria for Training of Logical and Probabilistic Credit Risk Model.
15⁴⁰- 16⁰⁰	- Urazaeva T.A. (Russia, Yoshkar-Ola, Mari State Technical University). The Automated System of Visual Modeling Risk-Processes in Institutional Economics.
16⁰⁰- 16²⁰	- Afanasiev V.V. (Russia, Kazan, Kazan State Technical University), Kurkina M.V. (Russia, Kazan, Kazan State Institute of Economics and Finances). Economic Synergetic Methods in Modeling of Share Market Dynamic Processes.
16²⁰- 16⁴⁰	- Pernarivsky A.V. (Ukraine, Irpen, National Academy of Ukrainian State Tax Administration). Improvement Of The Estimation Of Credit Risk In The Context Of The Bank's Profit Taxation.
16⁴⁰- 17⁰⁰	- Break
17⁰⁰- 17²⁰	- Sukhanova A.P. (Ukraine, Kiev, Kiev National Economic University). Management and mitigating methods of the investment risks.
17²⁰- 17⁴⁰	- Martynova T.A. (Russia, Krasnoyarsk, Academgorodok, Institute of Computing Modeling SB RAS). The Construction Of Generalized Coherent Risk Measure.

Section "Risk in Engineering and Ecology", Auditorium 9, IPME RAS
Chairman S.G. Tsiramua

15⁰⁰-15²⁰	- Rasova S.S., Kharlamov B.P. (Russia, St-Petersburg, IPME RAS). Semi-Markov Model of Degradation and Reliability Problem.
15²⁰- 15⁴⁰	- Gromova T.V., Vikenteva M.A., Shvetsova-Shilovskaya T.N. (Russia, Moscow, State Scientific Research Institute of Organic Chemistry and Technology), Sokolov F.P. (Russia, Volgograd, PC "Gyprosintez"). Analysis of Reliability of the Equipment For a Bituminization Stage of Dangerous Object.
15⁴⁰- 16⁰⁰	- Lukianov V.D., Melnikov V.A. (Russia, St-Petersburg, Defence Engineering Technical University). About Operating Reliability of Structural Complex Technical System and Its Economic Aspects.
16⁰⁰- 16²⁰	- Skobelev A.B. (Russia, St-Petersburg, Naval Academy). Combined Operations of Fire Models and Hardware Switching. Integral Estimation of Fire Resistance of Submarine.
16²⁰- 16⁴⁰	- Yesipov Yu.V. (Russia, Rostov-on-Don, South Scientific Centre of Russian Academy of Sciences), Popov A.V., Kosenkov I.V. (Russia, Rostov-on-Don, Rostov-on-Don Highest Militery Shool). The Calculate-Experimental Analysis Of Risk Of The System's "Thin-Wall Pressure Vessel - External Effects - Diagnostic Means".
16⁴⁰- 17⁰⁰	- Break
17⁰⁰- 17²⁰	- Rykov V.V. (Russia, Moscow, Institute for Information Transmission Problems of Russian Academy of Science). About a course "Reliability of technical systems and technogeneous risk" in Russian State Oil & Gas University.

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Thursday, July 6
__________________________________________________________________

Plenary session 3, Conference Hall, IPME RAS
Chairman N.V. Hovanov

10⁰⁰- 10³⁰	- Ershov G.A., Ermakovich Yu.L., Parfentiev M.A. (Russia, Saint-Petersburg, FSUE SPb "Atomenergoproekt"), Legoshin P.V. (Russia, Saint-Petersburg, NRI). Software for Probabilistic Analysis of Safety of Nuclear Power Systems.
10³⁰- 11⁰⁰	- Matrosov V.M., Baranov V.V., Baranova E.L., Maslennikova A.V. (Russia, Moscow, Stability and Nonlinear Dynamics Research Center of RAS). Decision-making Models and Methods in Problem preventive Safety Industrial Systems.
11⁰⁰- 11³⁰	- Kotenko I., Stepashkin M., Bogdanov V. (Russia, St-Petersburg, SPII RAS). Evaluating Security Level Of Computer Networks On Basis Of Attack Graph Generation.
11³⁰ - 12⁰⁰	- Kostogryzov A. (Russia, Moscow, Research Institute of Applied Mathematics and Certification), Nistratov G. (Russia, Moscow, Institute of Informatics Problems of Russian Academy of Science). Mathematical Models and Software Tools for Analyzing System Quality and Risks according to standard requirements.
12⁰⁰ - 12²⁰	- Coffee
12²⁰- 12⁵⁰	- Yesipov Yu.V. (Russia, Rostov-on-Don, South Scientific Centre of Russian Academy of Sciences), Turikov V.L., Dubok A.G. (Russia, Rostov-on-Don, Rostov-on-Don Service Institute). The Possibility Assessment Risk In The Time Of Monitoring And Analysis Of Dynamic Distortion Image Structures.
12⁵⁰ - 13²⁰	- Novosyolov A.A. (Russia, Krasnoyarsk, Academgorodok, Institute of Computing Modeling SB RAS). Copula function as a dependence structure.
13²⁰ - 13⁵⁰	- Vitlinsky V.V. (Ukraine, Kiev, Kiev National Economic University), Makhanets L.L. (Ukraine, Chernivtsi, Chernivtsi National University named U. Fed'kovich). Multifactor Political Risk Estimation.

Section "Risk Models in Business and Finances", Conference Hall, IPME RAS
Chairman A.I. Kibzun

15⁰⁰-15²⁰	- Vitlinsky V.V. (Ukraine, Kiev, Kiev National Economic University), Afanasiev E.V., Afanasiev I.E. (Ukraine, Krivoy Rog, Krivoy Rog Economic Institute of Kiev National Economic University). 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.
15²⁰- 15⁴⁰	- Borodin A.V. (Russia, Mari-El, Yoshkar-Ola, Savings Bank of the Russian Federation, Office Mari El). Games Theory Models of Process of Risk above Petri Nets.
15⁴⁰- 16⁰⁰	- Lebedev N.Y., Solojentsev E.D. (Russia, St-Petersburg, IPME RAS). Logic-Probabilistic Models of Company Management Unsuccess Risk.
16⁰⁰- 16²⁰	- Udovenko V.A., Vitlinsky V.V. (Ukraine, Kiev, Kiev National Economic University). Management by Transformation Risks at the Enterprises.
16²⁰- 16⁴⁰	- Kolyada Yu.V. (Ukraine, Kiev, Kiev National Economic University). Modeling of Capitals' Investment Allocation Is One of the Methods to Reduce the Social Risk.
16⁴⁰- 17⁰⁰	- Break
17⁰⁰- 17²⁰	- Podkidysheva A.N. (Russia, Perm, Perm State University). The Risks Arising During Realization Building Project Financed by Bank.
17²⁰- 17⁴⁰	- Sokolov M.V. (Russia, St-Petersburg, AVK Securities & Finance Limited). Comparison meaningful means and their applications to utility theory.

Section "Risk in Engineering and Ecology", Auditorium 9, IPME RAS
Chairman I.A. Ryabinin

15⁰⁰- 15²⁰	- Pustylnik P.N. (Russia, St-Petersburg, Russian State Pedagogic University by Gertsen A.I.). Systems Approach To The Estimation Of The Risk Of Technogenic Catastrophe As The Consequences Of The Poor Quality Technological Formation.
15²⁰- 15⁴⁰	- Savina A.V., Lisanov M.V., Grazhdankin A.I., Pchelnicov A.V., Sumskoi S.I. (Russia, Moscow, OSC "STC "Industrial Safety"). Accidental Risk Assessment on pipelines BTS and "Druzba".
15⁴⁰- 16⁰⁰	- Timashev S.A., Yurchuk Z.V. (Russia, Ekaterinburg, Science & Engineering Center "Reliability & Resource of Large Machine Systems," Ural Branch, Russian Academy of Sciences). Quantitative assessment of pipeline safety increasing due to implementation of special means.
16⁰⁰- 16²⁰	- Trush N.N. (Byelorussia, Minsk, Byelorussian State University), Sanyuk N.V. (Byelorussia, Brest, Brest State University).Firm Expenses Of Optimization On The Risk Reduction Of Emergency Situations.
16²⁰- 16⁴⁰	- Shishkin R.A. (Russia, Rostov-na-Donu, Rostov-on-Don State Economy and Service University). Information - Technology Risk Monitoring Of Engeneering And Ecology Systems.
16⁴⁰- 17⁰⁰	- Break
17⁰⁰- 17²⁰	- Naumov A.V., Bogdanov A.B. (Russia, Moscow, Moscow Aviation Institute). An Algorithm For Solving Two-Stage Quantile Optimization Problem With Discrete Random Parameters.
17²⁰- 17⁴⁰	- Gerasimov V.L. (Russia, Khimki, Military Academy of Radiating, Chemical and Biological Protection Defense). Medical-Biology Aspects Of Risk Assessment Of Radiation Factors On The Person.
17⁴⁰- 18⁰⁰	- Safonov V.S., Ovcharov S.V., Lesnykh V.V. ("VNIIGAZ" Ltd.). The Experience of Application of Risk Analysis Methodology in Development of Industrial Safety Declarations for Gas-Transport Enterprises.

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Friday, July 7
__________________________________________________________________

Plenary session 4, Conference Hall, Hotel "Novotel"
Chairman N.V. Hovanov

10⁰⁰- 10³⁰	- K. Giannopoulos (UAE, Dubai, The British University in Dubai). A Filtered Historical Simulation Approach For Pricing Spread Options.
10³⁰- 11⁰⁰	- F. Rousseaux, K. Lhoste, F. Chirol (France, Paris, Ecole Centrale d'Electronique). Multi-Agent Cooperative Management For Geo-Political Risks And Crisis.
11⁰⁰- 11³⁰	- G. Sorwar, K. Dowd (UK, Nottingham, The University of Nottingham). Different Risk Measures for Vanilla and Path Dependent American Options.
11³⁰ - 12⁰⁰	- Novosyolov A.A. (Russia, Krasnoyarsk, Academgorodok, Institute of Computing Modeling SB RAS). Representation of preferences on a set of risks by functional families.
12⁰⁰ - 12²⁰	- Coffee
12²⁰- 12⁵⁰	- M. Finkelstein (Republic of South Africa, Bloemfontein, University of the Free State). On Various Shock Models.
12⁵⁰ - 13²⁰	- D. Cassimon (Belgium, Antwerpen, University of Antwerpen), P.-J. Engelen (Netherlands, Utrecht, Utrecht University), Vilimir Yordanov (Bulgaria, Sofia, Sofia St. Kliment Ohridski University). Handling Complex Decisions In The Development Of New Drugs In Pharmaceutical Firms.
13²⁰ - 13⁵⁰	- Z. Rosicka (Czech Republic, Brno, University of Defence). Risk in Problems of Knowledge Management.

Section "Risk Models in Business and Finances", Conference Hall, Hotel "Novotel"
Chairman A.A. Novosyolov

15⁰⁰-15³⁰	- F. Jareno, A. Diaz (Spain, Albacete, Universidad de Castilla-La Mancha). Inflation News and Stock Returns: a Sectorial Analysis in the Spanish Case.
15³⁰- 16⁰⁰	- Hovanov N.V., Sutyrin S.F. (Russia, St-Petersburg, St. Petersburg State University), Kolari J.W. (USA, Texas A&M University), Sokolov M.V.( Russia, St-Petersburg, AVK Securities & Finance Limited). Meta-Money: Theory And Application Under Risk And Instability.
16⁰⁰- 16³⁰	- Hsih-Chia Hsieh (Taiwan, Taipei, Hsing-Kho University), Pei-Gin Hsieh (Taiwan, National Chung-cheng University), Tong-Sun Hsieh (Taiwan, Taipei). Risk Premium and Volatility in Finance Engineering.
17⁰⁰-	- Closing Of Scientific School MA SR - 2006 (Conference Hall, Hotel "Novotel").

Section "Risk in Engineering and Ecology", (Conference Hall, Hotel "Novotel")
Chairman I.A. Ryabinin

15⁰⁰- 15³⁰	- J. Stodola (Czech Republic, Brno, University of Defence in Brno). Traffic Accident Information System and Risk Crash Evaluation.
15³⁰- 16⁰⁰	- M. Holicky (Czech Republic, Prague, Czech Technical University). Risk Assessment and Optimization of Road Tunnels.
16⁰⁰- 16³⁰	- R. Righini (Italy, Bologna, ENEA), E. Montiel (Spain, INESCOP). A New Method for the Application of RAMS Techniques to Quality Assurance (QA).
17⁰⁰-	- Closing Of Scientific School MA SR - 2006 (Conference Hall, Hotel "Novotel").

ORGANIZING COMMITTEE ADDRESS

Evgueni Dmitrievich Solojentsev
IPME RAS, Bolshoi pr., 61. V.O.
199178, St.Petersburg, RUSSIA
Tel.: 7(812)3214766 Fax.: 7(812)3214771
E_mail: risk@sapr.ipme.ru
http://www.ipme.ru/ipme/labs/iisad/sapr1.htm