MA SR - 2009

Status	International Program Committee	Participation	Sponsors
Areas of interest	National Organizing Committee	Publication	Registration Fee
MASR - 2009 Program		ISAD Main Page

RUS

NINTH INTERNATIONAL SCIENTIFIC SCHOOL
in SAINT-PETERSBURG, RUSSIA, JULY 7 - 11, 2009

"MODELLING and ANALYSIS of SAFETY and RISK
in COMPLEX SYSTEMS" (MA SR – 2009)

STATUS

The year 2009 International Scientific School "Modeling and Analysis of Safety and Risk in Complex Systems (MASR - 2009)" will be held in Saint-Petersburg, Russia, July 7 - 11. The School is organized by Institute of Problems of Mechanical Engineering of Russian Academy of Sciences (RAS), Saint-Petersburg Institute of Informatics and Automation of RAS and Bureau of Credit Risk Estimation and Analysis "INO_TEL" Ltd. with the support of the Russian Foundation for Basic Research.

All participants will have the possibility to see the wonderful city - Saint-Petersburg.

The official languages of the School are English and Russian.

AREAS of INTEREST

The main research areas to be discussed at the School in the year 2009 are:

1.

The consideration of methods of quantitative estimation, analysis and management of risk in economics, engineering and medicine;

2.

The consideration of methods, models and software for risk management and analysis of risk and efficiency in complex economic and technical systems;

3.

Consideration of two kinds of events: appearance of system's state and failure of system's state under statistical data and monitoring;

4.

Classes of risk models and models of efficiency;

5.

Formulation of axioms and theorems for risk management and efficiency;

6.

Development of logical and probabilistic (LP) risk models and models of efficiency in banking, security portfolio, bribes and corruption, social and economical systems;

7.

The development of relations between different areas of risk theory application.

TOPICS

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

a) Risk Models in Finance

Market Risk;
Operational and Liquidity Risk;
Credit Risk;
Effective Strategic Risk Management and Efficiency;
Methods of Economic Crisis Forecasting;
Risk of Bribes and Corruption;
Accuracy, Robustness and Transparency of Risk Estimation Methods in Economics;
Knowledge Bases and Problems of Risk, Efficiency and Management;
Combined Logical and Probabilistic Risk Models.
LP Analysis of Risk and Efficiency in Social and Economic Systems.

b) Risk Models in Engineering and Ecology

Risk Models in Nuclear Power Engineering;
Scenarios and Models of Safety and Failure Risk;
Logical and Probabilistic Risk Models for Systems with Multi-State Elements;
Identification and Optimization in Risk Problems;
Analysis and Management of Risk and Efficiency by Statistical Data;
Software for Modeling and Analysis of Risk and Efficiency;
Software Reliability.

c) Risk Models in Medicine

Safety and Risk Models in Medicine
Hospital Risk Management;
Patient Safety;
Clinical Risk Assessment Methods;
Information Systems for Risk Management in Hospitals;
Risk of Medical Staff Mistakes;
Medical Equipment Reliability.

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

INTERNATIONAL PROGRAM COMMITTEE

PRESIDIUM

Chairman:
N. Machutov, corresponding member RAS (Russia, IME RAS),

Co-chairmen:
A. Agarwal, Professor (India, IIF & IIFBS),
I.I. Eliseeva, Corresponding Member of RAS (Russia, St.PSUEF),
K. Giannopoulos, Professor (UAE, British University in Dubai),
S.V. Gribovsky, Professor (Russia, Saint-Petersburg Administration),
I.A. Ryabinin, Professor (Russia, Naval Academy),
E.D. Solojentsev, Professor (Russia, IPME RAS).

SECTION "RISK in ENGINEERING & ECOLOGY"

I.A. Ryabinin, Professor (Russia, Naval Academy) - chairman

Bochkov A.V. (Russia, VNIIGAZ)	Mozhaev A.S. (Russia, Sevzapmontazhautomatika)
Finkelstein M.S. (S. Africa, University of Free State)	Popentiu F. (UK, City University, UNESCO Chair)
Indeitsev D.A. (Russia, IPME RAS)	Righini R. (ENEA, Italy)
Khimenko V.I. (Russia)	Rotshtein A. (Israel)(USA)
Kumamoto H. (Japan, Kyoto University)	Tsiramua S.G. (Georgia, Tbilisi University)
Matrosov V.M. (Russia, IME RAS)	Volik B.G. (Russia, IPC RAS)
Morosov N.F.(Russia, SPSU)	Yusupov R.M.(Russia, SPII RAS)

SECTION "RISK in FINANCE"

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

Acerbi C. (Abax Bank)	Martins A.P. (Portugal, Universidade Catolica Portuguesa)
Barone-Adesi (Switzerland) G.	Nikulin M.S. (France, University Bordeaux)
Chernyavsky F.I. (Republic of Belarus, ABB)	Novoselov A.A. (Russia, ICM SB RAS)
Clark E. (UK, Journal "Frontiers in Finance and Economics")	Odinets V.P. (Russia)
Esipov V.E. (Russia)	Peaucelle I. (France, CNRS/CEPREMAP)
Gallais-Hamonno G. (France, French Finance Association)	Rogov M. (Russia, "Dubna" University)
Gallo G. (Italy, University of Florence)	Roy N. (USA, Education Committee of PRMIA)
Golembiovsky D.Yu. (Russia, Bank "ZENIT")	Sanyuk N.V. (Republic of Belarus, Brest University)
Hovanov N.V. (Russia, SPSU)	Sorwar G. (UK, The University of Nottingham)
Kibzun A.I. (Russia, MIA)	Tzavalis E. (Greece, Athens Business School)
Lenz H.-J., (Germany, Freie Universitat)	Uryasev S. (USA, University of Florida)
Lesnykh V.V. (Russia, VNIIGAZ)	Vitlinsky V.V.(Ukraine, KNEU)

SECTION "RISK in MEDICINE"

L.A. Bezrukov, Professor (Ukraine, BSMA) - chairman

Chekan V. (Republic of Belarus)	Rahim Y. (Italy, University of Torino)
Djuk V.A. (Russia, SPII RAS)	Ramaswamy M. (Oman, Ministry of Health)
Trehan N. (India, Escorts Research Institute)

NATIONAL ORGANIZING COMMITTEE

E.D. Solojentsev, Professor, (Russia, IPME RAS) - chairman,
V.V. Karassev (Russia, IPME RAS) - secretary,
B.V. Sokolov (Russia, SPII RAS).

PARTICIPATION

Authors who wish to participate in the School should send a paper or brief thesis of lecture to adm@inotel.org or inorisk@gmail.com, before April 25, 2009 as Microsoft Word file (not more 6 pages, type 11pt). Prior publication all papers will be peer refereed. We will send the invitation to authors of accepted papers till May 1, 2009 by E_mail.

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.inotel.org/masrconference/ .

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, School's website and all printing materials.

PROGRAM

___________________________________________________________________
Tuesday, July 7
__________________________________________________________________

Plenary session 1, Conference Hall, IBI
Chairman I.A. Ryabinin

10⁰⁰- 10³⁰	Opening of the International Scientific School MA SR - 2009. Nenashev D.A., Sergeeva O.G., Hovanov N.V. (Russia, Saint-Petersburg, Saint-Petersburg State University). Binary Currencies of Minimal Risk
10³⁰- 11⁰⁰	- Haan L., Kakes J. (Netherlands, Amsterdam, De Nederlandsche Bank). A Probit Model For Insolvency Risk Among Insurers.
11⁰⁰- 11³⁰	- Popentiu F. (Romania, Bucharest, UNESCO, Academy of Romanian Scientists), Bernard Burtschy (France, Paris, Telecom ParisTech), Anca Lungu (Romania, Bucharest, "Politehnica" University of Bucharest). The Impact Of Wind Speed Forecasting On Monitoring The Air Pollution.
11³⁰- 12⁰⁰	- Ryabinin I.A. (Russia, Saint-Petersburg, Naval Academy). Mathematical Concept of Logical and Probabilistic Calculus and Features of Its Application in Case of Nonmonotonic, Repeated and Regular Functions of Boolean Algebra.
12⁰⁰ - 12²⁰	- Coffee
12²⁰- 12⁵⁰	- Uzhga-Rebrov O. (Latvia, Rezekne, Rezekne Higher Educational Institution), Galina Kuleshova (Latvia, Riga, Riga Technical University). Problems of dealing with conflicts in the combination of beliefs.
12⁵⁰ - 13²⁰	- Rogov M. (Russia, Moscow, The International State University DUBNA). Risk Management Based On The Global Risk Factor Theory.
13²⁰ - 13⁵⁰	- Pavlov A.N., Sokolov B.V. (Russia, Saint-Petersburg, SPII RAS). Structural Dynamics of the Disaster Tolerance Information System.

Section "Risk in Finance", Conference Hall, IBI
Chairman V.V. Vitlinsky

15⁰⁰-15²⁰	- Kokh I.A. (Russia, Kazan, Kazan State Finance and Economics Institute). Expected Return Estimation and Market Risk Measurement for Debt Instruments.
15²⁰- 15⁴⁰	- Rutkauskas A.V., Stasytyte V. (Lithuania, Vilnius, Vilnius Gediminas Technical University). With Double Trump Boat through Turbulent Markets Oceans.
15⁴⁰- 16⁰⁰	- Vitlinsky V.V., Shatarskaya I. (Ukraine, Kiev, Kiev National Economic University). Account Of Quantitative Estimation of Risk in Making of Rational Market Decisions.
16⁰⁰- 16²⁰	- Dolinsky L.B. (Ukraine, Kiev, Kiev National Economic University). Bonds Default Modelling on the Basis of the Logical-And-Probabilistic Approach.
16²⁰- 16⁴⁰	- Break
16⁴⁰- 17⁰⁰	- Huixian Zh. (China, Shanghai, Shanghai University of Finance and Economics, School of Finance). An Analysis on the Effect of the China Stock Market Transmission Monetary Policy.
17⁰⁰- 17²⁰	- Gutorov A.A. (Ukraine, Kharkov region, settlement "Kommunist", Kharkov National Agrarian University). Application of the latent periodicity revealing's methods in modelling and an estimation of economic risks.
17²⁰- 17⁴⁰	- Mishra S. (India, Hyderabad, NICMAR). Advanced Planning Analysis Under Strategic Risk Management: An Emergence of Goal Congruence Approach.
17⁴⁰- 18⁰⁰	- Khaimurzina N.Z. (Russia, Ulyanovsk, Ulyanovsk State University). Risk Protection as a Factor of Stable Development.

Section "Risk in Engineering and Ecology", Auditorium 22, IBI
Chairman I.A. Ryabinin

15⁰⁰-15²⁰	- Rimov A.A. (Russia, Moscow, Russian Thermal Engineering Institute - VTI), Mozhaev A.S. (Russia, Saint-Petersburg, "SPIK SZMA"). Methodological Basics of Electrical Systems and Networks Reliability and Risk Estimation.
15²⁰- 15⁴⁰	- Ostrovsky E. (Israel, Rosh Ha'ain, Soniclynx company), Rogover E., Sirota L. (Israel, Ramat Gan, Bar-Ilan University). Optimal Adaptive Signal Detection And Measurement, With Application Into The Financial Mathematic, Technical Diagnosis, Image Processing, Etc.
15⁴⁰- 16⁰⁰	- Pavlov A.N. (Russia, Saint-Petersburg, SPII RAS). Analysis of the genome of the double-pole net structure.
16⁰⁰- 16²⁰	- Stefanyshyn D.V. (Ukraine, Rivne, National University of Water Industry and Nature Management), Stefanyshyna Yu.D. (Ukraine, Kiev, Institute of Telecommunications and Global Information Space of NAS). A Method of Decision Making at Risk in Natural Resources Use by Pairwise Comparison of Alternatives with Taking Account of Risks of Lost Opportunities.
16²⁰- 16⁴⁰	- Break
16⁴⁰- 17⁰⁰	- Tolmachev V.V., Fedorova I.N. (Russia, Ekaterinburg, Ural Research Metrology Institute). Risk Model of Discrepancy of Key Characteristics of Welded Connection.
17⁰⁰- 17²⁰	- Mishenkina Ju.S. (Russia, Rostov-na-Donu, Rostov-on-Don Service Academia). Computer Implementation of Risk Estimation for Unique Technical System.
17²⁰- 17⁴⁰	- Khvedchenia M.V. (Belarus, Brest, Epam-Systems). Software Requirement Specification. Risks. Cost of Mistakes.

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Wednesday, July 8
__________________________________________________________________

Plenary session 2, Conference Hall, IBI
Chairman N.V. Hovanov

10⁰⁰- 10³⁰	- Novosyolov A. (Russia, Krasnoyarsk, Siberian Federal University, Institute of Mathematics). Some properties of the relative mean function.
10³⁰- 11⁰⁰	- Cheung Y.-L. (Hong Kong, Kowloon, City University of Hong Kong), Cheung Y.-W. (USA, Santa Cruz, University of California,), He W.-W., Wan A. T.K. (Hong Kong, Kowloon, City University of Hong Kong). A Trading Strategy Based on Callable Bull/Bear Contracts.
11⁰⁰- 11³⁰	- Prokhorov A. (Canada, Montreal, Concordia University). A Goodness-of-fit Test for Copulas.
11³⁰ - 12⁰⁰	- Marsh W. (UK, London, University of London, School of Electronic Engineering and Computer Science), George Bearfield (UK, London, Rail Safety and Standards Board). Why Risk Models Should be Parameterised.
12⁰⁰ - 12²⁰	- Coffee
12²⁰- 12⁵⁰	- Rutkauskas A.V., Stasytyte V., Stankeviciene J. (Lithuania, Vilnius, Vilnius Gediminas Technical University). Profit, Riskness and Reliability - Three-Dimensional Base for Investment Decisions Managament.
12⁵⁰ - 13²⁰	- Vitlinsky V.V., Kolyada Yu.V. (Ukraine, Kiev, Kiev National Economic University), Perten S.I. (Ukraine, Chernovtsy, Chernovtsy Trade and Economic Institute). Dynamics Of The Risk By Means Of Watching Economic Indexes Rates.
13²⁰ - 13⁵⁰	- Yegorov Yu. (Austria, Vienna, University of Vienna). About Origins of Financial Crisis 2008.

Section "Risk in Finance", Conference Hall, IBI
Chairman A.A. Novosyolov

15⁰⁰-15²⁰	- Leoni P.L. (Denmark, Odense, University of Southern Denmark). Downside Risk Control of Derivative Portfolios with Mean-Reverting Underlyings.
15²⁰- 15⁴⁰	- Strokov D.S., Solojentsev E.D. (Russia, Saint-Petersburg, IPME RAS). Criteria of Identification of LP-Models of Credit Risk Under Statistical Data.
15⁴⁰- 16⁰⁰	- Vitlinsky V.V. (Ukraine, Kiev, Kiev National Economic University), Gritsyuk P.M. (Ukraine, Rivne, National University of Water Industry and Nature Management). Pre-Prognostic Analysis Of Short Time Series.
16⁰⁰- 16²⁰	- Kaminsky A.B. (Ukraine, Kiev, Kiev National University). Fuzzy Set Approach to Scoring Models of Credit Risk.
16²⁰- 16⁴⁰	- Break
16⁴⁰- 17⁰⁰	- Pesikov E.B. (Russia, Saint-Petersburg, North - Western Institute of Print of St. Petersburg State University of the Technology and Design). Risk Management of Strategy of Virtual Enterprise by a Analytic Hierarchy Process and Statistical Simulation.
17⁰⁰- 17²⁰	- Bhattacharya B., Dutta D. (India, Kolkata, Jadavpur University). VaR in Crisis.
17²⁰- 17⁴⁰	- Wang J. (China, Shanghai, Shanghai University of Finance and Economics). Application Of The Financial Crisis Forecast System Based On The Multifactor Model.
17⁴⁰- 18⁰⁰	- Lall M. (India, Lucknow, University of Lucknow). A Study Of Credit Risk Management In Public Sector Banks In India.

Section "Risk in Engineering and Ecology", Auditorium 22, IBI
Chairman I.A. Ryabinin

15⁰⁰-15²⁰	- Kirillov N.P. (Russia, Saint-Petersburg, SPII RAS). Ontology of Concept: "Technical Systems".
15²⁰- 15⁴⁰	- Kostyuk L.A. (Russia, Saint-Petersburg). The Sense of Logical and Probabilistic Analysis of Problems of Reliability, Survivability and Safety.
15⁴⁰- 16⁰⁰	- Liseychikov N., Tumar V.A., Pegov D. (Belarus, Minsk, Research institute of Armed Forces of the Republic of Belarus). Substantiation of an Analysis Algorithm of Explosive and Fire Safety of Objects of Storage of Explosive Materials by a Logic-Probabilistic Method.
16⁰⁰- 16²⁰	- Harin A.A. (Russia, Moscow, Modern University for the Humanities, Moscow Institute of Physics and Technology). About Existence of Ruptures in the Probability Scale. Calculation of Ruptures' Values.
16²⁰- 16⁴⁰	- Break
16⁴⁰- 17⁰⁰	- Saini K.K. (India, Haryana, Electronics & Communication Engineering, Technical Education). Embedded Software: Embedded Disasters The Reliability Of Software Is Simply A Matter Of Life And Death.
17⁰⁰- 17²⁰	- Sanjuk N.V., Shapochkin A.N., Savich A.E. (Belarus, Brest, Brest State University named by Pushkin A.S.). Approaches for Analysis of Risk in Monitoring of Peat-Bog Fires.
17²⁰- 17⁴⁰	- Bochkov A.V., Lesnykh V.V. (Russia, Moscow Region, Razvilka, Gazprom VNIIGAZ), Timofeeva T.B. (Russia, Moscow, State University of Management). Analytic Hierarchy Process Method for Determining a Priori Distribution of Losses Caused by Energy Supply Interruption.

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Thursday, July 9
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Plenary session 3, Conference Hall, IBI
Chairman N.V. Hovanov

10⁰⁰- 10³⁰	- Jimenez-Rodriguez E.J., Feria-Dominguez J.M., Marti-Marin J.L. (Spain, Seville, Pablo De Olavide University). What About The Loss Threshold For Operational Value At Risk?
10³⁰- 11⁰⁰	- Solojentsev E.D. (Russia, Saint-Petersburg, IPME RAS). Subjects of Research on Logic-Probabilistic Management of Risk and Efficiency in Structurally Complex Systems.
11⁰⁰- 11³⁰	- Egbeleke A.A. (UK, Bradford, University of Huddersfield Business School). Moving from Economic Recession to Recovery: A Case for Economic Growth Risk (EGR) Strategic Management Model.
11³⁰ - 12⁰⁰	- Kar A.R., Dutta B. (Mumbai, India, Indian Register of Shipping). A Probabilistic Model for Engine Room Fire Risk Analysis of Ships.
12⁰⁰ - 12²⁰	- Coffee
12²⁰- 12⁵⁰	- Stefanyshyn D.V. (Ukraine, Rivne, National University of Water Industry and Nature Management), Romanchuk K.G. (Ukraine, Rivne, International University of Economics and Humanities). Use of the Bayes' Approach for Assessment of Damage Risks of System Failures.
12⁵⁰ - 13²⁰	- Kulik B.A. (Russia, Saint-Petersburg, IPME RAS). Phenomenon of Logical and Probabilistic Calculus.
13²⁰ - 13⁵⁰	- Pustylnik P.P. (Russia, Saint-Petersburg, Russian State Pedagogic University by Gertsen A.I.). 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.

Section "Risk in Finance", Conference Hall, IBI
Chairman V.V. Vitlinsky

15⁰⁰-15²⁰	- Liu M.-Y. (Taiwan, Taipei, Soochow University), Lee H.-F. (Taiwan, Taipei, National Taiwan University), Chang D. (Taiwan, Taipei, Soochow University). The Default Prediction Power of the Market-based Approach Relative to Accounting Variables - Evidence for Taiwan and Mainland China.
15²⁰- 15⁴⁰	- Nathaphan S. (Thailand, Salaya, Mahidol University International College), Chunhachinda P. (Thailand, Bangkok, Thammasat Business School). Estimation Risk Modeling in Optimal Portfolio Selection: An Empirical Study from Emerging Markets.
15⁴⁰- 16⁰⁰	- Shiyan D.V. (Ukraine, Kharkiv, Kharkiv National Agricultural University). Total sliding prognosis as measure of risk in stock market.
16⁰⁰- 16²⁰	- Vitlinsky V.V. (Ukraine, Kiev, Kiev National Economic University), Sukhanova A.P. (Ukraine, Kiev, Bank "NADRA"). Risk Calculation In The Foreign Investor's Investment Project Choice Model Based On The Payback Period And Net Present Value.
16²⁰- 16⁴⁰	- Break
16⁴⁰- 17⁰⁰	- Kussy M.Yu. (Ukraine, Simferopol, Tavrida's National University). Implied Modeling Of Price Dynamics In Capital Market With Regard For Current Market Volatility.
17⁰⁰- 17²⁰	- Urazaeva T.A. (Russia, Yoshkar-Ola, Mari State Technical University). Total Cost of Ownership and Risk in Tasks of Infrastructural Optimization of Computer Networks.
17²⁰- 17⁴⁰	- Furman E. (Canada, Toronto, York University), Zitikis R. (Canada, London, University of Western Ontario). General Stein-Type Covariance Decompositions with Applications to Insurance and Finance.
17⁴⁰- 18⁰⁰	- Rompotis G.G. (Greece, Athens, Researcher-National and Kapodistrian University of Athens). Does Premium Impact ETF Returns? Evidence from iShares.

Section "Risk in Medicine", Auditorium 22, IBI
Chairman I.A. Ryabinin

15⁰⁰- 15⁴⁰	- Levitskaya S.A. (Ukraine, Chernovtsy, Bucovina State Medical University). The concomitant pathology of the respiratory airways as risk marker of the development of chronic sinusitis in children.
15⁴⁰- 16²⁰	- Haiqi W. (China, Shanghai, Shanghai University of Finance and Economics, Financia Institute). Fuzzy Comprehensive Evaluation On Risk Of Large Comprehensive Hospital

___________________________________________________________________
Friday, July 10
__________________________________________________________________

Plenary session 4, Conference Hall, IBI
Chairman N.V. Hovanov

10⁰⁰- 10³⁰	- Karasev V.V., Solojentsev E.D. (Russia, Saint-Petersburg, IPME RAS), Karaseva E.I. (Russia, Saint-Petersburg, "INO_TEL" Ltd.). Logic and probabilistic of Ryabinin calculus and management of risk and efficiency in economics. Development of Logical and Probabilistic Approach to Management of Risk and Efficiency in Economics.
10³⁰- 11⁰⁰	- Shalit H., Yitzhaki S. (Israel, Beer Sheva, Ben Gurion University, Central Bureau of Statistics). How Does Beta Explain Stochastic Dominance Efficiency ?
11⁰⁰- 11³⁰	- Rothstein A., Mostovicz J. (Israel, Jerusalem, Jerusalem College of Technology - Machon Lev). System Reliability Analysis Using Fuzzy Logic And Algebra Of Algorithms.
11³⁰ - 12⁰⁰	- Sigal A.V. (Ukraine, Simferopol, Tavrida's National University). Probabilistic model of efficiency of work of the economic system with one absorbing state.
12⁰⁰ - 12²⁰	- Coffee
12²⁰- 12⁵⁰	- Stefanski A. (Poland, Poznan, Wyzsza Szkola Bankowa w Poznaniu). Financial Planning in Small and Medium-Sized Enterprises.
12⁵⁰ - 13²⁰	- Dey S. (India, Indore, Indian Institute of Management). A Two-stage Approach to Consumer Credit Scoring.
13²⁰ - 13⁵⁰	- Tsitsiashvili G.Sh., Osipova M.A. (Russia, Vladivostok, Institute for Applied Mathematics, Far Eastern Branch of RAS). Direct calculations of a reaching moment distribution for an autoregressive random sequence by recurrent integral equalities.

Section "Risk in Finance", Conference Hall, IBI
Chairman A.A. Novosyolov

15⁰⁰-15²⁰	- Harin A.A. (Russia, Moscow, Modern University for the Humanities, Moscow Institute of Physics and Technology). To Development of a Correcting Formula of Forecasting for Complex Systems.
15²⁰- 15⁴⁰	- Wu J. (France, Rouen, Rouen School of Management). How to classify existing exotic options and design new ones.
15⁴⁰- 16⁰⁰	- Vitlinsky V.V. (Ukraine, Kiev, Kiev National Economic University), Makhanets L.L. (Ukraine, Chernovtsy, Chernovtsy National University). Econophysics Methods of Risk Analysis.
16⁰⁰- 16²⁰	- Semenov A.T. (Russia, Novosibirsk, Novosibirsk State University of Economics and Management ). Danger and Risk.
16²⁰- 16⁴⁰	- Break
16⁴⁰- 17⁰⁰	- Zaslavsky V.A., Evgienko V.V. (Ukraine, Kiev, Kiev National University). Optimization of integral regional risk.
17⁰⁰- 17²⁰	- Pernarivsky A.V. (Ukraine, Irpen, National University of Ukrainian State Tax Administration). Estimation of Risk of Insolvency of the Ukrainian Banks in the Conditions of Economic Crisis.
17²⁰- 17⁴⁰	- Stepanenko O.P. (Ukraine, Kiev, Kiev National Economic University). Decision Support Information Technologies in Financial Management of Commercial Bank.
17⁴⁰- 18⁰⁰	- Lebedev A.B., Sokolov M.V. (Russia, Saint-Petersburg, Saint-Petersburg State University). About Measurement of Volatility of Money Profits of Population.
18⁰⁰	- Closing Of Scientific School MA SR - 2009 (Conference Hall, IBI).

Section "Risk in Engineering and Ecology", Auditorium 22, IBI
Chairman I.A. Ryabinin

15⁰⁰- 15²⁰	- Sukach E.I., Ratobylskaya D.V., Kulaga V.N. (Belarus, Gomel, Francisk Skorina Gomel State University). The Extension of a Method of Logical-Probabilistic Modeling of Complex Systems.
15²⁰- 15⁴⁰	- Zolotukhin V.F., Zakharov A.A., Reva V.Yu. (Russia, Rostov-na-Donu, Rostov Military Missile Institute). 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.
15⁴⁰- 16⁰⁰	- Tyrygina G.A. (Russia, Togliatti, Togliatti State University). Practically Applied Estimations of Accuracy of Normal Approximation for Distributions of Poisson Sums and Risk Model.
16⁰⁰- 16²⁰	- Losev E.A. (Russia, Saint-Petersburg). Phenomenon and Reasons of Interest to Task N 35.
16²⁰- 16⁴⁰	- Break
16⁴⁰- 17⁰⁰	- Kostyuk L.A. (Russia, Saint-Petersburg). The Past, Present and Future of Problems of Reliability, Survivability and Safety.
18⁰⁰	- Closing Of Scientific School MA SR - 2009 (Conference Hall, IBI).

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Saturday, July 11
__________________________________________________________________

Round Tables and Discussions (IPME RAS)

ORGANIZING COMMITTEE ADDRESS

IPME RAS, Bolshoi pr., 61. V.O.
199178, St.Petersburg, RUSSIA
Tel.: 7(812)3214766 Fax.: 7(812)3214771
Evgueni Solojentsev - chairman
Vasily Karasev - secretary
E_mail: adm@inotel.org, inorisk@gmail.com .
http://www.ipme.ru/ipme/labs/iisad/sapr1.htm

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1.	The consideration of methods of quantitative estimation, analysis and management of risk in economics, engineering and medicine;
2.	The consideration of methods, models and software for risk management and analysis of risk and efficiency in complex economic and technical systems;
3.	Consideration of two kinds of events: appearance of system's state and failure of system's state under statistical data and monitoring;
4.	Classes of risk models and models of efficiency;
5.	Formulation of axioms and theorems for risk management and efficiency;
6.	Development of logical and probabilistic (LP) risk models and models of efficiency in banking, security portfolio, bribes and corruption, social and economical systems;
7.	The development of relations between different areas of risk theory application.