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Science and Urgent Problems of Society Working Group

Logic And Probabilistic Models of Risk In Multicomponent Systems with Groups of Incompatible Events for Problems of Classifications, Investment, Effectiveness and Management


Convener:  Evgeny Solojentsev, Institute of Problems of Mechanical Engineering of RAS, St. Petersburg, Head of  “Intelligent Integrated Automatized  Design Systems Laboratory” , Professor, Dr. of  Tech. Sci.
Contact:

Name of organization: Institute of Problems of Mechanical Engineering, Academy of Sciences of Russia

Address: Bolshoi  61, V. O. IPME RAS, 199178,   St. Petersburg, RUSSIA
Phone number:  Tel.:+7 (812) 321-47-66; Fax: +7 (812) 321-47-71
E-mail address: risk@sapr.ipme.ru

The workgroup are going to have contacts with scientists from different countries who are connected with the problems of Modeling of Risk situation.

We state foundations of logic and probabilistic (LP) risk theory of multicomponent systems with groups of incompatible events (GIE) for problems of classifications (credit risks), investment (security portfolio risk), effectiveness (analysis of social processes) and management companies (country or city administration).

In named problems, having different statement of tasks of optimization, we use arbitrary distributions of random variables given discretely. This allows us to use for modeling and analysis of risk the LP-calculus, to overcome the many of weakness and assumptions of traditional methods and to get essentially bigger accuracy, robust and transparency in estimates of non-success risk.

Our publications:

  • Evgueni D. Solojentsev. Scenario logic and probabilistic  management of risk in business and engineering.- Springer, 2005.
  • E. D. Solojentsev, N. V. Stepanova, V. V. Karasev. Transparency  of methods for assessment of credit risks and ratings.- St. Petersburg University Press, 2005.
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