К вопросу о качестве решений при многокритериальной оптимизации запасов по методу Гурвица
It is developed and presented an approach to inventory management EOQ-model optimization in this paper taking into the deferrals provided for the order cost payments. They summarize the results for the traditional EOQ-models taking into account the deferrals of payments which relate to payment of the batch of goods, with the payment of storage costs, and of the delivery costs payment. Presented modifications of EOQ-formulas will allow for managers to while considering the above features also to take into account he specificity costs of storage charging, in the form of rent, and for the used place on stock, to improve the decisions on the organization of the supply chain quality.
For problems of a choice of the best decision at stock management by many criteria, the illustration of phenomena of inadequate optimization in a format of traditional methods is given. Necessity of working out of new approaches to optimization is underlined to give the chance to the manager to eliminate such phenomena.
The article presents the derived formulas for calculating the parameters of the EOQ model that takes into account simultaneous multi-product supplies and differential discounts as well as the developed algorithm for calculating the parameters of this model.
The article presents a special modification of the EOQ-formula for a diversified EOQ-model of inventory management with account to specifics of lot deliveries. It will allow managers to determine the optimal parameters of the inventory management strategy if it is required to take into account the following features: 1) the possibility of order payment deferral; 2) time value of money at cashflow modelling 3) incomes specifics, when the proceeds come with a delay 4) specificity of storage costs payment (in form of rent or by the occupied storage space). In addition, the article specifies some options related to the possibility of using such a formula if it is necessary to additionally take into account: a) the restriction on the allowable length of the delay in payment of goods, so that the point of receipt of the proceeds did not exceed the corresponding reorder interval duration (on average); b) the vehicle capacity. The presented research materials on optimization of supplies will allow managers to estimate the effect of permissible delays in order payments, delays in receipt of proceeds, and the factor of vehicle capacity on the parameters of the optimal strategy of inventory management. The procedures of EOQ formula modification for inventory management systems are performed in relation to interesting and business-relevant models of this type that correspond to efficient deliveries, where these delays allow to make order payments from revenue at reordering intervals.
The article deals with longevity risk, which is faced by non-state pension funds, and possible methods of its management. Longevity risk arises from uncertainty in future mortality trends and is related with the guaranteed lifelong pension payments. The emphasis is put on the impact of this risk on solvency of non-state pension funds. Results of the estimation show, that the effect is quite significant and longevity risk has to be controlled. Two possible methods of risk management for longevity risk are discussed: special reserves and life expectancy forecasting.
The sections of the discipline "Economic and mathematical methods and models in logistics" are presented, related to procedures for optimizing supply chains on the basis of methods of mathematical theory of inventory management, methods and models of graph theory, methods for solving the transport problem, methods for optimizing flows in networks, optimizing network project schedules. The foundations of the method of simulation are given.
The paper examines the structure, governance, and balance sheets of state-controlled banks in Russia, which accounted for over 55 percent of the total assets in the country's banking system in early 2012. The author offers a credible estimate of the size of the country's state banking sector by including banks that are indirectly owned by public organizations. Contrary to some predictions based on the theoretical literature on economic transition, he explains the relatively high profitability and efficiency of Russian state-controlled banks by pointing to their competitive position in such functions as acquisition and disposal of assets on behalf of the government. Also suggested in the paper is a different way of looking at market concentration in Russia (by consolidating the market shares of core state-controlled banks), which produces a picture of a more concentrated market than officially reported. Lastly, one of the author's interesting conclusions is that China provides a better benchmark than the formerly centrally planned economies of Central and Eastern Europe by which to assess the viability of state ownership of banks in Russia and to evaluate the country's banking sector.
The paper examines the principles for the supervision of financial conglomerates proposed by BCBS in the consultative document published in December 2011. Moreover, the article proposes a number of suggestions worked out by the authors within the HSE research team.