МАТЕМАТИЧЕСКОЕ И КОМПЬЮТЕРНОЕ МОДЕЛИРОВАНИЕ В ЭКОНОМИКЕ, СТРАХОВАНИИ И УПРАВЛЕНИИ РИСКАМИ Материалы V Международной молодежной научно-практической конференции
This paper presents the methodology of collecting and processing open data for the description of both price and non-price characteristics of the apartments in the primary real estate market. The factors that affect the cost per square meter in St. Petersburg and Leningrad region are also analyzed.
The paper studies a problem of optimal insurer’s choice of a risk-sharing policy in a dynamic risk model, so-called Cramer-Lundberg process, over infinite time interval. Additional constraints are imposed on residual risks of insureds: on mean value or with probability one. An optimal control problem of minimizing a functional of the form of variation coefficient is solved. We show that: in the first case the optimum is achieved at stop loss insurance policies, in the second case the optimal insurance is a combination of stop loss and deductible policies. It is proved that the obtained results can be easily applied to problems with other optimization criteria: maximization of long-run utility and minimization of probability of a deviation from mean trajectory.
Nowdays normative legal acts adopting by the government are aimed at improving the efficiency of public expenditures, associated with the stimulation of economic development. A lot of new budgetary tools are entered in our economy. Nevertheles, practical implementation of new mechanisms and tools is enough slow. This situation focuses on the efficiency of public expendirures of all budgetary levels. In accordance with the global experience, the drastic increase of the efficiency and impact of pulic expenditures can be achieved only by the way of creating the modern system of financial management in government, one of the most important part of which is an internal control and audit.
The chapter studies a dynamic risk model defined on infinite time interval, where both insurance and per-claim reinsurance policies are chosen by the insurer in order to minimize a functional of the form of variation coefficient under constraints imposed with probability one on insured's and reinsurer's risks. We show that the optimum is achieved at constant policies, the optimal reinsurance is a partial stop loss reinsurance and the optimal insurance is a combination of stop loss and deductible policies. The results are illustrated by a numerical example involving uniformly distributed claim sizes.
Active vocabulary for business English students based on the business coursebook "Market Leader". The focus is on the development and mastering of business English active vocabulary for the Business Studies.
The article describes the use of Excel programme for risk assessment models: method of sensitivity analysis, scenarios method, Monte-Carlo method.
long-term investment project, risk, method of sensitivity analysis, Scenario method, method of Monte Carlo simulation
The chapter offers three analytical cases put together as a result of non-formalized face-to-face interviews. it is shown how different manufacturing enterprises - mature chemical firm within the vertically intergated holding, new machine-building plant which serve the demand of resource sector and the relatively new company with the foreign owner - undertake technological innovations. The barriers, motivations and risks which influence the decisions to innovate are descrived. In the end, we show how innovations affect the competitiveness.
We consider certain spaces of functions on the circle, which naturally appear in harmonic analysis, and superposition operators on these spaces. We study the following question: which functions have the property that each their superposition with a homeomorphism of the circle belongs to a given space? We also study the multidimensional case.
We consider the spaces of functions on the m-dimensional torus, whose Fourier transform is p -summable. We obtain estimates for the norms of the exponential functions deformed by a C1 -smooth phase. The results generalize to the multidimensional case the one-dimensional results obtained by the author earlier in “Quantitative estimates in the Beurling—Helson theorem”, Sbornik: Mathematics, 201:12 (2010), 1811 – 1836.
We consider the spaces of function on the circle whose Fourier transform is p-summable. We obtain estimates for the norms of exponential functions deformed by a C1 -smooth phase.