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Regular version of the site

Book

IX Moscow International Conference on Operations Research (ORM 2018): Moscow, October 22-27, 2018: PROCEEDINGS: Vol.1.

Vol. 1: IX Moscow International Conference on Operations Research (ORM 2018): Moscow, October 22-27, 2018: PROCEEDINGS: Vol.1. Bk. Estimating the probability of company default based on system dynamics model. M.: Max press, 2018.
Куренной Д. С., Голембиовский Д. Ю.

This work discusses a possibility to assess the probability of company default using system dynamic model. This approach is based on Monte Carlo Simulation with various inputs for a system dynamic model. The results are compared with the estimations of rating agencies.

IX Moscow International Conference on Operations Research (ORM 2018): Moscow, October 22-27, 2018: PROCEEDINGS: Vol.1.