Vyacheslav Kolbin

Otsenka I Upravlenie Riskom: Stepeni I Mery Riska Vyacheslav Kolbin Russian edition

Otsenka i upravlenie riskom Rassmatrivayutsya problemy prinyatiya resheniy v usloviyakh riska i neopredelennosti. Vvodyatsya ponyatiya stepeney i mer riska, obsuzhdaetsya problema opisaniya predpochteniy na mnozhestve veroyatnostnykh raspredeleniy, privoditsya zadacha raspredeleniya resursov. Rassmatrivayutsya strakhovye portfeli, opredelyaetsya tsena strakhovaniya i vremya zhizni protsessov riska. Rasschityvaetsya veroyatnost' po portfelyu strakhovykh dogovorov, privedeny dinamicheskie protsessy riska. Opisan risk v finansovykh modelyakh i stokhasticheskoe dominirovanie osnovnykh funktsiy investitsionnogo proekta. Privedeny metody otsenki riska, modeli razoreniya strakhovykh kompaniy, perestrakhovaniya. Provoditsya analiz mer riska na kogerentnost'. Pokazana svyaz' stepeney riskovosti i funktsiy ozhidaemoy poleznosti. V osnove raboty lezhat materialy spetsial'nogo kursa lektsiy, chitaemykh SPbGU.