Vol-1726
urn:nbn:de:0074-1726-1

Copyright © 2016 for the individual papers by the papers' authors. Copying permitted for private and academic purposes. This volume is published and copyrighted by its editors.

CMDM 2016
Computer Modelling in Decision Making

Proceedings of the Workshop on Computer Modelling in Decision Making
co-located with V International Youth Research and Practice Conference on Mathematical and Computer Modelling in Economics, Insurance and Risk Management (MCMEIRM 2016)

Saratov, Russia, November 10-11, 2016.

Edited by

Tatiana A. Belkina *
Suren Islyaev
Vladimir S. Mkhitaryan *
Sergei P. Sidorov ****

* Central Economics and Mathematics Institute of RAS, Laboratory of Risk Theory, Russia
** Deloitte, UK
*** National Research University Higher School of Economics, Statistics, Data Analysis and Demography Department, Russia
**** Saratov State University, Institute of Risks, Russia

Table of Contents

Preface

Survival Probability in the Life Annuity Insurance Model with Stochastic Return on Investments 1-12
Tatiana A. Belkina, Nadezhda B. Konyukhova, Bohdan V. Slavko
Formation of Life Quality Indicators System through Search Algorithm of Association Rules13-22
Lyudmila P. Bilgaeva, Dashidondok Sh. Shirapov, Grigoriy V. Badmaev
Empirical Analysis of Index Tracking Error Minimization Algorithms Based on Stochastic Dominance Principle23-34
Alexey R. Faizliev, Sergei P. Sidorov, Sergei V. Mironov, Andrey A. Khomchenko
Model of Risk-Oriented Management in Governmental Institutions: Process Approach35-42
Nina P. Grishina
Solving Optimal Stopping Problem by Using Computer Algebra Systems43-52
Vladimir M. Khametov, Elena A. Shelemekh, Evgeniy V. Yasonov
Econometric Modeling of the Dynamics of the Integration Activity of Russian Companies53-68
Vladimir S. Mkhitarian, Mariia G. Karelina
Econometric Modelling of the Parameters Actuarial Model of Net Rates for Life Insurance of the Population of Region69-80
Vladimir S. Mkhitarian, Svetlana S. Mikhaylova
Modeling and Decision Support for the Firms’ Pricing Policy under a Chaotic Dynamic of Market Prices 81-88
Ekaterina V. Orlova
Forming of the Competitive Investment Programs for Enterprises89-99
Anatoly V. Panyukov, Ekaterina N. Kozina
Improving the Tools Used in Computer Modelling of the Bond Liquidity Assessment on the Russian Market100-108
Yulia V. Semernina, Alla V. Yakunina, Ekaterina A. Nesterenko, Sergey V. Yakunin, Evgeny A. Korobov

2016-11-12: submitted by Sergei P. Sidorov, metadata incl. bibliographic data published under Creative Commons CC0
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