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Issues of Risk Analysis

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Vol 21, No 2 (2024)
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COLUMN EDITOR

NATURAL RISK

14-32 209
Abstract

This article proposes possible directions for improving the unified state system for the prevention and response of emergency situations (PRES) in the context of an increasing risk of natural disasters, which are caused by a changing climate and progressive human intervention in the natural environment.

34-41 219
Abstract

For all tropical cyclones and earthquakes with magnitude M ≥ 7, which occurred from 1970 to 2015 in the northwestern part of the Pacific Ocean, annual values of cyclonic and seismic energy are calculated. The shift (lag) of the chronological series of annual values of seismic energy relative to the chronological series of cyclonic energy by 5–7 years revealed a positive correlation between the long-term dynamics of annual values of cyclonic and seismic energies. This allows us to assume that tropical cyclones can affect the seismic regime of a zone with especially high cyclonic and seismic activity, which is the territory of the northwestern Pacific Ocean.

RISKS OF DIGITALIZATION OF THE ECONOMY

42–53 196
Abstract

The article discusses a methodological approach to solving the problem of technical and economic justification of the feasibility of using digital twin technology at various stages of the life cycle of emergency rescue equipment, based on the method of hierarchy analysis, which allows to obtain a unique situational assessment based on specific characteristics of emergency rescue equipment, technological and production process parameters. In addition to the expert character, such an assessment is also characterized by significant uncertainty, which does not have a statistical (probabilistic) character (which, however, is typical for many economic phenomena), which have a pronounced qualitative nature. To choose ways to account for these uncertainties, it should be noted that, taking into account the expert and uncertain nature of the technical and economic assessment of the feasibility of using digital twins technology, various expert knowledge systems based on.

PROJECT RISK MANAGEMENT

54–77 270
Abstract

The article presents the results of research on the justification of the use of methods and models of project risk management to solve the problem of quantifying the risk of failure by organizations with different levels of technological and production readiness of the planned deadlines for the implementation of projects for the development, manufacture and supply of new technological equipment to production facilities of oil and gas companies.

MARKET RISK

78-93 179
Abstract

The study focuses on forecasting the underlying asset of options based on their market quotes. Market prices of options reflect the expectations of traders about future dynamics of the underlying asset. The paper considers how to transition from real option prices to a probability distribution of the future price of the underlying asset and provides statistical studies of the accuracy of the obtained distributions.



ISSN 1812-5220 (Print)
ISSN 2658-7882 (Online)