August 14, 2006.
A working paper has
August 12, 2006.
Papers published in 2005 and 2006 have been added to the
August 12, 2006.
Illustration of nonnormality of a sum of two normal variables
may be found here page.
March 4, 2005.
A few papers published in 2003 and 2004 have been added to the
December 21, 2004. Announcement of the 4-th FAM conference
has been added.
December 21, 2004. Announcement of the 5-th International
Scientific School MASR-2005 has been added.
Risk theory is a theory of decision-making under probabilistic uncertainty.
From mathematical point of view it is a branch of probability theory,
while its applications cover all aspects of life. Financial
applications are most advanced, including banking, insurance, managing
market and credit risks, investments and business risks. To name just a few,
there are also applications to managing risks of health hazard, environment
pollution, engineering and ecological risks.
Here you will find an introduction
to risk theory, permanently updated
in risk theory, delivered to students of the
Krasnoyarsk state university,
and some other Krasnoyarsk universities.
You can download lectures and some other files from
here. As of now lectures are being
translated into English; they will be presented gradually upon completing.
Bulletin board contains news and events
announcement: seminars, conferences and the like.
Some terms are explained in a brief hyperlinked
of distributions describes most often used probability distributions,
presents their parameters and characteristics, displays pictures of
distribution functions. Modeling random variables for Monte Carlo
methods is presented as well.
of this site is also available. One can find more downloadable
materials in Russian there.
After reading presented materials please write down your
suggestions and impressions into
Each entry would be greatly appeciated. Thank you.
Contact information may be found here.
if you just want to drop me a message.
A new rubric
was introduced recently. Here one can find graphical representation
of basic ideas of risk theory and its applications. Older contents
of the rubric is being kept here.
scientific information on risk theory and much more, using
Scirus search engine.