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Korotin V.,JSC NK RussNeft | Ulchenkov A.,JSC NK RussNeft | Islamov R.,International Center for Nuclear Safety
Computational Economics | Year: 2016

The issue of discovering an optimal debt portfolio in case of oil company under oil price uncertainty is considered in the paper. New algorithm to build optimal debt structure is proposed. It is shown that optimal portfolio reduces financial risk in case of oil price uncertainty. Non-parametric approximation is used to describe functional relationship between US dollar and Russian ruble, considered as commodity currency. © 2016 Springer Science+Business Media New York Source


Islamov R.T.,International Center for Nuclear Safety | Lebedeva M.A.,International Center for Nuclear Safety | Agapov A.Yu.,International Center for Nuclear Safety | Novikov P.S.,International Center for Nuclear Safety
Atomic Energy | Year: 2011

Random processes, specifically diffusion and wave processes, as well as the random process of crossing of two counterflows are studied. A relation is obtained for the probability distribution for the crossing process for discrete and continuous distributions of the random quantities. Examples of the density distribution of a crossing process are examined. The crossing properties of Gaussian processes are studied. A great deal of attention is devoted to wave corrections to the diffusion equation. The wave equation for the evolution of the probability density function is examined, and the wave coefficient is obtained for the particular case of random counterflow processes. A method of evaluating the drift correlation coefficients for random counterflow processes is developed. Algorithms are proposed for statistical modeling of the distribution function for the crossing process: Monte Carlo numerical modeling and an analytical-statistical method. A comparative characteristic is given for both methods. © 2011 Springer Science+Business Media, Inc. Source


Islamov R.T.,International Center for Nuclear Safety | Dyadyura S.S.,International Center for Nuclear Safety | Arzhaev K.A.,International Center for Nuclear Safety | Filippov A.S.,International Center for Nuclear Safety | Artemieva M.M.,International Center for Nuclear Safety
Atomic Energy | Year: 2011

Comparing computational results obtained with different programs is a topical problem in the modeling of physical processes. A possible method for solving this problem is stochastic approximation of a deterministic model. The objective of the present work is to compare two methods of determining defects in a technical system. The data obtained with these methods are used to calculate the uncertainty of the methods and it is concluded that there is a discrepancy, i.e., the methods cannot be used interchangeably in practice. This means that both methods must be used together in order to increase the accuracy of the data on defects in technical systems. © 2011 Springer Science+Business Media, Inc. Source


Islamov R.T.,International Center for Nuclear Safety | Derevyankin A.A.,International Center for Nuclear Safety | Zhukov I.V.,International Center for Nuclear Safety | Berberova M.A.,International Center for Nuclear Safety | And 2 more authors.
Atomic Energy | Year: 2011

The objective of the present work is to develop recommendations for controlling the safety of nuclear power plants on the basis of risk assessments and safety certification of nuclear power plants. The Kursk nuclear power plant is considered as an example of a nuclear power plant with an RBMK reactor. The concept of risk assessment of a nuclear power plant consists in constructing a set of scenarios of the appearance and development of possible accidents followed by an evaluation of the realization frequency and determination of the scales of the consequences of each one. The result of an analysis is an evaluation of a system of risk indicators in accordance with the requirements of the safety compliance certificate of the nuclear power plant as well as the development of recommendations for increasing plant safety. In risk assessment, the consequences are divided into categories of the seriousness of the damage, for which their probability is evaluated separately. The graphical interpretation of risk due to any dangerous object consists of frequency-consequences curves. Recommendations are developed on the basis of the results of risk analysis. © 2011 Springer Science+Business Media, Inc. Source

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