Authors
Yarkova O.
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Degree
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PhD in Economics, Associate Professor, Orenburg State University |
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E-mail
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yarkova_on@mail.ru |
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Location
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Orenburg |
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Articles
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Software package for Insurance Company Ability AnalysisThe task of calculating insurance company risk and ability parameters in case when the spare capital is invested with transmitting a portion of risk to reinsurer implies searching numeral multiple-choice integral and differential equations solution. Insurance Company Ability Analysis software package was developed to support this task. Functional shape and usability features of the package are described with a help of illustrating applications. Read more...Simulation of passenger service system departing flights from airport (AP Orenburg’s for example)Major international airports have rather complex service structure. Insufficient attention to the management
of the airport departments organizing service system has a negative impact on passengers
who are facing with the uncomfortable organized control of documents, delays in the inspection of
baggage. The article there was proposed the algorithm for the simulation modeling of passenger service
systems also was conducted testing model. The model takes into account passengers which are
came to the airport individually or as a part of group. At the stage of baggage reception we can view
one group of passengers (ex.: family) as a one requirement which passes the first type of channel service.
Then group goes to the queue of the service channel of the second type — checking documents
and personal inspection. In this case each member of the group is serviced separately. After that the
passenger is considered to be serviced and passenger is awaiting the beginning of the planting. Was
presented algorithm and software to calculate the characteristics of passenger service at the stage of
registration. The article posed and solved the problem of multicriteria optimizing parameters the mass
service system of the departing passenger at the stage of registration of luggage, preflight inspection of
documents and personal search at the airport «Orenburg». Created simulation model of the mass service
system can be used for planning the work of officers serving passengers departing flights at the airports.
Read more...
Simulation modeling of a commercial bank’s financial resourcesThe current financial and banking crisis has shown that even the largest banks in Russia that meet
all the requirements of the Bank of Russia, nevertheless, fall into crisis situations and suffer losses,
often experiencing insurmountable difficulties in settling debts and deal with creditors. One of the
most common reason is the inability to fulfill obligations is associated with a shortage of cash, so it
is important to monitor the commercial bank’s financial resources dynamics. The point is to study
the bank’s financial resources in dynamics. To solve it, an imitation model of the dynamics of financial
resources of a commercial bank is proposed, which takes into account four main cash flows: income
received under deposit agreements; Income received under loan agreements; Expenses on deposit
agreements; Costs associated with the issuance of loans. The model can be used to assess the
bank’s financial resources in a dynamic provided that it is possible to convert the time series characterizing
receipts and payments to a stationary type. This paper describes a simulation algorithm, describes
a software tool that implements the proposed algorithm, and approves the model. The proposed
model allows to assess the bank’s financial resources in a certain period of time and collect the
descriptive statistics of the distribution of financial resources. On the basis of the resulting characteristics,
we can conclude on the financial stability of the bank, assess the risk of entry into the zone
of financial unreliability (risk zone). To assess the risk of entering the unreliability zone, it is suggested
to use the risk factor for the release of financial resources below the critical level. The proposed
model allows to solve actual problems of evaluation, analysis and management of the financial
potential of a commercial bank.
Read more...
Tools for modeling the capital dynamics of financial organizationsThe issues of ensuring the financial stability of financial institutions, which is understood as the sufficiency of assets to meet obligations, are of paramount importance both for clients and the management of a financial institution, and for the country's economy as a whole. Most often, the inability to fulfill obligations is associated with a lack of funds, therefore it is important to monitor the dynamics of the monetary capital of organizations, to assess their financial risks, including in the conditions of investment. Purpose of the study: development of tools for assessing the risks of financial organizations. Statement of the problem: to develop a simulation model that allows one to study the dynamics of the capital of an organization, whose financial resources are formed due to heterogeneous flows of inflow and outflow of funds and investment, including in risky assets, in an inflationary environment. The paper proposes a modeling algorithm that allows to collect a descriptive statistics on the distribution of financial resources, to estimate the dynamics of the money capital of financial organizations and investigate the "sufficiency" of the company's funds to meet financial obligations basing on data of cash flows for various types of contracts and returns (growth rates) of assets, presented in the form of statistical data and/or characteristics of time series models. The description of the software tool is given. A computational experiment was based on data of the inflow and outflow of funds of a non-state pension Fund under the program of non-state pension provision. Descriptive statistics are given for the distributions of the size of organization's funds constructed as a result of modeling. The probability of organization’s downfall in dynamics and the risk of entering the zone of financial insecurity are assessed. The proposed tools have scientific novelty in the field of designing simulation models and decision support systems for analyzing the activities of financial organizations and determining effective directions for their development. Read more... |
