E.D. Solojentsev

Russian Academy of Sciences (RAS) - Intelligent Integrated Systems Laboratory

Professor, Head of Laboratory

V.O., Bol'shoi pr.,61

Saint-Petersburg, 199178

Russia

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 33,189

SSRN RANKINGS

Top 33,189

in Total Papers Downloads

1,070

CITATIONS

0

Scholarly Papers (3)

1.

Assessment and Analysis of Credit Risk with Using of Logical and Probabilistic Model

EFMA 2002 London Meetings
Number of pages: 15 Posted: 19 Jun 2002
Vassilij Karassev, Andrey Roukine and E.D. Solojentsev
Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering, Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering and Russian Academy of Sciences (RAS) - Intelligent Integrated Systems Laboratory
Downloads 757 (25,629)

Abstract:

credit risk, logic and probabilistic model, groups of incompatible events, Bayes' formula, identification, analysis, accuracy, stability, profit

2.

Logical and Probabilistic Models of Banking and Financial Risks with Groups of Incompatible Events

EFMA 2001 Lugano Meetings
Number of pages: 17 Posted: 10 May 2001
E.D. Solojentsev
Russian Academy of Sciences (RAS) - Intelligent Integrated Systems Laboratory
Downloads 228 (109,385)

Abstract:

3.

Research on Logical-and-Probabilistic Modeling of Security Portfolio and Copulas

RODEO Discussion Paper No. 007
Number of pages: 14 Posted: 03 Oct 2006
Valentin Shokolov, Vadim Alexeev and E.D. Solojentsev
Institute of Problems of Mechanical Engineering, Institute of Problems of Mechanical Engineering and Russian Academy of Sciences (RAS) - Intelligent Integrated Systems Laboratory
Downloads 73 (269,454)

Abstract:

logical-and-probabilistic theory, multivariate probability distribution, security portfolio, discrete distribution, copula