Renner A.G., Bantikova O.I., Zhemchuzhnikova Y.A., Stebunova O.I., Tuktamysheva L.M., Chudinova O.S.
MATHEMATICAL MODELING OF SOCIO-ECONOMIC, DEMOGRAPHIC AND MIGRATION PROCESSES IN THE REGION, TAKING INTO ACCOUNT RUSSIA'S WTO ACCESSION [№ 13 ' 2015]
To form ideas about the sizes, structure and of the severity real and potential problems in the region in conditions the WTO and the sanctions imposed, not only at the present stage, but in the long term, you need a comprehensive study based on the application of advanced mathematical tools. The authors set the task to form methodic and demonstrate its influence to the analysis, modeling and forecasting the state of the economy, labor market, of demographic, migration and investment processes in the region in terms of Russia's accession to the WTO. The result of the study is a developed technique of monitoring of state of the economy and social sphere of the Orenburg region including the analysis of the current trends in demographics, migration and processes on labor market in the region in the conditions of formation of the Customs Union, of the world economic crisis and of the WTO accession; modeling of the dynamics of the structure of the number of migrants, employed and unemployed, investment in fixed assets, allowing to set trends in Changes of share of factors, laid in the foundation of the structure; formation of rating assessments Orenburg region by a set of indicators characterizing the state of the economy and the social sphere and the degree of lability to the conditions of the WTO; construction of models in the form of a system of simultaneous equations that reflect the communication structure of the indicators characterizing the labor market, investment, demographic and migratory processes and allowing to carry out forecasting under various scenarios. Formed methodic of monitoring the state of the economy and social sphere of the Orenburg region may contribute to the development and implementation of effective regional programs to reduce negative outcomes in terms of accession to the WTO, of the region's economy in general and on the labor market, in investment processes, demographic and migration processes, in particular.
Renner A.G., Buresh A.I.
THE DYNAMIC MODEL OF THE INSURANCE COMPANY INVESTMENT PORTFOLIO CONSTRUCTION [№ 13 ' 2012]
In this paper a model of the non-ruin probability of an insurance company investing its own capital into risk and risk-free assets is constructed. The temporally optimization of a non-ruin probability is considered.
Renner A.G., Lenert A.G.
THE STRUCTURE OF INVESTING THE INSURANCE COMPANY CAPITAL INTO RISK-FREE ASSETS [№ 8 ' 2012]
The article investigates the probability of non-ruin of an insurance company investing its own capital into risk-free assets. Assuming generalized nature of frequency distribution it identifies the structure of investing the insurance company capital into risk-free assets.
Buresh, A.I., Renner A.G., Yarkova O.N.
OPTIMIZATION OF INSURANCE COMPANY INVESTMENT STRATEGY IN CASE OF SOME RISKY ASSETS [№ 1 ' 2012]
The authors proposed and implemented a method of forming an optimal portfolio of risky and riskless asset, based on maximizing the probability of non-bankruptcy of insurance company. On the example of OMI and Hull insurance contracts and showed that application of the proposed approach to the formation of investment strategy provides a higher probability values of bankruptcy than Tobin's portfolio.
Renner A.G., Shayakhmetova R.M., Sedova Ye.N.
BUSINESS VALUATION METHODS FOR DIFFERENT ORGANIZATIONAL-LEGAL FORMS OF OWNERSHIP [№ 10 ' 2011]
The authors present the results of empirical studies assessing the market value of the Russian enterprises (oil companies) to take into account in addition to various measures of internal and external environment, organizational-legal form of ownership of enterprises.
TO THE QUESTION ON CONSTRUCTION AND THE ANALYSIS OF ONE-SECTOR MODEL OF ECONOMY [№ 13 ' 2010]
Within the limits of certain assumptions about dynamics of employment the one-sector stochastic model of economy is under construction and analyzed.
Renner Y.A., Olhovaya O.N., Shajahmetova R.M., Yarkova O.N.
TO THE QUESTION ON MODELING OF FUNCTION OF THE ACCESSORY [№ 13 ' 2010]
In article results approaches to modeling of function of an accessory and realization of these approaches on an example of a problem of an estimation of market cost of the enterprise of petroleum industry are presented.
Renner A.G., Sedova E.N.
AN ESTIMATION OF THE ENVIRONMENTAL RISK LEVEL DYNAMICS (ON AN EXAMPLE OF THE ORENBURG REGION) [№ 9 ' 2009]
Annotation: Some approaches to the analysis of the environmental risk level dynamics with reference to Orenburg region districts are proposed. Two-stage rating procedure based on ordered response models is described.
Renner A.G., Yarkova O.N.
ANALYSIS OF PAYING CAPACITY OF INSURANCE COMPAN WITH TAKING INTO ACCOUNT INVESTMENTS INTO RISK ASSETS [№ 8 ' 2009]
The dependences of possibility of insurance company nonbankruptcy from the opening capital in paussonov’s model of collective risk taking into account investments into risk and nonrisk assets are constructed in this article. The character of risk process parameters influence on the opening capital of a company at fix level of nonbankruptcy is revealed here. The criterion for choice of strategy of investments into risk and nonrisk assets is constructed in this work.
Renner A.G., Vasyanina V.I.
ANALYSIS OF FOREIGN LABOR MIGRATION STRYCTURE IN OERENBURG REGION [№ 9 ' 2007]
Labor migration is more dynamic and most probably the greatest migration stream in CIS stimulated with hard economic situation and destruction of former employment sphere. Dynamics of foreign workers structure in Orenburg region at countries of origin and at general branches of economy is researched in this article.
Renner A.G., Yerofeyev A.V.
THE ANALYSIS OF POSSIBILITY OF INSURANCE COMPANY NON-BANKRUPTCY IN COLLECTIVE RISK MODELS [№ 8 ' 2007]
The calculation of possibility of insurance company non-bankruptcy often requires from the researcher to know the law of distribution of insurance company payments to clients. The article proposes an approach to construction of non-bankruptcy possibility in certain conditions, which is invariant regarding distribution of company’s payments size.
Renner A.G., Sedova E.N.
METHODS OF ECONOMIC INDEXES FORECASTING ON THE BASE OF TIME LINES WITH ACCOUNTING OF SPATIAL HETEROGENEITY OF DATA AND NONLINEAR INTERCOMMUNICATIONS BETWEEN FACTORS [№ 4 ' 2007]
The problems of spatial heterogeneity of data and nonlinear intercommunications of factors are arisen at the modeling of economic indexes dynamics. The authors indicate expediency of multidimensional models at time lines in a form of system of simultaneous equations, in a form of regression models on the base of panel data.
Renner A.G., Bakirova L.M.
BRANCH ASPECTS OF RUSSIA’S JOINING WТО (ON THE EXAMPLE OF ORENBURG REGION) [№ 8 ' 2006]
The market economy formation in Russia makes necessary in the long term its participation in the Worldwide Trading Organization. The researches of benefits and losses, both for all country, and for separate regions should precede such introduction with the purpose of development of preventive measures for reduction of negative consequences. In the given article the authors consider regional consequences of joining WТО for agriculture of Orenburg region as branch of economy specialization.
PAYING CAPACITY APPRAISAL OF INSURANCE COMPANY [№ 1 ' 2006]
The task solution of paying capacity appraisal of insurance company in classical model of risk in the class of such payment size distribution which allow analytic representation for integral Laplas, is offered in this work.
Renner A.G., Bravicheva O.S.
MODELING OF LABOUR-MARKET TAKING INTO CONSIDERATION THE DATA HETEROGENEITY [№ 10 (app.1) ' 2005]
The authors offer the approach to labour-market modeling. They take into account the data heterogeneity both of subjects of examination and periods of time. The approach is applied by the example of labour force market of Orenburg using statistic packet Stata 6.0. In the result of modeling the labour market’s most and less popular categories of unemployed depending on sex, age, education and profession were stated.