| Vol-1726 urn:nbn:de:0074-1726-1 Copyright © 2016 for the individual papers by the papers' authors. Copying permitted for private and academic purposes. This volume is published and copyrighted by its editors.

# CMDM 2016
Computer Modelling in Decision Making

### Proceedings of the Workshop on Computer Modelling in Decision Making
co-located with V International Youth Research and Practice Conference on Mathematical and Computer Modelling in Economics, Insurance and Risk Management (MCMEIRM 2016)

### Saratov, Russia, November 10-11, 2016.

Edited by

### Tatiana A. Belkina *
Suren Islyaev **
Vladimir S. Mkhitaryan ***
Sergei P. Sidorov ****

* Central Economics and Mathematics Institute of RAS, Laboratory of Risk Theory, Russia
** Deloitte, UK
*** National Research University Higher School of Economics, Statistics, Data Analysis and Demography Department, Russia
**** Saratov State University, Institute of Risks, Russia

## Table of Contents

- Preface

- Survival Probability in the Life Annuity Insurance Model with Stochastic Return on Investments 1-12
  Tatiana A. Belkina, Nadezhda B. Konyukhova, Bohdan V. Slavko
- Formation of Life Quality Indicators System through Search Algorithm of Association Rules 13-22
  Lyudmila P. Bilgaeva, Dashidondok Sh. Shirapov, Grigoriy V. Badmaev
- Empirical Analysis of Index Tracking Error Minimization Algorithms Based on Stochastic Dominance Principle 23-34
  Alexey R. Faizliev, Sergei P. Sidorov, Sergei V. Mironov, Andrey A. Khomchenko
- Model of Risk-Oriented Management in Governmental Institutions: Process Approach 35-42
  Nina P. Grishina
- Solving Optimal Stopping Problem by Using Computer Algebra Systems 43-52
  Vladimir M. Khametov, Elena A. Shelemekh, Evgeniy V. Yasonov
- Econometric Modeling of the Dynamics of the Integration Activity of Russian Companies 53-68
  Vladimir S. Mkhitarian, Mariia G. Karelina
- Econometric Modelling of the Parameters Actuarial Model of Net Rates for Life Insurance of the Population of Region 69-80
  Vladimir S. Mkhitarian, Svetlana S. Mikhaylova
- Modeling and Decision Support for the Firms’ Pricing Policy under a Chaotic Dynamic of Market Prices 81-88
  Ekaterina V. Orlova
- Forming of the Competitive Investment Programs for Enterprises 89-99
  Anatoly V. Panyukov, Ekaterina N. Kozina
- Improving the Tools Used in Computer Modelling of the Bond Liquidity Assessment on the Russian Market 100-108
  Yulia V. Semernina, Alla V. Yakunina, Ekaterina A. Nesterenko, Sergey V. Yakunin, Evgeny A. Korobov

2016-11-12: submitted by Sergei P. Sidorov, metadata incl. bibliographic data published under Creative Commons CC0
2016-11-13: published on CEUR-WS.org |valid HTML5|