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BUSINESS INFORM №5-2011, Vol.2ABSTRACTS AND INFORMATION ABOUT AUTHORS
16
Section: Finance, Money Circulation and Credit Labsker L. G., Amelina A. V. Priority Succession of Selection of Corporate Borrower of the Bank on the Basis of Synthetic Criterion of Wald-Savage (p. 46 - 50)
For the solution of the task of identification of priority succession of selection of corporate borrower of a bank in conditions of uncertainty the article develops and applies theoretic and game model «Game with Nature» which defines the optimality of strategies from the common point of view of wins and risks on the basis of a new synthetic criterion of Wald-Savage introduced into consideration.
Labsker Lev Grigorievich – candidate of physical and mathematical sciences, professor, FSEBI HPE «Financial University under the Government of the Russian Federation» (Moscow, Russia) Amelina Anastasia Valentinovna – postgraduate student, FSEBI HPE «Financial University under the Government of the Russian Federation» (Moscow, Russia)
Article is written in RussianDownloads/views: 545 | Download article (pdf) - |
Reference to this article: Labsker, Lev Grigorievich., and Amelina, Anastasia Valentinovna. (2011) “Priority Succession of Selection of Corporate Borrower of the Bank on the Basis of Synthetic Criterion of Wald-Savage.” Business Inform 5(2):46–50.
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