Central Economics and Mathematics Institute

About: Central Economics and Mathematics Institute is a facility organization based out in Moscow, Russia. It is known for research contribution in the topics: Population & Foreign-exchange reserves. The organization has 297 authors who have published 580 publications receiving 6449 citations. The organization is also known as: Federal State Institution of Science Central Economics and Mathematics Institute of the Russian Academy of Sciences.

Ergodicity and stability of nonstationary queueing systems

Abstract: We study stability and ergodicity of a special class of nonhomogeneous birth-death processes and consider applications of estimates for queue-length process for Mt/Mt/S and Mt/Mt/S/S queues.

Simulation analysis of ruin capital in Sparre Andersen’s model of risk

Abstract: Ruin capital is a function of premium rate set to render the probability of ruin within finite time equal to a given value. The analytical studies of this function in the classical Lundberg model of risk with exponential claim sizes done in Malinovskii (2014) have shown that the ruin capital’s shape is surprisingly simple. This work presents the results of related simulation studies. They are focused on the question whether this shape remains similar in Sparre Andersen’s model of risk.

Bibliometric analysis of competitive research project results

Abstract: The outcomes of the first stage of a study dedicated to the development and use of methods for assessing the results of projects supported by a science foundation are presented. The initial empirical data were an array of nanoscience and nanotechnology projects supported by the Russian Foundation for Basic Research in the competitions of 2008 and 2009 and an array of papers that were prepared based on the results of those projects and registered in the Web of Science. The analysis was based on traditional bibliometric indicators and the indicators that had been proposed earlier by the authors of this article. The dependences of the formal characteristics of the arrays of papers on the stages of projects were discovered and the thematic structure of the arrays of projects and papers was determined. The approach "from a project to papers, from papers to projects "related" by common (joint) papers, from the related projects to other papers on these projects, and so on" was proposed. This approach makes it possible to identify a network of interrelated projects and foundations. Using this approach, numerous examples were found when the same papers were supported within different related projects of the same and/or other (domestic and foreign) foundations and the time distribution of the entire array of projects (including related) was obtained.