ОЦЕНКА ФИНАЛЬНОГО РАСПРЕДЕЛЕНИЯ ВЕРОЯТНОСТЕЙ РЕАЛИЗАЦИИ УГРОЗ В СФЕРЕ ЭКОНОМИЧЕСКОЙ БЕЗОПАСНОСТИ С ПРИМЕНЕНИЕМ ИМИТАЦИОННОГО МОДЕЛИРОВАНИЯ

Abstract

An approach to assessing the probabilities of threats realization based on Markov random process is proposed in the article. In the system of indicators characterizing a certain area of economic safety, a stable state is distinguished, in which the values of all indicators are within the acceptable values, and several unstable states, in which some of the indicators are beyond the acceptable values. Transitions of the system between states are supposed under the influence of a certain set of threats to economic security in the form of an inhomogeneous Markov process. A feature of the model is that the rates of the transitions depends on the quantity of budgetary funds allocated by the structures responsible for monitoring the level of economic security, on eliminating potential threats or to weaken their action. It's shown that under certain constraints on the parameters of the model, a stationary regime is setting in the system, in which the probabilities of the system states don't depend on time. An algorithm for modeling the process of changing the states of the system at some finite time interval and calculating the final probabilities of states is described, based on the Monte Carlo method. A modeling program has been developed and the simplest example is given when budget funds are allocated in equal parts at regular intervals, regardless of the system state. It's shown that the results of imitation modeling are coincided with the analytical final distribution obtained from the Kolmogorov equations. The model and its program implementation can be useful tool for regional authorities dealing with the problems of monitoring economic safety and scenario forecasting of the socio-economic development of the region.