Yuri M. Krakovskii, Vladislav P. Kirgizbaev

Irkutsk state transport university

A simulation program has been developed to assess the financial status of a monetary fund while explicitly accounting for the discrete costs of remediating information-security incidents within a corporate information system. The program’s mathematical core models a fund that first accumulates and then expends the requisite financial resources; the intricate coupling of these inflow and outflow streams renders the underlying stochastic process non-stationary. Simulating this process constitutes the program’s first stage, yielding sample path data from which point and interval estimates of single-factor and two-factor risks are derived. The implementation is written in Python 3.13. Experimental validation produced both scientific insights and practical outcomes. In particular, when the number of payments exceeds one, the distribution – and consequently the magnitude – of those payments markedly influences risk values even for the same payment count. Finally, a function is proposed and verified that approximates the point estimate of the two-factor risk as a function of a coefficient affecting the initial value of the stochastic process.

simulation modeling; single-factor and two-factor risks; performance indicators; stochastic process