bokomslag Tychastic Measure of Viability Risk
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Tychastic Measure of Viability Risk

Jean-Pierre Aubin Luxi Chen Olivier Dordan

Inbunden

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Andra format:

  • 126 sidor
  • 2014
This book presents a forecasting mechanism of the price intervals for deriving the SCR (solvency capital requirement) eradicating the risk during the exercise period on one hand and measuring the risk by computing the hedging exit time function associating with smaller investments the date until which the value of the portfolio hedges the liabilities on the other. This information, summarized under the term tychastic viability measure of risk is an evolutionary alternative to statistical measures, when dealing with evolutions under uncertainty. The book is written by experts in the field and the target audience primarily comprises research experts and practitioners.
  • Författare: Jean-Pierre Aubin, Luxi Chen, Olivier Dordan
  • Illustratör: Bibliographie 2 schwarz-weiße und 68 farbige Abbildungen
  • Format: Inbunden
  • ISBN: 9783319081281
  • Språk: Engelska
  • Antal sidor: 126
  • Utgivningsdatum: 2014-08-21
  • Förlag: Springer International Publishing AG