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Tychastic Measure of Viability Risk
Aubin, Jean-Pierre; Chen, Luxi; Dordan, Olivier
€ 63.86
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Description for Tychastic Measure of Viability Risk
Hardback. Num Pages: 143 pages, 2 black & white illustrations, 68 colour illustrations, biography. BIC Classification: KCBM; KFF; PBT. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 10. Weight in Grams: 385.
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. ... Read more
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. ... Read more
Product Details
Format
Hardback
Publication date
2014
Publisher
Springer International Publishing AG Switzerland
Number of pages
143
Condition
New
Number of Pages
126
Place of Publication
Cham, Switzerland
ISBN
9783319081281
SKU
V9783319081281
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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