LIBROS DEL AUTOR: luxi chen

2 resultados para LIBROS DEL AUTOR: luxi chen

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  • Tychastic Measure of Viability Risk
    Jean-Pierre Aubin / Luxi Chen / Olivier Dordan
    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 informat...
    Disponible

    68,15 €

  • Tychastic Measure of Viability Risk
    Jean-Pierre Aubin / Luxi Chen / Olivier Dordan
    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 informat...
    Disponible

    66,80 €