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Tychastic Measure of Viability Risk

Tychastic Measure of Viability Risk

Jean-Pierre Aubin / Luxi Chen / Olivier Dordan

66,80 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2014
Materia
Probabilidad y estadística
ISBN:
9783319081281
66,80 €
IVA incluido
Disponible

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Sobre IBD

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.

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Otros libros del autor

  • 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 €