Sinossi
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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Dalla quarta di copertina
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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Tychastic Measure of Viability Risk
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Tychastic Measure of Viability Risk
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Springer International Publishing Aug 2014, 2014
ISBN 10: 3319081284
ISBN 13: 9783319081281
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 144 pp. Englisch. Codice articolo 9783319081281
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Tychastic Measure of Viability Risk
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Springer International Publishing, 2014
ISBN 10: 3319081284
ISBN 13: 9783319081281
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Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 . Codice articolo 4498092
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Tychastic Measure of Viability Risk
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Springer, Palgrave Macmillan Aug 2014, 2014
ISBN 10: 3319081284
ISBN 13: 9783319081281
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Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 144 pp. Englisch. Codice articolo 9783319081281
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Tychastic Measure of Viability Risk
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Springer, Palgrave Macmillan, 2014
ISBN 10: 3319081284
ISBN 13: 9783319081281
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Codice articolo 9783319081281
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