Tychastic Measure of Viability Risk - Brossura

Aubin, Jean-Pierre

 
9783319363042: Tychastic Measure of Viability Risk
Brossura
ISBN 10: 3319363042 ISBN 13: 9783319363042
Casa editrice: Springer, 2016

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer
Data di pubblicazione
2016
Lingua
Inglese
ISBN 10 
3319363042
ISBN 13 
9783319363042
Rilegatura
Copertina flessibile
Numero di pagine
144
Contatto del produttore
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Altre edizioni note dello stesso titolo

9783319081281: Tychastic Measure of Viability Risk

Edizione in evidenza

ISBN 10:  3319081284 ISBN 13:  9783319081281
Casa editrice: Springer Nature, 2014
Rilegato