Tychastic Measure of Viability Risk

Tychastic Measure of Viability Risk

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 â€œtychastic viability measure of riskâ€ 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.
Country USA
Brand Springer
Manufacturer Springer
Binding Hardcover
ItemPartNumber 2 black & white illustrations, 68 colour
ReleaseDate 2014-08-21
UnitCount 1
EANs 9783319081281

Country	USA
Brand	Springer
Manufacturer	Springer
Binding	Hardcover
ItemPartNumber	2 black & white illustrations, 68 colour
ReleaseDate	2014-08-21
UnitCount	1
EANs	9783319081281

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