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Tychastic Measure of Viability Risk (in English)
Jean-Pierre Aubin
(Author)
·
Luxi Chen
(Author)
·
Olivier Dordan
(Author)
·
Springer
· Paperback
Tychastic Measure of Viability Risk (in English) - Aubin, Jean-Pierre ; Chen, Luxi ; Dordan, Olivier
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Synopsis "Tychastic Measure of Viability Risk (in English)"
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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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
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