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.
1119681714
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 “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.
54.99
In Stock
5
1
Tychastic Measure of Viability Risk
126
Tychastic Measure of Viability Risk
126Paperback(Softcover reprint of the original 1st ed. 2014)
$54.99
54.99
In Stock
Product Details
| ISBN-13: | 9783319363042 |
|---|---|
| Publisher: | Springer International Publishing |
| Publication date: | 08/23/2016 |
| Edition description: | Softcover reprint of the original 1st ed. 2014 |
| Pages: | 126 |
| Product dimensions: | 6.10(w) x 9.25(h) x (d) |
From the B&N Reads Blog