Tychastic Measure of Viability Risk (PDF)
(Sprache: Englisch)
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...
sofort als Download lieferbar
eBook (pdf)
Fr. 59.00
inkl. MwSt.
- Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Tychastic Measure of Viability Risk (PDF)“
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.
Bibliographische Angaben
- Autoren: Jean-Pierre Aubin , Luxi Chen , Olivier Dordan
- 2014, 2014, 126 Seiten, Englisch
- Verlag: Springer-Verlag GmbH
- ISBN-10: 3319081292
- ISBN-13: 9783319081298
- Erscheinungsdatum: 06.08.2014
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Grösse: 5.78 MB
- Ohne Kopierschutz
- Vorlesefunktion
Sprache:
Englisch
Kommentar zu "Tychastic Measure of Viability Risk"
0 Gebrauchte Artikel zu „Tychastic Measure of Viability Risk“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Tychastic Measure of Viability Risk".
Kommentar verfassen