Tychastic Measure of Viability Risk
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- Hardcover
- Taschenbuch ausgewählt
- eBook
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Sprache:Englisch
Fr. 73.90
inkl. gesetzl. MwSt.,
Beschreibung
Produktdetails
Einband
Taschenbuch
Erscheinungsdatum
23.08.2016
Abbildungen
XVII, 70 illus., 68 illus. in color., schwarz-weiss Illustrationen, farbige Illustrationen
Verlag
SpringerSeitenzahl
126
Maße (L/B/H)
23.5/15.5/0.9 cm
Gewicht
230 g
Auflage
Softcover reprint of the original 1st ed. 2014
Sprache
Englisch
ISBN
978-3-319-36304-2
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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