Tychastic Measure of Viability Risk

Name: Tychastic Measure of Viability Risk
SKU: 22447064
Price: 138.99 AUD
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Description

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.

Release date Australia

August 21st, 2014

Author

Audience

Professional & Vocational

Edition

2014 Ed.

Illustrations

68 Illustrations, color; 2 Illustrations, black and white; XVII, 126 p. 70 illus., 68 illus. in color.

Pages

126

Dimensions

155x235x10

ISBN-13

9783319081281

Product ID

22447064

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