| 書(shū)目名稱 | Tychastic Measure of Viability Risk |
| 編輯 | Jean-Pierre Aubin,Luxi Chen,Olivier Dordan |
| 視頻video | http://file.papertrans.cn/932/931348/931348.mp4 |
| 概述 | Includes supplementary material: |
| 圖書(shū)封面 |  |
| 描述 | 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. |
| 出版日期 | Book 2014 |
| 關(guān)鍵詞 | Evolutions Under Uncertainty; Hedging Exit Time Function; Portfolio Hedging; Risk Eradication Measure; S |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-08129-8 |
| isbn_softcover | 978-3-319-36304-2 |
| isbn_ebook | 978-3-319-08129-8 |
| copyright | Springer International Publishing Switzerland 2014 |
|Archiver|手機(jī)版|小黑屋|
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