Tychastic Measure of Viability Risk
- 種類:
- 電子ブック
- 責任表示:
- by Jean-Pierre Aubin, Luxi Chen, Olivier Dordan
- 出版情報:
- Cham : Springer International Publishing : Imprint: Springer, 2014
- 著者名:
- ISBN:
- 9783319081298 [3319081292]
- 注記:
- 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
- ローカル注記:
- 学内専用E-BOOKS (local access only)
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Springer International Publishing : Imprint: Springer |
Springer London : Imprint: Springer |
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Springer Milan |
Springer New York : Imprint: Springer |
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Springer New York |
Springer-Verlag Berlin Heidelberg |
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Springer International Publishing : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
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Springer London : Imprint: Springer |
Springer Berlin Heidelberg : Imprint: Springer |
