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Tychastic Measure of Viability Risk

By (author) Jean-Pierre Aubin, By (author) Luxi Chen, By (author) Olivier Dordan

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normal price: R 1 707.95

Price: R 1 536.95

| book 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.

| product details |



Normally shipped | This title will take longer to obtain, and should be delivered in 6-8 weeks
Publisher | Springer International Publishing AG
Published date | 23 Aug 2016
Language |
Format | Paperback / softback
Pages | 126
Dimensions | 235 x 155 x 0mm (L x W x H)
Weight | 0g
ISBN | 978-3-3193-6304-2
Readership Age |
BISAC | mathematics / applied

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Normally shipped | Available from overseas. Usually dispatched in 14 days
Readership Age |
Normal Price | R 2 114.95
 Price | R 1 903.95 | on special |

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