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.

本帖隐藏的内容

Tychastic Measure of Viability Risk.pdf
大小:(5.73 MB)

只需: 10 个论坛币  马上下载

Product Details Hardcover: 126 pages Publisher: Springer; 2014 edition (August 7, 2014) Language: English ISBN-10: 3319081284 ISBN-13: 978-3319081281 Product Dimensions: 9.2 x 6.1 x 0.4 inches Shipping Weight: 13.6 ounces