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.
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