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Books > Business & Economics > Economics > Macroeconomics

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Tychastic Measure of Viability Risk (Paperback, Softcover reprint of the original 1st ed. 2014) Loot Price: R1,883

Discovery Miles 18 830

Repayment Terms: R176 pm x 12*

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Tychastic Measure of Viability Risk (Paperback, Softcover reprint of the original 1st ed. 2014): Jean-Pierre Aubin, Lu Xichen,...

Tychastic Measure of Viability Risk (Paperback, Softcover reprint of the original 1st ed. 2014)

Jean-Pierre Aubin, Lu Xichen, Olivier Dordan

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Loot Price R1,883 Discovery Miles 18 830 | Repayment Terms: R176 pm x 12*

Expected to ship within 10 - 15 working days

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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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Release date:	August 2016
First published:	2014
Authors:	Jean-Pierre Aubin • Lu Xichen • Olivier Dordan
Dimensions:	235 x 155 x 8mm (L x W x T)
Format:	Paperback
Pages:	126
Edition:	Softcover reprint of the original 1st ed. 2014
ISBN-13:	978-3-319-36304-2
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Macroeconomics > General Books > Business & Economics > Finance & accounting > Finance > General Books > Money & Finance > General Promotions
LSN:	3-319-36304-2
Barcode:	9783319363042