Jean-Pierre Aubin
Tychastic Measure of Viability Risk Jean-Pierre Aubin 2014 edition

Name: Tychastic Measure of Viability Risk
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Author: Jean-Pierre Aubin

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Softcover reprint of the original 1st ed. 2014 edition

(2016) $ 55,99

Tychastic Measure of Viability Risk

Jean-Pierre Aubin

2014 edition

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.

143 pages, 2 black & white illustrations, 68 colour illustrations, biography

Medios de comunicación	Libros Hardcover Book (Libro con lomo y cubierta duros)
Publicado	21 de agosto de 2014
ISBN13	9783319081281
Editores	Springer International Publishing AG
Páginas	126
Dimensiones	155 × 235 × 10 mm · 381 g
Lengua	Inglés