Tychastic Measure of Viability Risk by Luxi Chen (English) Paperback Book

Description: Tychastic Measure of Viability Risk by Luxi Chen, Olivier Dordan, Jean-Pierre Aubin 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. FORMAT Paperback LANGUAGE English CONDITION Brand New Back Cover 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." Table of Contents Part I Description, Illustration and Comments of the Results.- The Viabilist Portfolio Performance and Insurance Approach .- Technical and Quantitative Analysis of Tubes.- Uncertainty on Uncertainties.- Part II Mathematical Proofs.- Why Viability Theory? A Survival Kit.- General Viabilist Portfolio Performance and Insurance Problem. Long 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." Feature Includes supplementary material: sn.pub/extras Details ISBN3319363042 Author Jean-Pierre Aubin Year 2016 ISBN-10 3319363042 ISBN-13 9783319363042 Format Paperback Language English Media Book DEWEY 332 Imprint Springer International Publishing AG Place of Publication Cham Country of Publication Switzerland Pages 126 Publication Date 2016-08-23 UK Release Date 2016-08-23 Illustrations 68 Illustrations, color; 2 Illustrations, black and white; XVII, 126 p. 70 illus., 68 illus. in color. Edited by Allison Scheff Birth 1945 Affiliation University of Southern Queensland Position Professor Qualifications PhD Publisher Springer International Publishing AG Edition Description Softcover reprint of the original 1st ed. 2014 Alternative 9783319081281 Audience Professional & Vocational We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:99134878;

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