Tychastic Measure of Viability Risk
Softcover reprint of the original 1st ed. 2014
Book Details
Format
Paperback / Softback
ISBN-10
3319363042
ISBN-13
9783319363042
Edition
Softcover reprint of the original 1st ed. 2014
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
CH
Country of Publication
GB
Publication Date
Aug 23rd, 2016
Print length
126 Pages
Ksh 8,100.00
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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.
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