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Tychastic Measure of Viability Risk
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 wh...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cham :
Springer International Publishing : Imprint: Springer,
2014.
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| Edición: | 1st ed. 2014. |
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 001 | 978-3-319-08129-8 | ||
| 003 | DE-He213 | ||
| 005 | 20220114124622.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 140806s2014 sz | s |||| 0|eng d | ||
| 020 | |a 9783319081298 |9 978-3-319-08129-8 | ||
| 024 | 7 | |a 10.1007/978-3-319-08129-8 |2 doi | |
| 050 | 4 | |a H61.25 | |
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| 072 | 7 | |a PBW |2 thema | |
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| 082 | 0 | 4 | |a 519 |2 23 |
| 100 | 1 | |a Aubin, Jean-Pierre. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Tychastic Measure of Viability Risk |h [electronic resource] / |c by Jean-Pierre Aubin, Luxi Chen, Olivier Dordan. |
| 250 | |a 1st ed. 2014. | ||
| 264 | 1 | |a Cham : |b Springer International Publishing : |b Imprint: Springer, |c 2014. | |
| 300 | |a XVII, 126 p. 70 illus., 68 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 505 | 0 | |a 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. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Social sciences-Mathematics. | |
| 650 | 0 | |a Macroeconomics. | |
| 650 | 0 | |a Probabilities. | |
| 650 | 0 | |a Finance. | |
| 650 | 1 | 4 | |a Mathematics in Business, Economics and Finance. |
| 650 | 2 | 4 | |a Macroeconomics and Monetary Economics. |
| 650 | 2 | 4 | |a Probability Theory. |
| 650 | 2 | 4 | |a Financial Economics. |
| 700 | 1 | |a Chen, Luxi. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Dordan, Olivier. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783319081304 |
| 776 | 0 | 8 | |i Printed edition: |z 9783319081281 |
| 776 | 0 | 8 | |i Printed edition: |z 9783319363042 |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-319-08129-8 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||