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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Aubin, Jean-Pierre (Autor), Chen, Luxi (Autor), Dordan, Olivier (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2014.
Edición:1st ed. 2014.
Temas:
Acceso en línea:Texto Completo

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