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:
Social sciences-Mathematics.
Macroeconomics.
Probabilities.
Finance.
Mathematics in Business, Economics and Finance.
Macroeconomics and Monetary Economics.
Probability Theory.
Financial Economics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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