株式会社極東書店トップ ＞ 商品一覧 ＞ Tychastic Measure of Viability Risk. Softcover reprint of the original 1st ed. 2014.
商品詳細
Tychastic Measure of Viability Risk. Softcover reprint of the original 1st ed. 2014.
・ISBN 978-3-319-36304-2 paper EUR 49.99
￥13,361.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
お気に入り
★★★
| 著者・編者 | Aubin, Jean-Pierre / Chen, Luxi / Dordan, Olivier, |
|---|---|
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2016 |
| ページ数 | 126 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-23347＞ |
解説
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.