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Softcover - 9783319363042
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Beschreibung
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.
Details
| Verlag | Springer International Publishing |
| Ersterscheinung | 21. August 2014 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 389 Gramm |
| Format | Hardcover |
| ISBN-13 | 9783319081281 |
| Auflage | 2014 |
| Seiten | 126 |
Schlagwörter
Angewandte Mathematik, Financial Economics, Finanzenwesen und Finanzindustrie, Macroeconomics and Monetary Economics, Makroökonomie, Mathematics in Business - Economics and Finance, Probability Theory, Stochastik, Wahrscheinlichkeitsrechnung und Statistik, Wirtschaftswissenschaft - Finanzen - Betriebswirtschaft und Management
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