Tychastic Measure of Viability Risk

Language: English

Published by Springer International Publishing Aug 2014, 2014

3319081284 / 9783319081281

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 144 pp. Englisch.

Seller Inventory # 9783319081281

Title
Tychastic Measure of Viability Risk
Author
Jean-Pierre Aubin
Publisher
Springer International Publishing Aug 2014
Publication year
2014
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3319081284
ISBN 13
9783319081281
Item weight
389 grams
Dimensions
241x160x14 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

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BuchWeltWeit Ludwig Meier e.K.

Germany