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Lieferstatus:	i.d.R. innert 5-10 Tagen versandfertig
Veröffentlichung:	August 2016
Genre:	Wirtschaft / Recht
	B / Economics, Mathematical / Finance / Finance, general / Financial Economics / macroeconomics / Macroeconomics and Monetary Economics / Macroeconomics/Monetary Economics//Financial Economics / Mathematics and Statistics / Mathematics in Business, Economics and Finance / Monetary Economics / Probabilities / Probability & statistics / Probability Theory / Probability Theory and Stochastic Processes / Quantitative Finance / Stochastics
ISBN:	9783319363042
EAN-Code:	9783319363042
Verlag:	Springer International Publishing
Einband:	Kartoniert
Sprache:	English
Dimensionen:	H 235 mm / B 155 mm / D 9 mm
Gewicht:	230 gr
Seiten:	144
Zus. Info:	Paperback
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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.