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Download or read book Tychastic Measure of Viability Risk written by Jean-Pierre Aubin and published by Springer. This book was released on 2014-08-06 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

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Download or read book Publications of the National Bureau of Standards Catalog written by United States. National Bureau of Standards and published by . This book was released on 1975 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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