Tychastic Measure of Viability Risk

Authors: Aubin, Jean-Pierre, Chen, Luxi, Dordan, Olivier

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eBook $79.99
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  • ISBN 978-3-319-08129-8
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  • ISBN 978-3-319-08128-1
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  • ISBN 978-3-319-36304-2
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About this book

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.

Table of contents (5 chapters)

  • The Viabilist Portfolio Performance and Insurance Approach

    Aubin, Jean-Pierre (et al.)

    Pages 3-25

  • Technical and Quantitative Analysis of Tubes

    Aubin, Jean-Pierre (et al.)

    Pages 27-62

  • Uncertainty on Uncertainties

    Aubin, Jean-Pierre (et al.)

    Pages 63-81

  • Why Viability Theory? A Survival Kit

    Aubin, Jean-Pierre (et al.)

    Pages 85-94

  • General Viabilist Portfolio Performance and Insurance Problem

    Aubin, Jean-Pierre (et al.)

    Pages 95-113

Buy this book

eBook $79.99
price for USA (gross)
  • ISBN 978-3-319-08129-8
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.00
price for USA
  • ISBN 978-3-319-08128-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $109.00
price for USA
  • ISBN 978-3-319-36304-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Tychastic Measure of Viability Risk
Authors
Copyright
2014
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-08129-8
DOI
10.1007/978-3-319-08129-8
Hardcover ISBN
978-3-319-08128-1
Softcover ISBN
978-3-319-36304-2
Edition Number
1
Number of Pages
XVII, 126
Number of Illustrations and Tables
2 b/w illustrations, 68 illustrations in colour
Topics