rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Tychastic Measure of Viability Risk
  name:
    name part: Aubin, Jean-Pierre.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Chen, Luxi.
    role:
      role term: author.
  name:
    name part: Dordan, Olivier.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2014
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XVII, 126 p. 70 illus., 68 illus. in color. online resource.
  abstract: 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: Part I Description, Illustration and Comments of the Results -- The Viabilist Portfolio Performance and Insurance Approach -- Technical and Quantitative Analysis of Tubes -- Uncertainty on Uncertainties -- Part II Mathematical Proofs -- Why Viability Theory? A Survival Kit -- General Viabilist Portfolio Performance and Insurance Problem.
  note: by Jean-Pierre Aubin, Luxi Chen, Olivier Dordan.
  subject:
    topic: Mathematics
  subject:
    topic: Finance
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Probabilities
  subject:
    topic: Macroeconomics
  subject:
    topic: Mathematics
  subject:
    topic: Quantitative Finance
  subject:
    topic: Macroeconomics/Monetary Economics//Financial Economics
  subject:
    topic: Probability Theory and Stochastic Processes
  subject:
    topic: Finance, general
  classification: HB135-147
  classification: 519
  related item:
    title info:
      title: Springer eBooks
  identifier: 9783319081298
  identifier: http://dx.doi.org/10.1007/978-3-319-08129-8
  record info:
    record creation date: 140806
    record change date: 20151204172342.0
    record identifier: 978-3-319-08129-8