Tychastic Measure of Viability Risk
Π°Π²Π³ 2014. Β· Springer
Π-ΠΊΡΠΈΠ³Π°
126
Π‘ΡΡΠ°Π½ΠΈΡΠ°
reportΠΡΠ΅Π½Π΅ ΠΈ ΡΠ΅ΡΠ΅Π½Π·ΠΈΡΠ΅ Π½ΠΈΡΡ Π²Π΅ΡΠΈΡΠΈΠΊΠΎΠ²Π°Π½Π΅ Β Π‘Π°Π·Π½Π°ΡΡΠ΅ Π²ΠΈΡΠ΅
Π ΠΎΠ²ΠΎΡ Π΅-ΠΊΡΠΈΠ·ΠΈ
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 βtychastic viability measure of riskβ 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.
ΠΡΠ΅Π½ΠΈΡΠ΅ ΠΎΠ²Ρ Π΅-ΠΊΡΠΈΠ³Ρ
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ΠΠ°ΠΏΡΠΎΠΏΠΎΠ²ΠΈ ΠΈ ΡΠ°ΡΡΠ½Π°ΡΠΈ
ΠΠΎΠΆΠ΅ΡΠ΅ Π΄Π° ΡΠ»ΡΡΠ°ΡΠ΅ Π°ΡΠ΄ΠΈΠΎ-ΠΊΡΠΈΠ³Π΅ ΠΊΡΠΏΡΠ΅Π½Π΅ Π½Π° Google Play-Ρ ΠΏΠΎΠΌΠΎΡΡ Π²Π΅Π±-ΠΏΡΠ΅Π³Π»Π΅Π΄Π°ΡΠ° Π½Π° ΡΠ°ΡΡΠ½Π°ΡΡ.
Π-ΡΠΈΡΠ°ΡΠΈ ΠΈ Π΄ΡΡΠ³ΠΈ ΡΡΠ΅ΡΠ°ΡΠΈ
ΠΠ° Π±ΠΈΡΡΠ΅ ΡΠΈΡΠ°Π»ΠΈ Π½Π° ΡΡΠ΅ΡΠ°ΡΠΈΠΌΠ° ΠΊΠΎΡΠ΅ ΠΊΠΎΡΠΈΡΡΠ΅ Π΅-ΠΌΠ°ΡΡΠΈΠ»ΠΎ, ΠΊΠ°ΠΎ ΡΡΠΎ ΡΡ Kobo Π΅-ΡΠΈΡΠ°ΡΠΈ, ΡΡΠ΅Π±Π° Π΄Π° ΠΏΡΠ΅ΡΠ·ΠΌΠ΅ΡΠ΅ ΡΠ°ΡΠ» ΠΈ ΠΏΡΠ΅Π½Π΅ΡΠ΅ΡΠ΅ Π³Π° Π½Π° ΡΡΠ΅ΡΠ°Ρ. ΠΡΠ°ΡΠΈΡΠ΅ Π΄Π΅ΡΠ°ΡΠ½Π° ΡΠΏΡΡΡΡΠ²Π° ΠΈΠ· ΡΠ΅Π½ΡΡΠ° Π·Π° ΠΏΠΎΠΌΠΎΡ Π΄Π° Π±ΠΈΡΡΠ΅ ΠΏΡΠ΅Π½Π΅Π»ΠΈ ΡΠ°ΡΠ»ΠΎΠ²Π΅ Ρ ΠΏΠΎΠ΄ΡΠΆΠ°Π½Π΅ Π΅-ΡΠΈΡΠ°ΡΠ΅.
