All ebooks by Luxi Chen in EPUB
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All ebooks by Luxi Chen in EPUB


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Download this eBook Tychastic Measure of Viability Risk
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Tychastic Measure of Viability Risk


Jean-Pierre Aubin , Luxi Chen , Olivier Dordan


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...

Publication date: 2014-08-06
Format: ePub
Publisher: Springer
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£44,99

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