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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...

Editeur : Springer
Parution : 2014-08-06

ePub

52,74 €