000			01595nam a22003135i 4500
001			65932
005			20240315063826.0
010			_a978-3-319-08129-8 _dcompra
090			_a65932
100			_a20150401d2014 k||y0pory50 ba
101			_aeng
102			_aDE
200			_aTychastic measure of viability risk _bDocumento electrónico _fJean-Pierre Aubin, Luxi Chen, Olivier Dordan
210			_aCham _cSpringer International Publishing _d2014
215			_aXVII, 126 p. _cil.
300			_aColocação: Online
303			_aThis 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.
606			_aAvaliação do risco
606			_aFinanças _xModelos matemáticos
680			_aHG174
700			_aAubin _bJean-Pierre
701			_aChen _bLuxi _4070 _934797
701			_aDordan _bOlivier _4070 _934798
801			_aPT _gRPC
856			_uhttp://dx.doi.org/10.1007/978-3-319-08129-8
942			_2lcc _cF _n0