| 000 | 00000nam u2200205 a 4500 | |
| 001 | 000046046869 | |
| 005 | 20200923152049 | |
| 006 | m d | |
| 007 | cr | |
| 008 | 200916s2014 sz a ob 001 0 eng d | |
| 020 | ▼a 9783319081298 | |
| 040 | ▼a 211009 ▼c 211009 ▼d 211009 | |
| 050 | 4 | ▼a HD61 |
| 082 | 0 4 | ▼a 658.155 ▼2 23 |
| 084 | ▼a 658.155 ▼2 DDCK | |
| 090 | ▼a 658.155 | |
| 100 | 1 | ▼a Aubin, Jean-Pierre. |
| 245 | 1 0 | ▼a Tychastic measure of viability risk ▼h [electronic resource] / ▼c Jean-Pierre Aubin, Luxi Chen, Olivier Dordan. |
| 260 | ▼a Cham : ▼b Springer International Publishing : ▼b Imprint: Springer, ▼c 2014. | |
| 300 | ▼a 1 online resource (xvii, 126 p.) : ▼b ill. (some col.). | |
| 500 | ▼a Title from e-Book title page. | |
| 504 | ▼a Includes bibliographical references and index. | |
| 505 | 0 | ▼a 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. |
| 520 | ▼a 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. | |
| 530 | ▼a Issued also as a book. | |
| 538 | ▼a Mode of access: World Wide Web. | |
| 650 | 0 | ▼a Risk assessment. |
| 650 | 0 | ▼a Finance. |
| 700 | 1 | ▼a Chen, Luxi. |
| 700 | 1 | ▼a Dordan, Olivier. |
| 856 | 4 0 | ▼u https://oca.korea.ac.kr/link.n2s?url=http://dx.doi.org/10.1007/978-3-319-08129-8 |
| 945 | ▼a KLPA | |
| 991 | ▼a E-Book(소장) |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/e-Book 컬렉션/ | 청구기호 CR 658.155 | 등록번호 E14032928 | 도서상태 대출불가(열람가능) | 반납예정일 | 예약 | 서비스 |