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Systeemanalyse --- System analysis --- Systèmes [Analyse des ]
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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.
Risk assessment. --- Finance. --- Funding --- Funds --- Economics --- Currency question --- Analysis, Risk --- Assessment, Risk --- Risk analysis --- Risk evaluation --- Evaluation --- Macroeconomics. --- Distribution (Probability theory. --- Quantitative Finance. --- Macroeconomics/Monetary Economics//Financial Economics. --- Probability Theory and Stochastic Processes. --- Finance, general. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Economics, Mathematical . --- Probabilities. --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Mathematical economics --- Econometrics --- Methodology
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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.
Quantitative methods (economics) --- Finance --- Finance --- Economics --- Financial law --- Mathematics --- Operational research. Game theory --- Probability theory --- Financial analysis --- Investment management --- financieel management --- waarschijnlijkheidstheorie --- stochastische analyse --- economie --- investeringen --- financiën --- bankwezen --- financiële analyse --- wiskunde --- financieel recht --- kansrekening --- oplosmiddelen
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