Overview

This book presents a forecasting mechanism of the price intervals for 4riving 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 un4r the term tychastic viability measure of risk is an evolutionary alternative to statistical measures, when 4aling with evolutions un4r uncertainty. The book is written by experts in the field and the target audience primarily comprises research experts and practitioners.

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9781322137278

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