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Tychastic Measure of Viability Risk - MaRDI portal

Tychastic Measure of Viability Risk (Q5168401)

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scientific article; zbMATH DE number 6313547
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English
Tychastic Measure of Viability Risk
scientific article; zbMATH DE number 6313547

    Statements

    title
    Tychastic Measure of Viability Risk (English)
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    author
    Jean-Pierre Aubin
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    Luxi Chen
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    Olivier Dordan
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    publication date
    4 July 2014
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    zbMATH Keywords
    risk measures
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    viability risk
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    portfolio insurance
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    tychastic uncertainty
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    Identifiers

    Mathematics Subject Classification ID
    91-02
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    91G10
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    91G40
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    zbMATH DE Number
    6313547
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    OpenAlex ID
    W119658721
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