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Tychastic Measure of Viability Risk - MaRDI portal

Tychastic Measure of Viability Risk

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Publication:5168401

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DOI10.1007/978-3-319-08129-8zbMath1307.91006OpenAlexW119658721MaRDI QIDQ5168401

Olivier Dordan, Luxi Chen, Jean-Pierre Aubin

Publication date: 4 July 2014

Full work available at URL: https://doi.org/10.1007/978-3-319-08129-8

zbMATH Keywords

risk measures portfolio insurance tychastic uncertainty viability risk

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10) Credit risk (91G40)

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