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.
