General Viabilist Portfolio Performance and Insurance Problem

Jean-Pierre Aubin (), Luxi Chen and Olivier Dordan
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Jean-Pierre Aubin: Viabilité, Marchés, Automatique et Décision (VIMADES)
Luxi Chen: Viabilité, Marchés, Automatique et Décision (VIMADES)
Olivier Dordan: Viabilité, Marchés, Automatique et Décision (VIMADES)

Chapter Chapter 5 in Tychastic Measure of Viability Risk, 2014, pp 95-113 from Springer

Abstract: Abstract This chapter explains how to describe the value of the portfolio in terms of “guaranteed tubular viability kernels of capture basins”.

Keywords: Order Book; Discontinuous Coefficient; Exercise Date; Viability Kernel; Investment Date (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-08129-8_5

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DOI: 10.1007/978-3-319-08129-8_5

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