9781447149262
IR
EN-52478
انگلیسی
IR
Risk Measures and Attitude
[Book]
:[delta
/ edited by Francesca Biagini, Andreas Richter, Harris Schlesinger
London
: Springer London :Imprint: Springer,
, 2013.
IX, 91 p. 4 illus. in color., online resource.
(EAA Series,1869-6929)
Electronic
Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion. However, this viewpoint is usually not sufficient.Risk Measures and Attitudescollects contributions whichillustrate how modern approaches to both risk measures and risk attitudes are inevitably intertwined. The settings under which this is discussed includeportfolio choice, mitigating credit risk and comparing risky alternatives. This book will be a useful study aid for practitioners, students and researchers of actuarial science and risk management.
Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences -- Multivariate Concave and Convex Stochastic Dominance -- Reliable Quantification and Efficient Estimation of Credit Risk -- Diffusion-based models for financial markets without martingale measures.?╗╣
EAA Series,1869-6929
Mathematics
Finance
Distribution (Probability theory)
Electronic books
E-BOOK
Biagini, Francesca.
Richter, Andreas
Schlesinger, Harris
SpringerLink (Online service)
ایران
9781447149255.pdf
عادی
عادی
9781447149255.pdf
متن
old catalog
e
BL
1
a
Y
