Risk measures and attitudes / Francesca Biagini, Andreas Richter, Harris Schlesinger, editors.
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 Attitudes collects contributions which illustrate how modern approaches to both...
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| Other Authors: | , , |
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| Format: | Ebook |
| Language: | English |
| Published: |
London ; New York :
Springer,
[2013]
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| Series: | EAA series - Textbook.
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| Subjects: | |
| Online Access: | Springer eBooks |
| Summary: | 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 Attitudes collects contributions which illustrate how modern approaches to both risk measures and risk attitudes are inevitably intertwined. The settings under which this is discussed include portfolio 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. |
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| Physical Description: | 1 online resource. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 1447149254 9781447149255 1447149270 9781447149279 1447149262 9781447149262 |
| ISSN: | 1869-6929 |