Risk Measures and Attitudes

Name: Risk Measures and Attitudes
Author: Francesca Biagini

Paperback Engels 2013 2013e druk 9781447149255

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Samenvatting

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 students and researchers of actuarial science or risk management as well as practitioners.

Specificaties

ISBN13:9781447149255

Taal:Engels

Bindwijze:paperback

Aantal pagina's:91

Uitgever:Springer London

Druk:2013

Hoofdrubriek:Financieel management, Financieel management

Serie:EAA Series

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Inhoudsopgave

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.