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Risk Measures and Attitudes

Buch | Softcover
91 Seiten
2013
Springer London Ltd (Verlag)
978-1-4471-4925-5 (ISBN)

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Risk Measures and Attitudes -
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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. Risk Measures and Attitudes collects contributions which illustrate how modern approaches to both risk measures and risk attitudes are inevitably intertwined.
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.

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.

Reihe/Serie EAA Series
Zusatzinfo 4 Illustrations, color; IX, 91 p. 4 illus. in color.
Verlagsort England
Sprache englisch
Maße 155 x 235 mm
Themenwelt Mathematik / Informatik Mathematik Angewandte Mathematik
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Betriebswirtschaft / Management Spezielle Betriebswirtschaftslehre Versicherungsbetriebslehre
Schlagworte credit risk • Downside Risk • Risk Attitudes • risk measures • Stochastic Dominance • Value at risk
ISBN-10 1-4471-4925-4 / 1447149254
ISBN-13 978-1-4471-4925-5 / 9781447149255
Zustand Neuware
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