Risk Measures and Attitudes - Couverture souple

Couverture souple

ISBN 10 : 1447149254 ISBN 13 : 9781447149255

Editeur : Springer, 2013

Synopsis

This book shows that unlike earlier approaches, modern theory incorporates more sophisticated analysis of risk measures and risk attitudes, which are intertwined in such settings as portfolio choice, mitigating credit risk and comparing risky alternatives.

A propos du livre

Présentation de l'éditeur

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.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2013
• Langue: anglais
• ISBN 10: 1447149254
• ISBN 13: 9781447149255
• Reliure: Broché
• Nombre de pages: 104
• Éditeur: Biagini Francesca, Richter Andreas, Schlesinger Harris
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Allemagne