Risk measures and attitudes /
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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| Corporate Author: | |
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
London
Springer London Imprint: Springer,
2013.
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| Series: | EAA Series,
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| Subjects: | |
| Online Access: | Click here to view the full text content |
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| 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 ( IX, 91 pages) 4 illustrations in color |
| ISBN: | 9781447149262 |
| ISSN: | 1869-6929 |