Risk Measures and Attitudes

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Business & Economics
Risk Measures and Attitudes

Risk Measures and Attitudes

Name: Risk Measures and Attitudes
ISBN: 9781447149262

Patrick Cheridito, Samuel Drapeau, Michael Kupper (auth.), Francesca Biagini, Andreas Richter, Harris Schlesinger (eds.)

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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. 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.

Categorias:

Business & Economics

Ano:

2013

Edição:

Editora:

Springer-Verlag London

Idioma:

english

Páginas:

ISBN 10: