TY  - GEN
TY  - GEN
T1  - Risk Measures and Attitudes
T2  - EAA Series,
A2  - Biagini, Francesca.
A2  - Biagini, Francesca.
A2  - Richter, Andreas.
A2  - Richter, Andreas.
A2  - Schlesinger, Harris.
A2  - Schlesinger, Harris.
LA  - English
PP  - London
PB  - Springer London : Imprint: Springer
YR  - 2013
ED  - 1st ed. 2013.
UL  - http://discoverylib.upm.edu.my/discovery/Record/978-1-4471-4926-2
AB  - 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.
OP  - 91
CN  - HG8779-8793
SN  - 9781447149262
KW  - Actuarial science.
KW  - Economics, Mathematical .
KW  - Applied mathematics.
KW  - Engineering mathematics.
KW  - Probabilities.
KW  - Actuarial Sciences.
KW  - Quantitative Finance.
KW  - Applications of Mathematics.
KW  - Probability Theory and Stochastic Processes.
ER  -