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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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Détails bibliographiques
Collectivité auteur: SpringerLink (Online service)
Autres auteurs: Biagini, Francesca. (Éditeur intellectuel, http://id.loc.gov/vocabulary/relators/edt), Richter, Andreas. (Éditeur intellectuel, http://id.loc.gov/vocabulary/relators/edt), Schlesinger, Harris. (Éditeur intellectuel, http://id.loc.gov/vocabulary/relators/edt)
Format: Électronique eBook
Langue:English
Publié: London : Springer London : Imprint: Springer, 2013.
Édition:1st ed. 2013.
Collection:EAA Series,
Sujets:
Actuarial science.
Economics, Mathematical .
Applied mathematics.
Engineering mathematics.
Probabilities.
Actuarial Sciences.
Quantitative Finance.
Applications of Mathematics.
Probability Theory and Stochastic Processes.
Accès en ligne:https://doi.org/10.1007/978-1-4471-4926-2
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Table des matières:
  • 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.

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