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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| Other Authors: | , , |
| Format: | Electronic |
| Language: | English |
| Published: |
London :
Springer London : Imprint: Springer,
2013.
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| Series: | EAA Series,
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| Subjects: | |
| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4471-4926-2 |
| 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: | IX, 91 p. 4 illus. in color. online resource. |
| ISBN: | 9781447149262 |
| ISSN: | 1869-6929 |