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20130727074910.0 |
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cr nn 008mamaa |
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130131s2013 xxk| s |||| 0|eng d |
| 020 |
# |
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|a 9781447149262
|9 978-1-4471-4926-2
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| 024 |
7 |
# |
|a 10.1007/978-1-4471-4926-2
|2 doi
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| 050 |
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4 |
|a HG8779-8793
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| 072 |
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7 |
|a KFFN
|2 bicssc
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| 072 |
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|a BUS033000
|2 bisacsh
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| 082 |
0 |
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|a 368.01
|2 23
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| 100 |
1 |
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|a Biagini, Francesca.
|e editor.
|
| 245 |
1 |
0 |
|a Risk Measures and Attitudes
|c edited by Francesca Biagini, Andreas Richter, Harris Schlesinger.
|h [electronic resource] /
|
| 264 |
# |
1 |
|a London :
|b Springer London :
|b Imprint: Springer,
|c 2013.
|
| 300 |
# |
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|a IX, 91 p. 4 illus. in color.
|b online resource.
|
| 336 |
# |
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|a text
|b txt
|2 rdacontent
|
| 337 |
# |
# |
|a computer
|b c
|2 rdamedia
|
| 338 |
# |
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|a online resource
|b cr
|2 rdacarrier
|
| 347 |
# |
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|a text file
|b PDF
|2 rda
|
| 490 |
1 |
# |
|a EAA Series,
|x 1869-6929
|
| 505 |
0 |
# |
|a 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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| 520 |
# |
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|a 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.
|
| 650 |
# |
0 |
|a Mathematics.
|
| 650 |
# |
0 |
|a Finance.
|
| 650 |
# |
0 |
|a Distribution (Probability theory).
|
| 650 |
1 |
4 |
|a Mathematics.
|
| 650 |
2 |
4 |
|a Actuarial Sciences.
|
| 650 |
2 |
4 |
|a Quantitative Finance.
|
| 650 |
2 |
4 |
|a Applications of Mathematics.
|
| 650 |
2 |
4 |
|a Probability Theory and Stochastic Processes.
|
| 700 |
1 |
# |
|a Richter, Andreas.
|e editor.
|
| 700 |
1 |
# |
|a Schlesinger, Harris.
|e editor.
|
| 710 |
2 |
# |
|a SpringerLink (Online service)
|
| 773 |
0 |
# |
|t Springer eBooks
|
| 776 |
0 |
8 |
|i Printed edition:
|z 9781447149255
|
| 830 |
# |
0 |
|a EAA Series,
|x 1869-6929
|
| 856 |
4 |
0 |
|u https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4471-4926-2
|
| 912 |
# |
# |
|a ZDB-2-SMA
|
| 950 |
# |
# |
|a Mathematics and Statistics (Springer-11649)
|