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Risk Measures and Attitudes

Francesca Biagini, Andreas Richter, Harris Schlesinger, editors
Format
Book
Published
London : Springer, [2013]
Language
English
Series
EAA Series-Textbook
EAA Series - Textbook
ISBN
9781447149255, 1447149254, 9781447149262 (ebook)
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.
Description
ix, 91 pages : illustrations ; 24 cm.
Notes
Includes bibliographical references (pages 83-87) and index.
Series Statement
EAA Series-textbook, 1869-6929
EAA series - Textbook. 1869-6929
Technical Details
  • Access in Virgo Classic
  • Staff View

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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.
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