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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
London :
Springer London : Imprint: Springer,
2013.
|
| Edición: | 1st ed. 2013. |
| Colección: | EAA Series,
|
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 001 | 978-1-4471-4926-2 | ||
| 003 | DE-He213 | ||
| 005 | 20220116081117.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 130131s2013 xxk| s |||| 0|eng d | ||
| 020 | |a 9781447149262 |9 978-1-4471-4926-2 | ||
| 024 | 7 | |a 10.1007/978-1-4471-4926-2 |2 doi | |
| 050 | 4 | |a HG8779-8793 | |
| 072 | 7 | |a KFFN |2 bicssc | |
| 072 | 7 | |a BUS033000 |2 bisacsh | |
| 072 | 7 | |a KFFN |2 thema | |
| 082 | 0 | 4 | |a 368.01 |2 23 |
| 245 | 1 | 0 | |a Risk Measures and Attitudes |h [electronic resource] / |c edited by Francesca Biagini, Andreas Richter, Harris Schlesinger. |
| 250 | |a 1st ed. 2013. | ||
| 264 | 1 | |a London : |b Springer London : |b Imprint: Springer, |c 2013. | |
| 300 | |a IX, 91 p. 4 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a EAA Series, |x 1869-6937 | |
| 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. | |
| 520 | |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 Actuarial science. | |
| 650 | 0 | |a Social sciences-Mathematics. | |
| 650 | 0 | |a Mathematics. | |
| 650 | 0 | |a Probabilities. | |
| 650 | 1 | 4 | |a Actuarial Mathematics. |
| 650 | 2 | 4 | |a Mathematics in Business, Economics and Finance. |
| 650 | 2 | 4 | |a Applications of Mathematics. |
| 650 | 2 | 4 | |a Probability Theory. |
| 700 | 1 | |a Biagini, Francesca. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 700 | 1 | |a Richter, Andreas. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 700 | 1 | |a Schlesinger, Harris. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9781447149279 |
| 776 | 0 | 8 | |i Printed edition: |z 9781447149255 |
| 830 | 0 | |a EAA Series, |x 1869-6937 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-1-4471-4926-2 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||