Modeling, measuring, and managing risk /

This book is the first in the market to treat single- and multi-period risk measures (risk functionals) in a thorough, comprehensive manner. It combines the treatment of properties of the risk measures with the related aspects of decision making under risk. The book introduces the theory of risk mea...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Pflug, Georg Ch., 1951-
Otros Autores: Römisch, Werner
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; Hackensack, N.J. : World Scientific, ©2007.
Temas:
Functionals > Statistical methods.
Risk assessment > Statistical methods.
Risk management > Statistical methods.
Decision making > Statistical methods.
Fonctionnelles > Méthodes statistiques.
Évaluation du risque > Méthodes statistiques.
Gestion du risque > Méthodes statistiques.
Prise de décision > Méthodes statistiques.
BUSINESS & ECONOMICS > Statistics.
Decision making > Statistical methods
Risk assessment > Statistical methods
Mathematics.
Physical Sciences & Mathematics.
Mathematical Statistics.
Acceso en línea:Texto completo
Descripción
Sumario:This book is the first in the market to treat single- and multi-period risk measures (risk functionals) in a thorough, comprehensive manner. It combines the treatment of properties of the risk measures with the related aspects of decision making under risk. The book introduces the theory of risk measures in a mathematically sound way. It contains properties, characterizations and representations of risk functionals for single-period and multi-period activities, and also shows the embedding of such functionals in decision models and the properties of these models.
Descripción Física:1 online resource
Bibliografía:Includes bibliographical references (pages 277-284) and index.
ISBN:9812708723
9789812708724

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