Risk Measures and Attitudes
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Publication
2013 - Springer London, Limited
Language
English
Word Count
26,000 words, Guess
Page Count
104 pages
Identifiers
- ISBN-139781447149262
- ISBN-101447149262
- Better World Books9781447149262
- Open LibraryOL34883266M
Classifications
- LCCQA1-939
Description
<p>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. <i>Risk Measures and Attitudes</i> 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.</p><p><p>This book will be a useful study aid for practitioners, students and researchers of actuarial science and risk management.</p><p><p>
Subjects
Other Editions
- Risk Measures and Attitudes
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