TY  - BOOK
AU  - Biagini,Francesca
AU  - Richter,Andreas
AU  - Schlesinger,Harris
ED  - SpringerLink (Online service)
TI  - Risk Measures and Attitudes
T2  - EAA Series,
SN  - 9781447149262
AV  - HG8779-8793 
U1  - 368.01 23
PY  - 2013///
CY  - London
PB  - Springer London, Imprint: Springer
KW  - Mathematics
KW  - Applied mathematics
KW  - Engineering mathematics
KW  - Economics, Mathematical
KW  - Actuarial science
KW  - Probabilities
KW  - Actuarial Sciences
KW  - Quantitative Finance
KW  - Applications of Mathematics
KW  - Probability Theory and Stochastic Processes
N1  - 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
N2  - 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
UR  - http://dx.doi.org/10.1007/978-1-4471-4926-2
ER  -