000 02755nam a22005537a 4500
001 sulb-eb0021604
003 BD-SySUS
005 20160413122151.0
007 cr nn 008mamaa
008 130131s2013 xxk| s |||| 0|eng d
020 _a9781447149262
_9978-1-4471-4926-2
024 7 _a10.1007/978-1-4471-4926-2
_2doi
050 4 _aHG8779-8793
072 7 _aKFFN
_2bicssc
072 7 _aBUS033000
_2bisacsh
082 0 4 _a368.01
_223
245 1 0 _aRisk Measures and Attitudes
_h[electronic resource] /
_cedited by Francesca Biagini, Andreas Richter, Harris Schlesinger.
264 1 _aLondon :
_bSpringer London :
_bImprint: Springer,
_c2013.
300 _aIX, 91 p. 4 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aEAA Series,
_x1869-6929
505 0 _aWeak 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 _aRisk 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 _aMathematics.
650 0 _aApplied mathematics.
650 0 _aEngineering mathematics.
650 0 _aEconomics, Mathematical.
650 0 _aActuarial science.
650 0 _aProbabilities.
650 1 4 _aMathematics.
650 2 4 _aActuarial Sciences.
650 2 4 _aQuantitative Finance.
650 2 4 _aApplications of Mathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
700 1 _aBiagini, Francesca.
_eeditor.
700 1 _aRichter, Andreas.
_eeditor.
700 1 _aSchlesinger, Harris.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9781447149255
830 0 _aEAA Series,
_x1869-6929
856 4 0 _uhttp://dx.doi.org/10.1007/978-1-4471-4926-2
912 _aZDB-2-SMA
942 _2Dewey Decimal Classification
_ceBooks
999 _c43696
_d43696