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Risk Measures and Attitudes 2013th Edition
Author(s): Francesca Biagini (Editor), Andreas Richter (Editor), Harris Schlesinger (Editor)
- Publisher: Springer
- Publication Date: 2 Feb. 2013
- Edition: 2013th
- Language: English
- Print length: 100 pages
- ISBN-10: 1447149254
- ISBN-13: 9781447149255
Book Description
This book shows that unlike earlier approaches, modern theory incorporates more sophisticated analysis of risk measures and risk attitudes, which are intertwined in such settings as portfolio choice, mitigating credit risk and comparing risky alternatives.
Editorial Reviews
From the Back Cover
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 2013th Edition 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.
