Risk Measures and Attitudes
Publisher: Springer
Published: Feb 02, 2013
Format: paperback
Number of pages: 100
ISBN-13: 9781447149255
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>
Notes: Source title: Risk Measures and Attitudes (EAA Series)