Risk Measures and Attitudes

<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>

Year

2013

Language

English

Publisher

Springer London, Limited

Editions

3

ISBN

9781447149262

Data source: Wikidata