| 书目名称 | Risk Measures and Attitudes |
| 编辑 | Francesca Biagini,Andreas Richter,Harris Schlesing |
| 视频video | |
| 概述 | Illustrates the interplay between modern advances in both risk measures and risk attitudes.Multi-disciplinary coverage appeals to students, researchers and practitioners.Contains papers presented at t |
| 丛书名称 | EAA Series |
| 图书封面 |  |
| 描述 | .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 students and researchers of actuarial science or risk management as well as practitioners.. |
| 出版日期 | Textbook 2013 |
| 关键词 | Credit Risk; Downside Risk; Risk Attitudes; Risk Measures; Stochastic Dominance; Value at Risk; quantitati |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4471-4926-2 |
| isbn_softcover | 978-1-4471-4925-5 |
| isbn_ebook | 978-1-4471-4926-2Series ISSN 1869-6929 Series E-ISSN 1869-6937 |
| issn_series | 1869-6929 |
| copyright | Springer-Verlag London 2013 |
发表于 2025-3-21 16:36:50
