About this book
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 practitioners, students and researchers of actuarial science and risk management.
Editors and affiliations
- DOI https://doi.org/10.1007/978-1-4471-4926-2
- Copyright Information Springer-Verlag London 2013
- Publisher Name Springer, London
- eBook Packages Mathematics and Statistics
- Print ISBN 978-1-4471-4925-5
- Online ISBN 978-1-4471-4926-2
- Series Print ISSN 1869-6929
- Series Online ISSN 1869-6937
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