03760nam 22007815 450 991073946100332120200702061949.01-4471-4926-210.1007/978-1-4471-4926-2(CKB)3390000000037128(DE-He213)978-1-4471-4926-2(SSID)ssj0000879659(PQKBManifestationID)11454212(PQKBTitleCode)TC0000879659(PQKBWorkID)10853030(PQKB)11373065(MiAaPQ)EBC6314956(MiAaPQ)EBC1205265(Au-PeEL)EBL1205265(CaPaEBR)ebr10962441(OCoLC)827307181(PPN)168294532(EXLCZ)99339000000003712820130131d2013 u| 0engurnn|008mamaatxtrdacontentcrdamediacrrdacarrierRisk Measures and Attitudes /edited by Francesca Biagini, Andreas Richter, Harris Schlesinger1st ed. 2013.London :Springer London :Imprint: Springer,2013.1 online resource (IX, 91 p. 4 illus. in color.) EAA Series,1869-6929Bibliographic Level Mode of Issuance: Monograph1-4471-4925-4 Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences -- Multivariate Concave and Convex Stochastic Dominance -- Reliable Quantification and Efficient Estimation of Credit Risk -- Diffusion-based models for financial markets without martingale measures.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.EAA Series,1869-6929Actuarial scienceEconomics, Mathematical Applied mathematicsEngineering mathematicsProbabilitiesActuarial Scienceshttps://scigraph.springernature.com/ontologies/product-market-codes/M13080Quantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Applications of Mathematicshttps://scigraph.springernature.com/ontologies/product-market-codes/M13003Probability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Actuarial science.Economics, Mathematical .Applied mathematics.Engineering mathematics.Probabilities.Actuarial Sciences.Quantitative Finance.Applications of Mathematics.Probability Theory and Stochastic Processes.332.6Biagini Francescaedthttp://id.loc.gov/vocabulary/relators/edtRichter Andreasedthttp://id.loc.gov/vocabulary/relators/edtSchlesinger Harrisedthttp://id.loc.gov/vocabulary/relators/edtMiAaPQMiAaPQMiAaPQBOOK9910739461003321Risk Measures and Attitudes3553477UNINA