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100   $a20130131d2013      u|         0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aRisk Measures and Attitudes /$fedited by Francesca Biagini, Andreas Richter, Harris Schlesinger
205   $a1st ed. 2013.
210  1$aLondon :$cSpringer London :$cImprint: Springer,$d2013.
215   $a1 online resource (IX, 91 p. 4 illus. in color.) 
225 1 $aEAA Series,$x1869-6929
300   $aBibliographic Level Mode of Issuance: Monograph
311   $a1-4471-4925-4 
327   $aWeak 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.
330   $aRisk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion. However, this viewpoint is usually not sufficient. Risk Measures and Attitudes collects contributions which illustrate how modern approaches to both risk measures and risk attitudes are inevitably intertwined. The settings under which this is discussed include portfolio choice, mitigating credit risk and comparing risky alternatives. This book will be a useful study aid for practitioners, students and researchers of actuarial science and risk management.
410  0$aEAA Series,$x1869-6929
606   $aActuarial science
606   $aEconomics, Mathematical 
606   $aApplied mathematics
606   $aEngineering mathematics
606   $aProbabilities
606   $aActuarial Sciences$3https://scigraph.springernature.com/ontologies/product-market-codes/M13080
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
606   $aApplications of Mathematics$3https://scigraph.springernature.com/ontologies/product-market-codes/M13003
606   $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004
615  0$aActuarial science.
615  0$aEconomics, Mathematical .
615  0$aApplied mathematics.
615  0$aEngineering mathematics.
615  0$aProbabilities.
615 14$aActuarial Sciences.
615 24$aQuantitative Finance.
615 24$aApplications of Mathematics.
615 24$aProbability Theory and Stochastic Processes.
676   $a332.6
702   $aBiagini$b Francesca$4edt$4http://id.loc.gov/vocabulary/relators/edt
702   $aRichter$b Andreas$4edt$4http://id.loc.gov/vocabulary/relators/edt
702   $aSchlesinger$b Harris$4edt$4http://id.loc.gov/vocabulary/relators/edt
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910739461003321
996   $aRisk Measures and Attitudes$93553477
997   $aUNINA