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EAA Series

Risk Measures and Attitudes

Editors: Biagini, Francesca, Richter, Andreas, Schlesinger, Harris (Eds.)

  • Illustrates the interplay between modern advances in both risk measures and risk attitudes
  • Multi-disciplinary coverage appeals to students, researchers and practitioners
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eBook $34.99
price for USA (gross)
  • ISBN 978-1-4471-4926-2
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $49.95
price for USA
  • ISBN 978-1-4471-4925-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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  • Rental duration: 1 or 6 month
  • low-cost access
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About this Textbook

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.

Table of contents (4 chapters)

  • Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences

    Cheridito, Patrick (et al.)

    Pages 3-9

  • Multivariate Concave and Convex Stochastic Dominance

    Denuit, Michel (et al.)

    Pages 11-32

  • Reliable Quantification and Efficient Estimation of Credit Risk

    Dunkel, Jörn (et al.)

    Pages 35-43

  • Diffusion-Based Models for Financial Markets Without Martingale Measures

    Fontana, Claudio (et al.)

    Pages 45-81

Buy this book

eBook $34.99
price for USA (gross)
  • ISBN 978-1-4471-4926-2
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $49.95
price for USA
  • ISBN 978-1-4471-4925-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Risk Measures and Attitudes
Editors
  • Francesca Biagini
  • Andreas Richter
  • Harris Schlesinger
Series Title
EAA Series
Copyright
2013
Publisher
Springer-Verlag London
Copyright Holder
Springer-Verlag London
eBook ISBN
978-1-4471-4926-2
DOI
10.1007/978-1-4471-4926-2
Softcover ISBN
978-1-4471-4925-5
Series ISSN
1869-6929
Edition Number
1
Number of Pages
IX, 91
Number of Illustrations and Tables
4 illustrations in colour
Topics