rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Risk Measures and Attitudes
  name:
    name part: Biagini, Francesca.
    role:
      role term: editor.
  name:
    name part: Richter, Andreas.
    role:
      role term: editor.
  name:
    name part: Schlesinger, Harris.
    role:
      role term: editor.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: xxk
    date issued: 2013
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: IX, 91 p. 4 illus. in color. online resource.
  abstract: 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.
  table of contents: 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.
  note: edited by Francesca Biagini, Andreas Richter, Harris Schlesinger.
  subject:
    topic: Mathematics
  subject:
    topic: Applied mathematics
  subject:
    topic: Engineering mathematics
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Actuarial science
  subject:
    topic: Probabilities
  subject:
    topic: Mathematics
  subject:
    topic: Actuarial Sciences
  subject:
    topic: Quantitative Finance
  subject:
    topic: Applications of Mathematics
  subject:
    topic: Probability Theory and Stochastic Processes
  classification: HG8779-8793
  classification: 368.01
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: EAA Series
  identifier: 9781447149262
  identifier: http://dx.doi.org/10.1007/978-1-4471-4926-2
  record info:
    record creation date: 130131
    record change date: 20151103130042.0
    record identifier: 978-1-4471-4926-2