Risk Measures and Attitudes

• Corporate Author: SpringerLink (Online service)
• Other Authors: Biagini, Francesca (Editor), Richter, Andreas (Editor), Schlesinger, Harris (Editor)
• Format: Electronic eBook
• Language: English
• Published: London : Springer London : Imprint: Springer, 2013.
• Series: EAA Series,
• Subjects: Mathematics.; Applied mathematics.; Engineering mathematics.; Economics, Mathematical.; Actuarial science.; Probabilities.; Actuarial Sciences.; Quantitative Finance.; Applications of Mathematics.; Probability Theory and Stochastic Processes.

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...