𝔖 Bobbio Scriptorium
✦   LIBER   ✦

[EAA Series] Risk Measures and Attitudes || Reliable Quantification and Efficient Estimation of Credit Risk

✍ Scribed by Biagini, Francesca; Richter, Andreas; Schlesinger, Harris

Book ID
120300554
Publisher
Springer London
Year
2013
Tongue
English
Weight
316 KB
Edition
2013
Category
Article
ISBN
1447149262

No coin nor oath required. For personal study only.

✦ Synopsis

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.

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