Risk measures and attitudes /

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Bibliographic Details
Imprint:	London ; New York : Springer, ©2013.
Description:	1 online resource.
Language:	English
Series:	EAA Series-textbook, 1869-6929 EAA series - Textbook.
Subject:	Financial risk. Financial risk management. Financial risk. Financial risk management.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/9849792

Hidden Bibliographic Details
Other authors / contributors:	Biagini, Francesca. Richter, Andreas. Schlesinger, Harris.
ISBN:	9781447149262 (electronic bk.) 1447149262 (electronic bk.) 9781447149255
Notes:	Includes bibliographical references and index.
Summary:	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:

Risk attitudes
Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences / Patrick Cheridito, Samuel Drapeau, Michael Kupper
Multivariate Concave and Convex Stochastic Dominance / Michel Denuit, Louis Eeckhoudt, Ilia Tsetlin, Robert L. Winkler
Downside Risk
Reliable Quantification and Efficient Estimation of Credit Risk / Jörn Dunkel, Stefan Weber
Diffusion-Based Models for Financial Markets Without Martingale Measures / Claudio Fontana, Wolfgang J. Runggaldier.

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