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008			150903s2013 xxk| o |||| 0|eng d
020			_a9781447149262 _99781447149262
024	7		_a10.1007/9781447149262 _2doi
035			_avtls000339960
039		9	_a201509030841 _bVLOAD _c201404300407 _dVLOAD _y201402061013 _zstaff
040			_aMX-SnUAN _bspa _cMX-SnUAN _erda
050		4	_aHG8779-8793
100	1		_aBiagini, Francesca. _eeditor. _9315569
245	1	0	_aRisk Measures and Attitudes / _cedited by Francesca Biagini, Andreas Richter, Harris Schlesinger.
264		1	_aLondon : _bSpringer London : _bImprint: Springer, _c2013.
300			_aIx, 91 páginas 4 ilustraciones en color. _brecurso en línea.
336			_atexto _btxt _2rdacontent
337			_acomputadora _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_aarchivo de texto _bPDF _2rda
490	0		_aEAA Series, _x1869-6929
500			_aSpringer eBooks
505	0		_aWeak 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.
520			_aRisk 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.
590			_aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700	1		_aRichter, Andreas. _eeditor. _9315570
700	1		_aSchlesinger, Harris. _eeditor. _9315571
710	2		_aSpringerLink (Servicio en línea) _9299170
776	0	8	_iEdición impresa: _z9781447149255
856	4	0	_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-1-4471-4926-2 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999			_c286740 _d286740