by Georg Ch . Pflug (Author), WernerRomisch (Author)
Combines the treatment of properties of the risk measures with the related aspects of decision making under risk. This book introduces the theory of risk measures in a mathematically sound way. It contains properties, characterizations and representations of risk functionals for single-period and multi-period activities.
Format: Hardcover
Pages: 304
Edition: illustrated edition
Publisher: World Scientific Publishing
Published: 15 Oct 2007
ISBN 10: 9812707409
ISBN 13: 9789812707406