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Actuarial science / Statistics / Economics / Decision theory / Financial economics / Spectral risk measure / Risk aversion / Exponential utility / Coherent risk measure / Financial risk / Mathematical finance / Utility


Consistent Modeling of Risk Averse Behavior with Spectral Risk Measures Hans Peter Wächter und Thomas Mazzoni Diskussionsbeitrag Nr. 455 August 2010
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Document Date: 2011-12-05 03:57:21

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Country

Germany / /

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Facility

University of Hagen / GNU Scientific Library / /

IndustryTerm

law invariance / financial products / /

OperatingSystem

GNU / /

Organization

University of Hagen / Department for Applied Statistics / /

Person

Thomas Mazzoni∗ August / Thomas Mazzoni Diskussionsbeitrag / Hans Peter Wächter / /

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Position

General / candidate for a relationship / /

Technology

Box-Muller algorithm / /

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