capital: if risk-averse investors were able to directly invest into the present value of future labour income, they would … demographic development.Therefore, PAYGO should play a key role in optimising the risk-return combinations for old-age savings. …

Einführung -- Downside-Risiko-Kriterien -- Downside-minimale Portfolios -- Downside-Restriktionen -- Downside … Frage. Der Inhalt • Downside-Risiko-Kriterien • Downside-minimale Portfolios • Downside-Restriktionen • Downside …

Transformation und analysiert ihre Auswirkungen auf die Risiko- und Ertragsposition einer Bank. Grundlage ist ein Modell, das sich … Verfahren zur Gesamtbanksteuerung bzw. Risiko-Ertrags-Optimierung umfasst. Es zeigt sich, dass stärker industrialisierte Banken …

This book revises the well-known capacity control problem in revenue management from the perspective of a risk …-averse decision-maker. Modelling an expected utility maximizing decision maker, the problem is formulated as a risk-sensitive Markov …Traditionally, revenue management models aim at a maximization of expected revenue, i.e. a risk-neutral decision …

of credibility theory, uncertainty theory and chance theory, respectively. As such, it offers readers a comprehensive and … -- 10 Random Fuzzy Mean-Risk Model -- Bibliography -- List of Frequently Used Symbols …

This book is a guide to asset and risk management from a practical point of view. It is centered around two questions … triggered by the global events on the stock markets since the middle of the last decade: - Why do crashes happen when in theory … they should not? - How do investors deal with such crises in terms of their risk measurement and management and, as a …