Ryzyko, czas i dobrobyt

• Autorzy: Wojciech Rybicki
• Języki publikacji: PL

Abstrakty

W pracy zasygnalizowano formalne podobieństwa zadań kwantyfikacji ryzyka, dystrybucji dochodów i ogólnego problemu dyskontowania. (...) Zamysłem autora pracy było skonfrontowanie metodologii wspomnianych obszarów badawczych i wyeksponowanie najistotniejszej ich cechy wspólnej: rangowania przez agregacje całkową, uwzględniającą specyfikę preferencji decydenta. (fragm. tekstu)

Słowa kluczowe

PL

Ryzyko; Modelowanie ryzyka kredytowego; Modele stochastyczne

EN

Risk; Credit risk modelling; Stochastic models

• Czasopismo: Prace Naukowe / Akademia Ekonomiczna w Katowicach
• Rocznik: 2009
• Tom: Metody matematyczne, ekonometryczne i komputerowe w finansach i ubezpieczeniach 2007
• Strony: 363--379

Twórcy

autor

Wojciech Rybicki

• Akademia Ekonomiczna we Wrocławiu

Bibliografia

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