The Econometrics of Individual Risk :: Credit, Insurance, and Marketing.

The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Gourieroux, Christian, 1949- (VerfasserIn), Jasiak, Joann, 1963- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Princeton : Princeton University Press, 2011.
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Zusammenfassung:The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be just as devastating as macroevents such as share-price fluctuations. A comprehensive introduction, The Econometrics of Individual Risk is the first book to provide a complete econometric methodology for quantifying and managing this underappreciated but important variety of risk. The book presents a course in the econometric theory of individual.
Beschreibung:1 online resource (256 pages)
ISBN:9781400829415
1400829410
1283339749
9781283339742