Cargando…

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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Gourieroux, Christian, 1949- (Autor), Jasiak, Joann, 1963- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, 2011.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (256 pages)
ISBN:9781400829415
1400829410
1283339749
9781283339742