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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...

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Detalles Bibliográficos
Autores principales: Gourieroux, Christian, 1949- (Autor), Jasiak, Joann, 1963- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton : Princeton University Press, 2011.
Colección:Book collections on Project MUSE.
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