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

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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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Bibliographic Details
Main Authors: Gourieroux, Christian, 1949- (Author), Jasiak, Joann, 1963- (Author)
Format: Electronic eBook
Language:Inglés
Published: Princeton : Princeton University Press, 2011.
Series:Book collections on Project MUSE.
Subjects:
Risk (Insurance)
BUSINESS & ECONOMICS > Statistics.
BUSINESS & ECONOMICS > Econometrics.
Marketing > Gestion du risque.
Risque (Assurance)
Marketing > Risk management.
Banks and banking > Risk management.
Electronic books.
Online Access:Texto completo
Description
Summary: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.
Physical Description:1 online resource (256 pages).
ISBN:9781400829415

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