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The Econometrics of Individual Risk

The Econometrics of Individual Risk

88,34 €

88,34 €

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Pe, 23 loka - ti, 27 loka

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Turvallinen maksaminen

14 päivää avoin osto


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Tuotteen kuvaus

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 risk illustrated by empirical examples. And, unlike other texts, it is focused entirely on solving the actual individual risk problems businesses confront today. Christian Gourieroux and Joann Jasiak emphasize the microeconometric aspect of risk analysis by extensively discussing practical problems such as retail credit scoring, credit card transaction dynamics, and profit maximization in promotional mailing. They address regulatory issues in sections on computing the minimum capital reserve for coverage of potential losses, and on the credit-risk measure CreditVar. The book will interest graduate students in economics, business, finance, and actuarial studies, as well as actuaries and financial analysts.

Tuotenro

da6d97ce-0b72-5b84-b691-a6392b7638d9

Kirjan tiedot

Formaatti

Unknown

Kieli

English

Sivumäärä

256

Julkaisupäivä

2015-07-28

Kustantaja

Princeton University Press

Tekijät

Christian Gourieroux and Christian Gourieroux,

Mitat

159 × 235 × 19 mm

Paino

420 g

ISBN

9780691168210

Alkuperämaa

US

The Econometrics of Individual Risk

88,34 €

88,34 €

Muutama jäljellä

Pe, 23 loka - ti, 27 loka

Kotiinkuljetus


Turvallinen maksaminen

14 päivää avoin osto


Myyjä ja toimittaja