The Econometrics of Individual Risk : : Credit, Insurance, and Marketing / / Joann Jasiak, Christian Gourieroux.
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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Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2011] ©2007 |
Year of Publication: | 2011 |
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Language: | English |
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Gourieroux, Christian, author. aut http://id.loc.gov/vocabulary/relators/aut The Econometrics of Individual Risk : Credit, Insurance, and Marketing / Joann Jasiak, Christian Gourieroux. Course Book Princeton, NJ : Princeton University Press, [2011] ©2007 1 online resource (256 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda Frontmatter -- Contents -- Preface -- 1. Introduction -- 2. Dichotomous Risk -- 3. Estimation -- 4. Score Performance -- 5. Count Data Models -- 6. Durations -- 7. Endogenous Selection and Partial Observability -- 8. Transition Models -- 9. Multiple Scores -- 10. Serial Dependence in Longitudinal Data -- 11. Management of Credit Risk -- Index restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star 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. Issued also in print. Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 30. Aug 2021) Banks and banking Risk management. Marketing Risk management United States. Marketing Risk management. Real property Prices United States. Risk (Insurance) United States. BUSINESS & ECONOMICS / Econometrics. bisacsh Jasiak, Joann, author. aut http://id.loc.gov/vocabulary/relators/aut Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 9783110442502 print 9780691120669 https://doi.org/10.1515/9781400829415 https://www.degruyter.com/isbn/9781400829415 Cover https://www.degruyter.com/cover/covers/9781400829415.jpg |
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English |
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Gourieroux, Christian, Gourieroux, Christian, Jasiak, Joann, |
spellingShingle |
Gourieroux, Christian, Gourieroux, Christian, Jasiak, Joann, The Econometrics of Individual Risk : Credit, Insurance, and Marketing / Frontmatter -- Contents -- Preface -- 1. Introduction -- 2. Dichotomous Risk -- 3. Estimation -- 4. Score Performance -- 5. Count Data Models -- 6. Durations -- 7. Endogenous Selection and Partial Observability -- 8. Transition Models -- 9. Multiple Scores -- 10. Serial Dependence in Longitudinal Data -- 11. Management of Credit Risk -- Index |
author_facet |
Gourieroux, Christian, Gourieroux, Christian, Jasiak, Joann, Jasiak, Joann, Jasiak, Joann, |
author_variant |
c g cg c g cg j j jj |
author_role |
VerfasserIn VerfasserIn VerfasserIn |
author2 |
Jasiak, Joann, Jasiak, Joann, |
author2_variant |
j j jj |
author2_role |
VerfasserIn VerfasserIn |
author_sort |
Gourieroux, Christian, |
title |
The Econometrics of Individual Risk : Credit, Insurance, and Marketing / |
title_sub |
Credit, Insurance, and Marketing / |
title_full |
The Econometrics of Individual Risk : Credit, Insurance, and Marketing / Joann Jasiak, Christian Gourieroux. |
title_fullStr |
The Econometrics of Individual Risk : Credit, Insurance, and Marketing / Joann Jasiak, Christian Gourieroux. |
title_full_unstemmed |
The Econometrics of Individual Risk : Credit, Insurance, and Marketing / Joann Jasiak, Christian Gourieroux. |
title_auth |
The Econometrics of Individual Risk : Credit, Insurance, and Marketing / |
title_alt |
Frontmatter -- Contents -- Preface -- 1. Introduction -- 2. Dichotomous Risk -- 3. Estimation -- 4. Score Performance -- 5. Count Data Models -- 6. Durations -- 7. Endogenous Selection and Partial Observability -- 8. Transition Models -- 9. Multiple Scores -- 10. Serial Dependence in Longitudinal Data -- 11. Management of Credit Risk -- Index |
title_new |
The Econometrics of Individual Risk : |
title_sort |
the econometrics of individual risk : credit, insurance, and marketing / |
publisher |
Princeton University Press, |
publishDate |
2011 |
physical |
1 online resource (256 p.) Issued also in print. |
edition |
Course Book |
contents |
Frontmatter -- Contents -- Preface -- 1. Introduction -- 2. Dichotomous Risk -- 3. Estimation -- 4. Score Performance -- 5. Count Data Models -- 6. Durations -- 7. Endogenous Selection and Partial Observability -- 8. Transition Models -- 9. Multiple Scores -- 10. Serial Dependence in Longitudinal Data -- 11. Management of Credit Risk -- Index |
isbn |
9781400829415 9783110442502 9780691120669 |
geographic_facet |
United States. |
url |
https://doi.org/10.1515/9781400829415 https://www.degruyter.com/isbn/9781400829415 https://www.degruyter.com/cover/covers/9781400829415.jpg |
illustrated |
Not Illustrated |
doi_str_mv |
10.1515/9781400829415 |
oclc_num |
979578741 |
work_keys_str_mv |
AT gourierouxchristian theeconometricsofindividualriskcreditinsuranceandmarketing AT jasiakjoann theeconometricsofindividualriskcreditinsuranceandmarketing AT gourierouxchristian econometricsofindividualriskcreditinsuranceandmarketing AT jasiakjoann econometricsofindividualriskcreditinsuranceandmarketing |
status_str |
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ids_txt_mv |
(DE-B1597)446541 (OCoLC)979578741 |
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cr |
hierarchy_parent_title |
Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 |
is_hierarchy_title |
The Econometrics of Individual Risk : Credit, Insurance, and Marketing / |
container_title |
Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 |
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