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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| Superior document: | Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Backlist 2000-2013 |
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| Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2011] ©2007 |
| Year of Publication: | 2011 |
| Edition: | Course Book |
| Language: | English |
| Online Access: | |
| Physical Description: | 1 online resource (256 p.) |
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Table of 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