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

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9780691168210: 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-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.

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From the Back Cover:

"I don't know of any other book with this orientation. It promises to fill a gap in both the econometric and finance literature."--Torben G. Andersen, Kellogg School of Management, Northwestern University

"The Econometrics of Individual Risk gives a nice overview of a new area and manages to combine a good technical account with clarity. No other book to my knowledge has managed to fill this particular niche. It is well organized and well written, and the scholarship is excellent."--Kevin Dowd, Nottingham University Business School

"This book is simply outstanding. Its approach is powerful yet practical, and many of its results and insights are original. The combination of analytical power and applied sense is very, very rare. And the financial events modeled in the book are important and common in applied financial contexts."--Francis X. Diebold, University of Pennsylvania

About the Author:

Christian Gourieroux is Director of the Laboratory for Finance and Insurance at the Center for Research in Economics and Statistics (CREST) in Paris, and Professor at the University of Toronto. He is the coauthor of Statistics and Econometric Models, Simulation-Based Econometric Methods, and Time Series and Dynamic Models. Joann Jasiak is Associate Professor of Economics at York University, Toronto. She and Christian Gourieroux are the authors of Financial Econometrics (Princeton).

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Christian Gourieroux, Joann Jasiak
Editore: Princeton University Press, United States (2015)
ISBN 10: 0691168210 ISBN 13: 9780691168210
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Descrizione libro Princeton University Press, United States, 2015. Paperback. Condizione libro: New. Reprint. Language: English . Brand New Book. 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. Codice libro della libreria AAH9780691168210

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Christian Gourieroux, Joann Jasiak
Editore: Princeton University Press, United States (2015)
ISBN 10: 0691168210 ISBN 13: 9780691168210
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Descrizione libro Princeton University Press, United States, 2015. Paperback. Condizione libro: New. Reprint. Language: English . Brand New Book. 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. Codice libro della libreria AAH9780691168210

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Descrizione libro Princeton University Press, 2015. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria WP-9780691168210

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Editore: Princeton University Press 2015-09-04, Princeton (2015)
ISBN 10: 0691168210 ISBN 13: 9780691168210
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Descrizione libro Princeton University Press 2015-09-04, Princeton, 2015. paperback. Condizione libro: New. Codice libro della libreria 9780691168210

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Christian Gourieroux, Joann Jasiak
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Descrizione libro Princeton University Press. Paperback. Condizione libro: new. BRAND NEW, The Econometrics of Individual Risk: Credit, Insurance, and Marketing, Christian Gourieroux, Joann Jasiak, 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. Codice libro della libreria B9780691168210

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Descrizione libro Princeton University Press, 2015. PAP. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IP-9780691168210

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Christian Gourieroux, Joann Jasiak
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ISBN 10: 0691168210 ISBN 13: 9780691168210
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Descrizione libro Princeton University Press, United States, 2015. Paperback. Condizione libro: New. Reprint. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. 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. Codice libro della libreria BTE9780691168210

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Descrizione libro Princeton University Press, 2015. PAP. Condizione libro: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Codice libro della libreria IP-9780691168210

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Descrizione libro Princeton University Press, 2015. Paperback. Condizione libro: New. book. Codice libro della libreria M0691168210

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Descrizione libro 2015. Paperback. Condizione libro: NEW. 9780691168210 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE01148033

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