Econometrics of individual risk:

By:

Gourieroux, Christian

Contributor(s):

Jasiak, Joann

Material type: Text

TextPublication details: New Jersey: Princeton University Press, 2007.Description: xii, 221pISBN:

9780691168210

Subject(s):

Risk (Insurance)

DDC classification:

330.015195 GOU

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 risk illustrated by empirical examples. And, unlike other texts, it is focused entirely on solving the actual individual risk problems businesses confront today.

Item type:

Book

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Item type	Current library	Call number	Status	Date due	Barcode
Book	IIM Kashipur	330.015195 GOU (Browse shelf(Opens below))	Available		7079

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Includes index.

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.

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