LEADER 04091nam 2200817 a 450 001 9910969825803321 005 20200520144314.0 010 $a9786613339744 010 $a9781283339742 010 $a1283339749 010 $a9781400829415 010 $a1400829410 024 7 $a10.1515/9781400829415 035 $a(CKB)2550000000040110 035 $a(EBL)729935 035 $a(OCoLC)742333323 035 $a(SSID)ssj0000536076 035 $a(PQKBManifestationID)11325244 035 $a(PQKBTitleCode)TC0000536076 035 $a(PQKBWorkID)10547061 035 $a(PQKB)10914043 035 $a(OCoLC)ocm84838564 035 $a(OCoLC)652351888 035 $a(MdBmJHUP)muse36478 035 $a(DE-B1597)446541 035 $a(OCoLC)979578741 035 $a(DE-B1597)9781400829415 035 $a(Au-PeEL)EBL729935 035 $a(CaPaEBR)ebr10481979 035 $a(CaONFJC)MIL333974 035 $a(PPN)170241963 035 $a(FR-PaCSA)10236426 035 $a(MiAaPQ)EBC729935 035 $a(Perlego)734484 035 $a(FRCYB10236426)10236426 035 $a(EXLCZ)992550000000040110 100 $a20120724d2007 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 14$aThe econometrics of individual risk $ecredit, insurance, and marketing /$fChristian Gourieroux, Joann Jasiak 205 $aCourse Book 210 $aPrincton, N.J. $cPrinceton University Press$dc2007 215 $a1 online resource (256 p.) 300 $aDescription based upon print version of record. 311 08$a9780691168210 311 08$a0691168210 311 08$a9780691120669 311 08$a0691120668 320 $aIncludes bibliographical references and index. 327 $t Frontmatter -- $tContents -- $tPreface -- $t1. Introduction -- $t2. Dichotomous Risk -- $t3. Estimation -- $t4. Score Performance -- $t5. Count Data Models -- $t6. Durations -- $t7. Endogenous Selection and Partial Observability -- $t8. Transition Models -- $t9. Multiple Scores -- $t10. Serial Dependence in Longitudinal Data -- $t11. Management of Credit Risk -- $tIndex 330 $aThe 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. 606 $aRisk (Insurance) 606 $aBanks and banking$xRisk management 606 $aMarketing$xRisk management 615 0$aRisk (Insurance) 615 0$aBanks and banking$xRisk management. 615 0$aMarketing$xRisk management. 676 $a330/.01/5195 686 $a83.03$2bcl 700 $aGourieroux$b Christian$f1949-$089156 701 $aJasiak$b Joann$f1963-$0148433 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910969825803321 996 $aThe econometrics of individual risk$94340709 997 $aUNINA LEADER 02039oas 2200805 a 450 001 9910141318003321 005 20250922213015.0 011 $a2169-320X 035 $a(DE-599)ZDB2248407-3 035 $a(OCoLC)56050778 035 $a(CONSER) 2007228664 035 $a(CKB)110975506069395 035 $a(EXLCZ)99110975506069395 100 $a20040729a19729999 uy a 101 0 $aeng 135 $aur||||||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aIndiana law review 210 $a[Indianapolis] $c[Indiana University School of Law-Indianapolis] 300 $aRefereed/Peer-reviewed 311 08$a0090-4198 517 3 $aILR 517 1 $aInd. L. Rev 531 0 $aIndiana law rev. 606 $aLaw reviews$zIndiana 606 $aLaw$vPeriodicals 606 $aRevues de droit$zIndiana 606 $aLaw$2fast$3(OCoLC)fst00993678 606 $aLaw reviews$2fast$3(OCoLC)fst00994120 607 $aIndiana$2fast$1https://id.oclc.org/worldcat/entity/E39PBJbCKVkqV8TwrFTJTvrrMP 608 $aLaw reviews.$2fast 608 $aPeriodicals.$2fast 608 $aLaw reviews.$2lcgft 615 0$aLaw reviews 615 0$aLaw 615 6$aRevues de droit 615 7$aLaw. 615 7$aLaw reviews. 676 $a340/.09772 712 02$aIndiana University Indianapolis Law School 712 02$aIndiana University School of Law--Indianapolis 801 0$bAMH 801 1$bAMH 801 2$bOCLCQ 801 2$bHVL 801 2$bDOS 801 2$bDLC 801 2$bOCLCQ 801 2$bOCLCF 801 2$bIUL 801 2$bCUS 801 2$bOCLCQ 801 2$bBUF 801 2$bOCLCO 801 2$bOCL 801 2$bOCLCA 801 2$bVT2 801 2$bUUM 801 2$bOCLCO 801 2$bOCLCQ 801 2$bAUD 801 2$bOCLCL 801 2$bUEJ 801 2$bOCLCL 906 $aJOURNAL 912 $a9910141318003321 996 $aIndiana law review$92215870 997 $aUNINA