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魅麗。花火原創小說66折起
The Econometrics of Individual Risk ─ Credit, Insurance, and Marketing
90折

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

定  價:NT$ 2650 元
優惠價:902385
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商品簡介

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.

作者簡介

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 ofStatistics and Econometric Models, Simulation-Based Econometric Methods, andTime Series and Dynamic Models. Joann Jasiak is Associate Professor of Economics at York University, Toronto. She and Christian Gourieroux are the authors ofFinancial Econometrics (Princeton).

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優惠價:90 2385
無庫存,下單後進貨
(到貨天數約30-45天)

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