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

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

Kniha ( měkká vazba )

E-shopové listy

Při zaslání zboží balíčkem

K nákupu nad 99 Kč dárek zdarma v hodnotě 19 Kč

E-shopové listy

Prokletí Harrow Lake

Při zaslání zboží balíčkem

K nákupu nad 2199 Kč dárek zdarma v hodnotě 349 Kč

Prokletí Harrow Lake

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… Přejít na celý popis

K tomuto produktu zákazníci kupují

Popis

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.

Sdílet

Nakladatel
Princeton University Press
Rozměr
235 x 159 x 19
jazyk
angličtina
Vazba
měkká vazba
Hmotnost
420 g
isbn
978-0-691-16821-0
Počet stran
256
datum vydání
28.07.2015
ean
9780691168210

Hodnocení a recenze čtenářů Nápověda

0.0 z 5 0 hodnocení čtenářů

5 hvězdiček 4 hvězdičky 3 hvězdičky 2 hvězdičky 1 hvezdička

Přidejte své hodnocení knihy

Vývoj ceny

Vývoj ceny Nápověda

Získejte přehled o vývoji ceny za posledních 60 dní.

Maloobchodní cena Minimální prodejní cena: 1 485 Kč Nápověda

Články, které stojí za pozornost

Zobrazit blog

Články, které stojí za pozornost