The econometrics of individual risk : credit, insurance, and marketing / Christian Gourieroux, Joann Jasiak.

By:

Gourieroux, Christian, 1949-

Contributor(s):

Jasiak, Joann, 1963-

Publication details: Princeton, N.J. : Princeton University Press, c2007.Description: xii, 241 p. : ill. ; 25 cmISBN:

0691120668
9780691120669

Subject(s):

DDC classification:

330.01 GOU 22

LOC classification:

HG8054.5 .G68 2007

Other classification:

83.03

Online resources:

Contents:

Contents: Preface: 1. Introduction: 2. Dichotomous Risk; 3. Estimation; 4. Scope Performance; 5. Count Date Models; 6. Durations; 7. Endogenous selection and Partial Observability; 8. Transition Models 9. Multiple Scores; 10. Serial Dependence in Longitudinal Data; 11. Management of Credit Risk; References; Index.

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Holdings
Item type	Current library	Shelving location	Call number	Status	Date due	Barcode
BOOKs	National Law School	Library Compactors	330.01 GOU (Browse shelf(Opens below))	Available		23630

Includes bibliographical references and index.

Contents:
Preface:
1. Introduction:
2. Dichotomous Risk;
3. Estimation;
4. Scope Performance;
5. Count Date Models;
6. Durations;
7. Endogenous selection and Partial Observability;
8. Transition Models
9. Multiple Scores;
10. Serial Dependence in Longitudinal Data;
11. Management of Credit Risk;
References;
Index.

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