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

By: Contributor(s): 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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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.