The Econometrics of Individual Risk

Written By Christian Gourieroux
The Econometrics of Individual Risk
  • Publsiher : Princeton University Press
  • Release : 28 July 2015
  • ISBN : 0691168210
  • Pages : 256 pages
  • Rating : /5 from reviews
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Download or read book entitled The Econometrics of Individual Risk by author: Christian Gourieroux which was release on 28 July 2015 and published by Princeton University Press with total page 256 pages . This book available in PDF, EPUB and Kindle Format. 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.

The Econometrics of Individual Risk

The Econometrics of Individual Risk
  • Author : Christian Gourieroux,Joann Jasiak
  • Publisher : Princeton University Press
  • Release Date : 2015-07-28
  • Total pages : 256
  • ISBN : 0691168210
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Summary : 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 Risk

Econometrics of Risk
  • Author : Van-Nam Huynh,Vladik Kreinovich,Songsak Sriboonchitta,Komsan Suriya
  • Publisher : Springer
  • Release Date : 2014-12-15
  • Total pages : 498
  • ISBN : 0691168210
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Summary : This edited book contains several state-of-the-art papers devoted to econometrics of risk. Some papers provide theoretical analysis of the corresponding mathematical, statistical, computational, and economical models. Other papers describe applications of the novel risk-related econometric techniques to real-life economic situations. The book presents new methods developed just recently, in particular, ...

Econometrics and Risk Management

Econometrics and Risk Management
  • Author : Thomas B. Fomby,Jean-Pierre Fouque,Knut Solna
  • Publisher : Emerald Group Publishing
  • Release Date : 2008-12-01
  • Total pages : 304
  • ISBN : 0691168210
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Summary : Covers credit risk and credit derivatives. This book offers several points of view on credit risk when looked at from the perspective of Econometrics and Financial Mathematics. It addresses the challenge of modeling defaults and their correlations, and results on copula, reduced form and structural models, and the top-down approach....

Risk Econometrics

Risk Econometrics
  • Author : Elena Goldman
  • Publisher : Academic Press
  • Release Date : 2020-08
  • Total pages : 250
  • ISBN : 0691168210
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Summary : Risk Econometrics: A Practical Guide to Bayesian and Frequentist Methods serves as a guide to mastering a growing number of applications in network analysis, environmental science and healthcare. By avoiding a focus either on time series or cross-sectional/panel data methods and adopting either Frequentist (Classical) or Bayesian approaches, it ...

Risk Measurement Econometrics and Neural Networks

Risk Measurement  Econometrics and Neural Networks
  • Author : Georg Bol,Gholamreza Nakhaeizadeh,Karl-Heinz Vollmer
  • Publisher : Springer Science & Business Media
  • Release Date : 2012-12-06
  • Total pages : 306
  • ISBN : 0691168210
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Summary : This book comprises the articles of the 6th Econometric Workshop in Karlsruhe, Germany. In the first part approaches from traditional econometrics and innovative methods from machine learning such as neural nets are applied to financial issues. Neural Networks are successfully applied to different areas such as debtor analysis, forecasting and ...

Conditional Autoregressive Value at Risk and Other Essays in Financial Econometrics

Conditional Autoregressive Value at Risk and Other Essays in Financial Econometrics
  • Author : Simone Manganelli
  • Publisher : Unknown
  • Release Date : 2000
  • Total pages : 240
  • ISBN : 0691168210
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Summary : Read online Conditional Autoregressive Value at Risk and Other Essays in Financial Econometrics written by Simone Manganelli, published by which was released on 2000. Download full Conditional Autoregressive Value at Risk and Other Essays in Financial Econometrics Books now! Available in PDF, ePub and Kindle....

Financial Econometric Modeling of Risk in Commodity Markets

Financial Econometric Modeling of Risk in Commodity Markets
  • Author : Jeongseok Song
  • Publisher : Unknown
  • Release Date : 2004
  • Total pages : 324
  • ISBN : 0691168210
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Summary : Read online Financial Econometric Modeling of Risk in Commodity Markets written by Jeongseok Song, published by which was released on 2004. Download full Financial Econometric Modeling of Risk in Commodity Markets Books now! Available in PDF, ePub and Kindle....

Production Risk and Decision Making Testing Alternative Econometric Models with Evidence from Egyptian Cotton Production

Production Risk and Decision Making  Testing Alternative Econometric Models with Evidence from Egyptian Cotton Production
  • Author : Mark Ollunga Odhiambo
  • Publisher : Unknown
  • Release Date : 1983
  • Total pages : 448
  • ISBN : 0691168210
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Summary : Read online Production Risk and Decision Making Testing Alternative Econometric Models with Evidence from Egyptian Cotton Production written by Mark Ollunga Odhiambo, published by which was released on 1983. Download full Production Risk and Decision Making Testing Alternative Econometric Models with Evidence from Egyptian Cotton Production Books now! Available in PDF, ...

Market Risk Analysis Practical Financial Econometrics

Market Risk Analysis  Practical Financial Econometrics
  • Author : Carol Alexander
  • Publisher : John Wiley & Sons
  • Release Date : 2008-04-30
  • Total pages : 426
  • ISBN : 0691168210
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Summary : Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and ...

Econometric Modeling of Value at risk

Econometric Modeling of Value at risk
  • Author : Timotheos Angelidis,Stavros Degiannakis
  • Publisher : Nova Science Pub Incorporated
  • Release Date : 2009
  • Total pages : 83
  • ISBN : 0691168210
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Summary : Recently risk management has become a standard prerequisite for all financial institutions. Value-at-Risk is the main tool of reporting to the bank regulators the risk that the financial institutions face. As it is essential to estimate it accurately, numerous methods have been proposed in order to minimise the forecast error. ...

Applied Econometrics with SAS

Applied Econometrics with SAS
  • Author : Barry K. Goodwin,A. Ford Ramsey,Jan Chvosta
  • Publisher : SAS Institute
  • Release Date : 2018-04-04
  • Total pages : 180
  • ISBN : 0691168210
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Summary : Using Applied Econometrics with SAS: Modeling Demand, Supply, and Risk, you will quickly master SAS applications for implementing and estimating standard models in the field of econometrics. This guide introduces you to the major theories underpinning applied demand and production economics. For each of its three main topics—demand, supply, ...

Journal of Econometrics

Journal of Econometrics
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2002
  • Total pages : 212
  • ISBN : 0691168210
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Summary : Read online Journal of Econometrics written by , published by which was released on 2002. Download full Journal of Econometrics Books now! Available in PDF, ePub and Kindle....

A Country Risk Index Econometric Formulation and an Application to Mexico

A Country Risk Index   Econometric Formulation and an Application to Mexico
  • Author : Michael Melvin (Economist),Don Schlagenhauf
  • Publisher : Unknown
  • Release Date : 1984
  • Total pages : 70
  • ISBN : 0691168210
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Summary : Read online A Country Risk Index Econometric Formulation and an Application to Mexico written by Michael Melvin (Economist),Don Schlagenhauf, published by which was released on 1984. Download full A Country Risk Index Econometric Formulation and an Application to Mexico Books now! Available in PDF, ePub and Kindle....

Brazilian Review of Econometrics

Brazilian Review of Econometrics
  • Author : Anonim
  • Publisher : Unknown
  • Release Date : 2006
  • Total pages : 212
  • ISBN : 0691168210
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Summary : Read online Brazilian Review of Econometrics written by , published by which was released on 2006. Download full Brazilian Review of Econometrics Books now! Available in PDF, ePub and Kindle....

The Practice of Econometrics

The Practice of Econometrics
  • Author : Ernst R. Berndt
  • Publisher : Reading, Mass. ; Don Mills, Ont. : Addison-Wesley Publishing Company
  • Release Date : 1991
  • Total pages : 702
  • ISBN : 0691168210
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Summary : Read online The Practice of Econometrics written by Ernst R. Berndt, published by Reading, Mass. ; Don Mills, Ont. : Addison-Wesley Publishing Company which was released on 1991. Download full The Practice of Econometrics Books now! Available in PDF, ePub and Kindle....