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

by Christian Gourieroux and Joann Jasiak

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0691168210
• ISBN13: 9780691168210
• Release Date: July 2015
• Publisher: Princeton University Press
• Length: 256 Pages
• Weight: 0.88 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"