Hidden Bibliographic Details
| Other authors / contributors: | Jasiak, Joann, 1963- author.
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| ISBN: | 9781400829415
1400829410
1283339749
9781283339742
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| Notes: | Print version record.
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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 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.
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| Other form: | Print version: Gourieroux, Christian. Econometrics of Individual Risk : Credit, Insurance, and Marketing. Princeton : Princeton University Press, ©2011 9780691120669
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