The Econometrics of Individual Risk by Christian Gourieroux (Paperback Book)

The Econometrics of Individual Risk by Christian Gourieroux (Paperback Book)

Princeton University Press

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\n\nThe Econometrics of Individual Risk\nCredit, Insurance, and Marketing\nFree UK delivery on this item.\n\nThis brand new item is available with free UK delivery using Royal Mail tracked services.\;

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