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The Econometrics of Individual Risk: Credit, Insurance, and Marketing
Christian Gourieroux
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Description for The Econometrics of Individual Risk: Credit, Insurance, and Marketing
Paperback. Num Pages: 256 pages, black & white illustrations. BIC Classification: KCH; KFF; KJS. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 159 x 235 x 19. Weight in Grams: 428.
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 ... Read more
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 ... Read more
Product Details
Publisher
Princeton University Press
Format
Paperback
Publication date
2015
Condition
New
Weight
417g
Number of Pages
256
Place of Publication
New Jersey, United States
ISBN
9780691168210
SKU
V9780691168210
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-1
About Christian Gourieroux
Christian Gourieroux is Director of the Laboratory for Finance and Insurance at the Center for Research in Economics and Statistics (CREST) in Paris, and Professor at the University of Toronto. He is the coauthor of Statistics and Econometric Models, Simulation-Based Econometric Methods, and Time Series and Dynamic Models. Joann Jasiak is Associate Professor of Economics at York University, Toronto. She ... Read more
Reviews for The Econometrics of Individual Risk: Credit, Insurance, and Marketing
"I don't know of any other book with this orientation. It promises to fill a gap in both the econometric and finance literature."—Torben G. Andersen, Kellogg School of Management, Northwestern University "The Econometrics of Individual Risk gives a nice overview of a new area and manages to combine a good technical account with clarity. No other book to my knowledge ... Read more