Business & Economics Books:

The Econometrics of Individual Risk

Credit, Insurance, and Marketing
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Paperback / softback
$135.99
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Description

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,

Author Biography:

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 and Christian Gourieroux are the authors of Financial Econometrics (Princeton).
Release date Australia
July 28th, 2015
Audiences
  • Professional & Vocational
  • Tertiary Education (US: College)
Pages
256
Dimensions
155x235x15
ISBN-13
9780691168210
Product ID
23129838

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