Econometrics of individual risk, the: credit, insurance, and marketing
Auteur :
Gourieroux, Christian
Éditeur :
Gourieroux, ChristianJasiak, Joann,
ISBN :
9780691120669
Date de publication :
2 janv. 2007
Dimensions :
22,9 x 15,2 x 2,2 cm
Poids :
628 g
Langue :
Anglais
Pays d'origine :
USA
Risks incurred or carried by individual people, companies, insurance policies, or credit agreements can be devastating as macroevents such as share-price fluctuations. This work provides an econometric methodology for quantifying and managing this underappreciated but important variety of risk. It is of interest to graduate students in economics.