Christian Gourieroux, Joann Jasiak

Broschiertes Buch

The Econometrics of Individual Risk

Credit, Insurance, and Marketing

Beschreibung

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,

Autor

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).

Produktdetails

• Verlag: Princeton University Press
• Seitenzahl: 256
• Erscheinungstermin: 28. Juli 2015
• Englisch
• Abmessung: 234mm x 156mm x 15mm
• Gewicht: 422g
• ISBN-13: 9780691168210
• ISBN-10: 0691168210
• Artikelnr.: 42517629