Gourieroux, Christian <br/><br/>
Econometrics of individual risk: 

 - New Jersey:  Princeton University Press,  2007. 
 - xii, 221p. 
<br/><br/>Includes index. 
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>9780691168210 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Risk (Insurance)
<br/><br/><label>Dewey Class. No.: </label>330.015195  / GOU