TY  - BOOK
AU  - Gourieroux, Christian
AU  -  Jasiak, Joann
TI  - Econometrics of individual risk
SN  - 9780691168210
U1  - 330.015195 
PY  - 2007///
CY  - New Jersey
PB  - Princeton University Press
KW  - Risk (Insurance)
N1  - Includes index
N2  - 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
ER  -