An introductory text offering econometric methodology for quantifying and managing this variety of risk, illustrated by empirical examples.
Who is it for? Graduate students in finance and actuarial studies as well as economics and business.
Presentation: Standard, slim volume.
Would you recommend it? Yes - on the reading list, but not as the main text - for graduate courses in finance and actuarial studies as well as economics and business.
The Econometrics of Individual Risk: Credit, Insurance and Marketing
Authors: Christian Gourieroux and Joann Jasiak
Publisher Princeton University Press