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[Rezension von: Gourieroux, Christian; Jasiak, Joann, The econometrics of individual risk, credit, insurance, and marketing]

Sherris, Michael - In: Journal of economic literature 45 (2007) 4, pp. 1049-1053

Persistent link: https://www.econbiz.de/10003632655

Value at risk

Gouriéroux, Christian; Jasiak, Joann - 2010

Persistent link: https://www.econbiz.de/10003900686

The ordered qualitative model for credit rating transitions

Feng, D.; Gouriéroux, Christian; Jasiak, Joann - In: Journal of empirical finance 15 (2008) 1, pp. 111-130

Persistent link: https://www.econbiz.de/10003693020

Granularity adjustment for default risk factor model with cohorts

Gouriéroux, Christian; Jasiak, Joann - In: Journal of banking & finance 36 (2012) 5, pp. 1464-1477

Persistent link: https://www.econbiz.de/10009615800

Multivariate Jacobi process with application to smooth transitions

Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 131 (2006) 1/2, pp. 475-505

Persistent link: https://www.econbiz.de/10003298607

The Econometrics of Individual Risk : Credit, Insurance, and Marketing

Jasiak, Joann; Gourieroux, Christian - 2015

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...