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