The Econometrics of Individual Risk

DOI10.1515/9781400829415zbMath1112.91038OpenAlexW4235755330MaRDI QIDQ3426059

Christian Gouriéroux, Joanna Jasiak

Publication date: 7 March 2007

Full work available at URL: https://doi.org/10.1515/9781400829415

zbMATH Keywords

discriminant analysiscredit riskvalue-at-riskestimation methodstransition modelsscore performance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Credit risk (91G40)

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