Loss Data Analysis : : The Maximum Entropy Approach / / Henryk Gzyl, Silvia Mayoral, Erika Gomes-Gonçalves.
This volume deals with two complementary topics. On one hand the book deals with the problem of determining the the probability distribution of a positive compound random variable, a problem which appears in the banking and insurance industries, in many areas of operational research and in reliabili...
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Superior document: | Title is part of eBook package: De Gruyter DG Plus eBook-Package 2018 |
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2018] ©2018 |
Year of Publication: | 2018 |
Language: | English |
Series: | De Gruyter STEM
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Online Access: | |
Physical Description: | 1 online resource (XII, 198 p.) |
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Table of Contents:
- Frontmatter
- Preface
- Contents
- 1 Introduction
- 2 Frequency models
- 3 Individual severity models
- 4 Some detailed examples
- 5 Some traditional approaches to the aggregation problem
- 6 Laplace transforms and fractional moment problems
- 7 The standard maximum entropy method
- 8 Extensions of the method of maximum entropy
- 9 Superresolution in maxentropic Laplace transform inversion
- 10 Sample data dependence
- 11 Disentangling frequencies and decompounding losses
- 12 Computations using the maxentropic density
- 13 Review of statistical procedures
- Index
- Bibliography