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Loss Data Analysis : the Maximum Entropy Approach.
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...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Autres auteurs: | , |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Berlin/Boston :
De Gruyter, Inc.,
2018.
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| Collection: | De Gruyter Textbook Ser.
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| Sujets: | |
| Accès en ligne: | Texto completo |
Table des matières:
- Intro; 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.