Loss Data Analysis : The Maximum Entropy Approach
Language: English
Published by De Gruyter, 2018
Series: Book 2 of 256 - De Gruyter STEM
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
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Druck auf Anfrage Neuware - Printed after ordering - 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 reliability problems in the engineering sciences. On the other hand, the methodology proposed to solve such problems, which is based on an application of the maximum entropy method to invert the Laplace transform of the distributions, can be applied to many other problems. The book contains applications to a large variety of problems, including the problem of dependence of the sample data used to estimate empirically the Laplace transform of the random variable. Contents Introduction Frequency models Individual severity models Some detailed examples Some traditional approaches to the aggregation problem Laplace transforms and fractional moment problems The standard maximum entropy method Extensions of the method of maximum entropy Superresolution in maxentropic Laplace transform inversion Sample data dependence Disentangling frequencies and decompounding losses Computations using the maxentropic density Review of statistical procedures ; 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 reliability problems in the engineering sciences. On the other hand, the methodology proposed to solve such problems, which is based on an application of the maximum entropy method to invert the Laplace transform of the distributions, can be applied to many other problems. The book contains applications to a large variety of problems, including the problem of dependence of the sample data used to estimate empirically the Laplace transform of the random variable.…
Seller Inventory # 9783110516043
- Title
- Loss Data Analysis : The Maximum Entropy Approach
- Author
- Henryk Gzyl
- Publisher
- De Gruyter
- Publication year
- 2018
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3110516047
- ISBN 13
- 9783110516043
- Item weight
- 366 grams
- Dimensions
- 240x170x12 mm
- Series
- Book 2 of 256: De Gruyter STEM
"Synopsis" may belong to another edition of this title.
About the Author
Henryk Gzyl, IESA, Caracas, Venezuela.
Erika Gomes-Goncalves and Silvia Mayoral, Universidad Carlos III de Madrid, Spain.
"About the title" may belong to another edition of this title.
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