This is an introductory course on loss data analysis. By that we mean the determination of the density of the probability of cumulative losses. Even though the main motivations come from applications to the insurance, banking and financial industries, the mathematical problem that we shall deal with
Loss data analysis. The maximum entropy approach
β Scribed by Walter de Gruyter GmbH & Co. KG; Gomes-GonΓ§alves, Erika; Gzyl, Henryk; Mayoral, Silvia
- Publisher
- De Gruyter
- Year
- 2018
- Tongue
- English
- Leaves
- 211
- Series
- De Gruyter Textbook
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Subjects
(B
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<p><span> 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
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