eBook - ePub

Loss Data Analysis

Name: Loss Data Analysis
Author: Henryk Gzyl,Silvia Mayoral,Erika Gomes-Gonçalves

The Maximum Entropy Approach

Henryk Gzyl,

Silvia Mayoral,

Erika Gomes-Gonçalves,

210 pages
English
ePUB (mobile friendly)
Available on iOS & Android

eBook - ePub

Loss Data Analysis

The Maximum Entropy Approach

Henryk Gzyl,

Silvia Mayoral,

Erika Gomes-Gonçalves,

About this book

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.

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Yes, you can access Loss Data Analysis by Henryk Gzyl,Silvia Mayoral,Erika Gomes-Gonçalves in PDF and/or ePUB format, as well as other popular books in Mathematics & Statistics for Business & Economics. We have over one million books available in our catalogue for you to explore.