Verfügbarkeit: Loss data analysis

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...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Hauptverfasser:	Gzyl, Henryk 1946- (VerfasserIn), Gomes-Gonçalves, Erika (VerfasserIn), Mayoral, Silvia (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Berlin ; Boston De Gruyter [2023]
Ausgabe:	2nd, extended edition
Schriftenreihe:	De Gruyter STEM
Schlagworte:	COMPUTERS / Database Management / Data Mining Risikoanalyse Maximum-Entropie-Methode Wahrscheinlichkeitsverteilung
Online-Zugang:	DE-1043 DE-1046 DE-858 DE-859 DE-860 DE-863 DE-862 DE-91 DE-706 DE-739 URL des Erstveröffentlichers
Zusammenfassung:	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.
Beschreibung:	1 Online-Ressource (XII, 210 Seiten) Illustrationen, Diagramme
ISBN:	9783111048185 9783111049700
DOI:	10.1515/9783111048185

Internformat

MARC


LEADER	00000nam a2200000zc 4500
001	BV048854238
003	DE-604
005	20230724
007	cr\|uuu---uuuuu
008	230310s2023 xx a\|\|\| o\|\|\|\| 00\|\|\| eng d
020			\|a 9783111048185 \|9 978-3-11-104818-5
020			\|a 9783111049700 \|9 978-3-11-104970-0
024	7		\|a 10.1515/9783111048185 \|2 doi
035			\|a (ZDB-23-DGG)9783111048185
035			\|a (ZDB-23-DEI)9783111048185
035			\|a (OCoLC)1372485059
035			\|a (DE-599)BVBBV048854238
040			\|a DE-604 \|b ger \|e rda
041	0		\|a eng
049			\|a DE-1043 \|a DE-1046 \|a DE-858 \|a DE-859 \|a DE-860 \|a DE-739 \|a DE-91 \|a DE-706 \|a DE-863 \|a DE-862 \|a DE-11
084			\|a SK 980 \|0 (DE-625)143277: \|2 rvk
084			\|a TEC 000 \|2 stub
084			\|a DAT 000 \|2 stub
100	1		\|a Gzyl, Henryk \|d 1946- \|e Verfasser \|0 (DE-588)172111188 \|4 aut
245	1	0	\|a Loss data analysis \|b the maximum entropy approach \|c Henryk Gzyl, Silvia Mayoral, and Erika Gomes-Gonçalves
250			\|a 2nd, extended edition
264		1	\|a Berlin ; Boston \|b De Gruyter \|c [2023]
264		4	\|c © 2023
300			\|a 1 Online-Ressource (XII, 210 Seiten) \|b Illustrationen, Diagramme
336			\|b txt \|2 rdacontent
337			\|b c \|2 rdamedia
338			\|b cr \|2 rdacarrier
490	0		\|a De Gruyter STEM
520			\|a 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.
650		7	\|a COMPUTERS / Database Management / Data Mining \|2 bisacsh
650	0	7	\|a Risikoanalyse \|0 (DE-588)4137042-9 \|2 gnd \|9 rswk-swf
650	0	7	\|a Maximum-Entropie-Methode \|0 (DE-588)4277537-1 \|2 gnd \|9 rswk-swf
650	0	7	\|a Wahrscheinlichkeitsverteilung \|0 (DE-588)4121894-2 \|2 gnd \|9 rswk-swf
689	0	0	\|a Risikoanalyse \|0 (DE-588)4137042-9 \|D s
689	0	1	\|a Maximum-Entropie-Methode \|0 (DE-588)4277537-1 \|D s
689	0	2	\|a Wahrscheinlichkeitsverteilung \|0 (DE-588)4121894-2 \|D s
689	0		\|5 DE-604
700	1		\|a Gomes-Gonçalves, Erika \|e Verfasser \|0 (DE-588)116006251X \|4 aut
700	1		\|a Mayoral, Silvia \|e Verfasser \|0 (DE-588)1160062056 \|4 aut
776	0	8	\|i Erscheint auch als \|n Druck-Ausgabe \|z 978-3-11-104738-6
856	4	0	\|u https://doi.org/10.1515/9783111048185 \|x Verlag \|z URL des Erstveröffentlichers \|3 Volltext
912			\|a ZDB-23-DGG
912			\|a ZDB-23-DEI
943	1		\|a oai:aleph.bib-bvb.de:BVB01-034119463
966	e		\|u https://doi.org/10.1515/9783111048185 \|l DE-1043 \|p ZDB-23-DGG \|q FAB_PDA_DGG \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1515/9783111048185 \|l DE-1046 \|p ZDB-23-DGG \|q FAW_PDA_DGG \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1515/9783111048185 \|l DE-858 \|p ZDB-23-DGG \|q FCO_PDA_DGG \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1515/9783111048185 \|l DE-859 \|p ZDB-23-DGG \|q FKE_PDA_DGG \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1515/9783111048185 \|l DE-860 \|p ZDB-23-DGG \|q FLA_PDA_DGG \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1515/9783111048185 \|l DE-863 \|p ZDB-23-DEI \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1515/9783111048185 \|l DE-862 \|p ZDB-23-DEI \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1515/9783111048185 \|l DE-91 \|p ZDB-23-DEI \|q TUM_Paketkauf_2023 \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1515/9783111048185 \|l DE-706 \|p ZDB-23-DEI \|x Verlag \|3 Volltext
966	e		\|u https://doi.org/10.1515/9783111048185 \|l DE-739 \|p ZDB-23-DGG \|q UPA_PDA_DGG \|x Verlag \|3 Volltext

Datensatz im Suchindex

DE-BY-FWS_katkey	1033887
_version_	1824553677711474689
adam_text
adam_txt
any_adam_object
any_adam_object_boolean
author	Gzyl, Henryk 1946- Gomes-Gonçalves, Erika Mayoral, Silvia
author_GND	(DE-588)172111188 (DE-588)116006251X (DE-588)1160062056
author_facet	Gzyl, Henryk 1946- Gomes-Gonçalves, Erika Mayoral, Silvia
author_role	aut aut aut
author_sort	Gzyl, Henryk 1946-
author_variant	h g hg e g g egg s m sm
building	Verbundindex
bvnumber	BV048854238
classification_rvk	SK 980
classification_tum	TEC 000 DAT 000
collection	ZDB-23-DGG ZDB-23-DEI
ctrlnum	(ZDB-23-DGG)9783111048185 (ZDB-23-DEI)9783111048185 (OCoLC)1372485059 (DE-599)BVBBV048854238
discipline	Technik Informatik Mathematik
discipline_str_mv	Technik Informatik Mathematik
doi_str_mv	10.1515/9783111048185
edition	2nd, extended edition
format	Electronic eBook
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000zc 4500</leader><controlfield tag="001">BV048854238</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20230724</controlfield><controlfield tag="007">cr\|uuu---uuuuu</controlfield><controlfield tag="008">230310s2023 xx a\|\|\| o\|\|\|\| 00\|\|\| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783111048185</subfield><subfield code="9">978-3-11-104818-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783111049700</subfield><subfield code="9">978-3-11-104970-0</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1515/9783111048185</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-23-DGG)9783111048185</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-23-DEI)9783111048185</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1372485059</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048854238</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1043</subfield><subfield code="a">DE-1046</subfield><subfield code="a">DE-858</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-863</subfield><subfield code="a">DE-862</subfield><subfield code="a">DE-11</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">TEC 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">DAT 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Gzyl, Henryk</subfield><subfield code="d">1946-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)172111188</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Loss data analysis</subfield><subfield code="b">the maximum entropy approach</subfield><subfield code="c">Henryk Gzyl, Silvia Mayoral, and Erika Gomes-Gonçalves</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2nd, extended edition</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin ; Boston</subfield><subfield code="b">De Gruyter</subfield><subfield code="c">[2023]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2023</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XII, 210 Seiten)</subfield><subfield code="b">Illustrationen, Diagramme</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">De Gruyter STEM</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">COMPUTERS / Database Management / Data Mining</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Risikoanalyse</subfield><subfield code="0">(DE-588)4137042-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Maximum-Entropie-Methode</subfield><subfield code="0">(DE-588)4277537-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wahrscheinlichkeitsverteilung</subfield><subfield code="0">(DE-588)4121894-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Risikoanalyse</subfield><subfield code="0">(DE-588)4137042-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Maximum-Entropie-Methode</subfield><subfield code="0">(DE-588)4277537-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Wahrscheinlichkeitsverteilung</subfield><subfield code="0">(DE-588)4121894-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Gomes-Gonçalves, Erika</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)116006251X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Mayoral, Silvia</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1160062056</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">978-3-11-104738-6</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1515/9783111048185</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-23-DGG</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-23-DEI</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-034119463</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9783111048185</subfield><subfield code="l">DE-1043</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FAB_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9783111048185</subfield><subfield code="l">DE-1046</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FAW_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9783111048185</subfield><subfield code="l">DE-858</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FCO_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9783111048185</subfield><subfield code="l">DE-859</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FKE_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9783111048185</subfield><subfield code="l">DE-860</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">FLA_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9783111048185</subfield><subfield code="l">DE-863</subfield><subfield code="p">ZDB-23-DEI</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9783111048185</subfield><subfield code="l">DE-862</subfield><subfield code="p">ZDB-23-DEI</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9783111048185</subfield><subfield code="l">DE-91</subfield><subfield code="p">ZDB-23-DEI</subfield><subfield code="q">TUM_Paketkauf_2023</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9783111048185</subfield><subfield code="l">DE-706</subfield><subfield code="p">ZDB-23-DEI</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1515/9783111048185</subfield><subfield code="l">DE-739</subfield><subfield code="p">ZDB-23-DGG</subfield><subfield code="q">UPA_PDA_DGG</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection>
id	DE-604.BV048854238
illustrated	Illustrated
index_date	2024-07-03T21:40:53Z
indexdate	2025-02-20T06:39:41Z
institution	BVB
isbn	9783111048185 9783111049700
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-034119463
oclc_num	1372485059
open_access_boolean
owner	DE-1043 DE-1046 DE-858 DE-859 DE-860 DE-739 DE-91 DE-BY-TUM DE-706 DE-863 DE-BY-FWS DE-862 DE-BY-FWS DE-11
owner_facet	DE-1043 DE-1046 DE-858 DE-859 DE-860 DE-739 DE-91 DE-BY-TUM DE-706 DE-863 DE-BY-FWS DE-862 DE-BY-FWS DE-11
physical	1 Online-Ressource (XII, 210 Seiten) Illustrationen, Diagramme
psigel	ZDB-23-DGG ZDB-23-DEI ZDB-23-DGG FAB_PDA_DGG ZDB-23-DGG FAW_PDA_DGG ZDB-23-DGG FCO_PDA_DGG ZDB-23-DGG FKE_PDA_DGG ZDB-23-DGG FLA_PDA_DGG ZDB-23-DEI TUM_Paketkauf_2023 ZDB-23-DGG UPA_PDA_DGG
publishDate	2023
publishDateSearch	2023
publishDateSort	2023
publisher	De Gruyter
record_format	marc
series2	De Gruyter STEM
spellingShingle	Gzyl, Henryk 1946- Gomes-Gonçalves, Erika Mayoral, Silvia Loss data analysis the maximum entropy approach COMPUTERS / Database Management / Data Mining bisacsh Risikoanalyse (DE-588)4137042-9 gnd Maximum-Entropie-Methode (DE-588)4277537-1 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd
subject_GND	(DE-588)4137042-9 (DE-588)4277537-1 (DE-588)4121894-2
title	Loss data analysis the maximum entropy approach
title_auth	Loss data analysis the maximum entropy approach
title_exact_search	Loss data analysis the maximum entropy approach
title_exact_search_txtP	Loss data analysis the maximum entropy approach
title_full	Loss data analysis the maximum entropy approach Henryk Gzyl, Silvia Mayoral, and Erika Gomes-Gonçalves
title_fullStr	Loss data analysis the maximum entropy approach Henryk Gzyl, Silvia Mayoral, and Erika Gomes-Gonçalves
title_full_unstemmed	Loss data analysis the maximum entropy approach Henryk Gzyl, Silvia Mayoral, and Erika Gomes-Gonçalves
title_short	Loss data analysis
title_sort	loss data analysis the maximum entropy approach
title_sub	the maximum entropy approach
topic	COMPUTERS / Database Management / Data Mining bisacsh Risikoanalyse (DE-588)4137042-9 gnd Maximum-Entropie-Methode (DE-588)4277537-1 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd
topic_facet	COMPUTERS / Database Management / Data Mining Risikoanalyse Maximum-Entropie-Methode Wahrscheinlichkeitsverteilung
url	https://doi.org/10.1515/9783111048185
work_keys_str_mv	AT gzylhenryk lossdataanalysisthemaximumentropyapproach AT gomesgoncalveserika lossdataanalysisthemaximumentropyapproach AT mayoralsilvia lossdataanalysisthemaximumentropyapproach

Verfügbarkeit

Volltext öffnen

MARC

Datensatz im Suchindex

Ähnliche Einträge