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...
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin ; Boston
De Gruyter
[2023]
|
| Ausgabe: | 2nd, extended edition |
| Schriftenreihe: | De Gruyter STEM
|
| Schlagworte: | |
| Online-Zugang: | FAB01 FAW01 FCO01 FHA01 FKE01 FLA01 FWS01 FWS02 TUM01 UBY01 UPA01 Volltext |
| 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
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| discipline | Technik Informatik Mathematik |
| discipline_str_mv | Technik Informatik Mathematik |
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| index_date | 2024-07-03T21:40:53Z |
| indexdate | 2024-08-01T10:59:43Z |
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| isbn | 9783111048185 9783111049700 |
| language | English |
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| spellingShingle | Gzyl, Henryk 1946- Gomes-Gonçalves, Erika Mayoral, Silvia Loss data analysis the maximum entropy approach COMPUTERS / Database Management / Data Mining bisacsh Maximum-Entropie-Methode (DE-588)4277537-1 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd Risikoanalyse (DE-588)4137042-9 gnd |
| subject_GND | (DE-588)4277537-1 (DE-588)4121894-2 (DE-588)4137042-9 |
| 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 Maximum-Entropie-Methode (DE-588)4277537-1 gnd Wahrscheinlichkeitsverteilung (DE-588)4121894-2 gnd Risikoanalyse (DE-588)4137042-9 gnd |
| topic_facet | COMPUTERS / Database Management / Data Mining Maximum-Entropie-Methode Wahrscheinlichkeitsverteilung Risikoanalyse |
| url | https://doi.org/10.1515/9783111048185 |
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