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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...

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Main Authors:	Gzyl, Henryk 1946- (Author), Gomes-Gonçalves, Erika (Author), Mayoral, Silvia (Author)
Format:	Electronic eBook
Language:	English
Published:	Berlin ; Boston De Gruyter [2023]
Edition:	2nd, extended edition
Series:	De Gruyter STEM
Subjects:	COMPUTERS / Database Management / Data Mining Risikoanalyse Maximum-Entropie-Methode Wahrscheinlichkeitsverteilung
Online Access:	DE-1043 DE-1046 DE-858 DE-859 DE-860 DE-863 DE-862 DE-91 DE-706 DE-739 Volltext
Summary:	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.
Physical Description:	1 Online-Ressource (XII, 210 Seiten) Illustrationen, Diagramme
ISBN:	9783111048185 9783111049700
DOI:	10.1515/9783111048185

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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 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

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