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Loss Data Analysis
The Maximum Entropy Approach
Taschenbuch von Henryk Gzyl (u. a.)
Sprache: Englisch

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Beschreibung
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.

Contents
Introduction
Frequency models
Individual severity models
Some detailed examples
Some traditional approaches to the aggregation problem
Laplace transforms and fractional moment problems
The standard maximum entropy method
Extensions of the method of maximum entropy
Superresolution in maxentropic Laplace transform inversion
Sample data dependence
Disentangling frequencies and decompounding losses
Computations using the maxentropic density
Review of statistical procedures
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.

Contents
Introduction
Frequency models
Individual severity models
Some detailed examples
Some traditional approaches to the aggregation problem
Laplace transforms and fractional moment problems
The standard maximum entropy method
Extensions of the method of maximum entropy
Superresolution in maxentropic Laplace transform inversion
Sample data dependence
Disentangling frequencies and decompounding losses
Computations using the maxentropic density
Review of statistical procedures
Über den Autor
Henryk Gzyl, IESA, Caracas, [...] Gomes-Goncalves and Silvia Mayoral, Universidad Carlos III de Madrid, Spain.
Details
Empfohlen (bis): 21
Empfohlen (von): 18
Erscheinungsjahr: 2018
Fachbereich: Allgemeines
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: Einband - flex.(Paperback)
ISBN-13: 9783110516043
ISBN-10: 3110516047
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Gzyl, Henryk
Gomes-Gonçalves, Erika
Mayoral, Silvia
Auflage: 1. Auflage
Hersteller: De Gruyter
Mercury Learning and Information
Verantwortliche Person für die EU: De Gruyter [9], Genthiner Str. 13, D-10785 Berlin, orders@degruyter.com
Maße: 240 x 170 x 12 mm
Von/Mit: Henryk Gzyl (u. a.)
Erscheinungsdatum: 05.02.2018
Gewicht: 0,366 kg
Artikel-ID: 111270098
Über den Autor
Henryk Gzyl, IESA, Caracas, [...] Gomes-Goncalves and Silvia Mayoral, Universidad Carlos III de Madrid, Spain.
Details
Empfohlen (bis): 21
Empfohlen (von): 18
Erscheinungsjahr: 2018
Fachbereich: Allgemeines
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: Einband - flex.(Paperback)
ISBN-13: 9783110516043
ISBN-10: 3110516047
Sprache: Englisch
Einband: Kartoniert / Broschiert
Autor: Gzyl, Henryk
Gomes-Gonçalves, Erika
Mayoral, Silvia
Auflage: 1. Auflage
Hersteller: De Gruyter
Mercury Learning and Information
Verantwortliche Person für die EU: De Gruyter [9], Genthiner Str. 13, D-10785 Berlin, orders@degruyter.com
Maße: 240 x 170 x 12 mm
Von/Mit: Henryk Gzyl (u. a.)
Erscheinungsdatum: 05.02.2018
Gewicht: 0,366 kg
Artikel-ID: 111270098
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