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Loss Data Analysis: The Maximum Entropy Approach

By Henryk Gzyl, Silvia Mayoral, Erika Gomes-Gonçalves
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$93.99
By Henryk Gzyl, Silvia Mayoral, Erika Gomes-Gonçalves
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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 ...

Categories

ComputersScience & TechnologyDatabase ManagementMathematicsDatabases - General & MiscellaneousProbability TheoryStatistics