Loss Data Analysis is popular PDF and ePub book, written by Henryk Gzyl in 2018-02-05, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Loss Data Analysis can be Read Online from any device for your convenience.
Loss Data Analysis Book PDF 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. 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
Detail Book of Loss Data Analysis PDF
- Author : Henryk Gzyl
- Release : 05 February 2018
- Publisher : Walter de Gruyter GmbH & Co KG
- ISBN : 9783110516135
- Genre : Mathematics
- Total Page : 235 pages
- Language : English
- PDF File Size : 18,7 Mb
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