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(Ebook) Loss Data Analysis: The Maximum Entropy Approach 2ed by Henryk Gzyl, Silvia Mayoral, Erika Gomes-Gonçalves ISBN 9783111049700, 3111049701

  • SKU: EBN-49352350
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Authors:Henryk Gzyl, Silvia Mayoral, Erika Gomes-Gonçalves
Pages:268 pages.
Year:2023
Editon:2
Publisher:De Gruyter
Language:english
File Size:6.07 MB
Format:pdf
ISBNS:9783111049700, 3111049701
Categories: Ebooks

Product desciption

(Ebook) Loss Data Analysis: The Maximum Entropy Approach 2ed by Henryk Gzyl, Silvia Mayoral, Erika Gomes-Gonçalves ISBN 9783111049700, 3111049701

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.
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