Reconstructing heavy-tailed distributions by splicing with maximum entropy in the mean
Santiago Carrillo; Henryk Gzyl; Aldo Tagliani
Year of publication: |
2012
|
---|---|
Authors: | Carrillo, Santiago ; Gzyl, Henryk ; Tagliani, Aldo |
Published in: |
The journal of operational risk. - London : Incisive Media, ISSN 1744-6740, ZDB-ID 22389891. - Vol. 7.2012, 2, p. 3-15
|
Saved in:
Saved in favorites
Similar items by person
-
Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
Gzyl, Henryk, (2013)
-
Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
Gzyl, Henryk, (2013)
-
A comparison of numerical approaches to determine the severity of losses
Gzyl, Henryk, (2013)
- More ...