Two maxentropic approaches to determine the probability density of compound risk losses
Erika Gomes-Gonçalves; Henryk Gzyl; Silvia Mayoral
| Year of publication: |
2015
|
|---|---|
| Authors: | Gomes-Gonçalves, Erika ; Gzyl, Henryk ; Mayoral, Silvia |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 62.2015, p. 42-53
|
| Subject: | Total loss distribution | Maximum entropy methods | Laplace transform | Decompounding | Entropie | Entropy | Wahrscheinlichkeitsrechnung | Probability theory | Verlust | Loss | Risiko | Risk | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011312089