View in EDS PDF Full Text ePub Full Text

Loss Data Analysis : The Maximum Entropy Approach

Saved in:
Bibliographic Details
Title: Loss Data Analysis : The Maximum Entropy Approach
Description: 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
Authors: Henryk Gzyl, Silvia Mayoral, Erika Gomes-Gonçalves
Resource Type: eBook.
Subjects: Maxium entropy method, Loss control--Statistical methods
Categories: MATHEMATICS / Probability & Statistics / General, BUSINESS & ECONOMICS / Statistics, COMPUTERS / Data Science / General, COMPUTERS / Data Science / Data Analytics, MATHEMATICS / Numerical Analysis
Database: eBook Collection (EBSCOhost)
FullText Links:
  – Type: ebook-pdf
  – Type: ebook-epub
Text:
  Availability: 0
Header DbId: nlebk
DbLabel: eBook Collection (EBSCOhost)
An: 1710675
RelevancyScore: 1084
AccessLevel: 6
PubType: eBook
PubTypeId: ebook
PreciseRelevancyScore: 1083.55249023438
IllustrationInfo
ImageInfo – Size: thumb
  Target: https://rps2images.ebscohost.com/rpsweb/othumb?id=NL$1710675$PDF&s=r
– Size: medium
  Target: https://rps2images.ebscohost.com/rpsweb/othumb?id=NL$1710675$PDF&s=d
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Loss Data Analysis : The Maximum Entropy Approach
– Name: Abstract
  Label: Description
  Group: Ab
  Data: 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
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Henryk+Gzyl%22">Henryk Gzyl</searchLink><br /><searchLink fieldCode="AR" term="%22Silvia+Mayoral%22">Silvia Mayoral</searchLink><br /><searchLink fieldCode="AR" term="%22Erika+Gomes-Gonçalves%22">Erika Gomes-Gonçalves</searchLink>
– Name: TypePub
  Label: Resource Type
  Group: TypPub
  Data: eBook.
– Name: Subject
  Label: Subjects
  Group: Su
  Data: <searchLink fieldCode="DE" term="%22Maxium+entropy+method%22">Maxium entropy method</searchLink><br /><searchLink fieldCode="DE" term="%22Loss+control--Statistical+methods%22">Loss control--Statistical methods</searchLink>
– Name: SubjectBISAC
  Label: Categories
  Group: Su
  Data: <searchLink fieldCode="ZK" term="%22MATHEMATICS+%2F+Probability+%26+Statistics+%2F+General%22">MATHEMATICS / Probability & Statistics / General</searchLink><br /><searchLink fieldCode="ZK" term="%22BUSINESS+%26+ECONOMICS+%2F+Statistics%22">BUSINESS & ECONOMICS / Statistics</searchLink><br /><searchLink fieldCode="ZK" term="%22COMPUTERS+%2F+Data+Science+%2F+General%22">COMPUTERS / Data Science / General</searchLink><br /><searchLink fieldCode="ZK" term="%22COMPUTERS+%2F+Data+Science+%2F+Data+Analytics%22">COMPUTERS / Data Science / Data Analytics</searchLink><br /><searchLink fieldCode="ZK" term="%22MATHEMATICS+%2F+Numerical+Analysis%22">MATHEMATICS / Numerical Analysis</searchLink>
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=nlebk&AN=1710675
RecordInfo BibRecord:
  BibEntity:
    Classifications:
      – Code: 519.5
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Maxium entropy method
        Type: general
      – SubjectFull: Loss control--Statistical methods
        Type: general
    Titles:
      – TitleFull: Loss Data Analysis : The Maximum Entropy Approach
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Henryk Gzyl
      – PersonEntity:
          Name:
            NameFull: Silvia Mayoral
      – PersonEntity:
          Name:
            NameFull: Erika Gomes-Gonçalves
      – PersonEntity:
          Name:
            NameFull: Henryk Gzyl
      – PersonEntity:
          Name:
            NameFull: Silvia Mayoral
      – PersonEntity:
          Name:
            NameFull: Erika Gomes-Gonçalves
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2018
            – D: 06
              M: 03
              Type: profile
              Y: 2020
          Identifiers:
            – Type: isbn-print
              Value: 9783110516043
            – Type: isbn-electronic
              Value: 9783110516074
            – Type: isbn-electronic
              Value: 9783110516135
          Titles:
            – TitleFull: Loss Data Analysis : The Maximum Entropy Approach
              Type: main
ResultId 1