{"product_id":"loss-data-analysis-henryk-gzyl-9783111047386","title":"Loss Data Analysis: The Maximum Entropy Approach","description":"\u003cp\u003e 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. \u003c\/p\u003e \u003cp\u003e 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. \u003c\/p\u003e \u003cp\u003e 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. \u003c\/p\u003e \u003cp\u003e \u003c\/p\u003e \u003cp\u003e \u003cstrong\u003eContents\u003cbr\u003e\u003c\/strong\u003eIntroduction\u003cbr\u003eFrequency models\u003cbr\u003eIndividual severity models\u003cbr\u003eSome detailed examples\u003cbr\u003eSome traditional approaches to the aggregation problem\u003cbr\u003eLaplace transforms and fractional moment problems\u003cbr\u003eThe standard maximum entropy method\u003cbr\u003eExtensions of the method of maximum entropy\u003cbr\u003eSuperresolution in maxentropic Laplace transform inversion\u003cbr\u003eSample data dependence\u003cbr\u003eDisentangling frequencies and decompounding losses\u003cbr\u003eComputations using the maxentropic density\u003cbr\u003eReview of statistical procedures \u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Henryk Gzyl, Silvia Mayoral, Erika Gomes-Gon軋lves\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3111047385\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783111047386\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e de Gruyter\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 03\/06\/2023\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 222\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.80lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.61h x 6.69w x 0.47d","brand":"Henryk Gzyl","offers":[{"title":"Paperback","offer_id":44075910430975,"sku":"9783111047386","price":79.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_d4a8d778-3809-43af-9794-f974266a19bb.jpg?v=1685462144","url":"https:\/\/www.whiterainbookhouse.com\/products\/loss-data-analysis-henryk-gzyl-9783111047386","provider":"WR Book House","version":"1.0","type":"link"}