{"product_id":"loss-data-analysis-9783110516043","title":"Loss Data Analysis","description":"\u003cp\u003eThis 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\u003eOn 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\u003eThe 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","brand":"Henryk Gzyl","offers":[{"title":"Default Title","offer_id":48262540034299,"sku":"9783110516043","price":93.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0779\/3917\/9771\/files\/CoreSourceHub_37d0aa77-a24a-47a1-8ae0-011d03b4ef6a.jpg?v=1780262666","url":"https:\/\/indiepubs.com\/products\/loss-data-analysis-9783110516043","provider":"IndiePubs","version":"1.0","type":"link"}