{"product_id":"loss-data-analysis-the-maximum-entropy-approach-paperback-1","title":"Loss Data Analysis: The Maximum Entropy Approach - Paperback","description":"\u003cdiv\u003e\u003cp style=\"text-align: right;\"\u003e\u003ca href=\"https:\/\/reportcopyrightinfringement.com\/\" target=\"_blank\" rel=\"nofollow\"\u003e\u003cb\u003eReport copyright infringement\u003c\/b\u003e\u003c\/a\u003e\u003c\/p\u003e\u003c\/div\u003e\u003cp\u003eby \u003cb\u003eHenryk Gzyl\u003c\/b\u003e (Author), \u003cb\u003eSilvia Mayoral\u003c\/b\u003e (Author), \u003cb\u003eErika Gomes-Gonçalves\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\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\u003ch3\u003eAuthor Biography\u003c\/h3\u003e\u003cp\u003e\u003cstrong\u003e\u003c\/strong\u003e \u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eHenryk Gzyl\u003c\/strong\u003e \u003c\/p\u003e \u003cp\u003ehas a PhD in Mathematics from UCSD. He works in Quantitatve Finance and Inverse Problems at The Center for Finance of IESA in Caracas. There he lectures on Risk and Portfolio Optimization. \u003c\/p\u003e\u003cstrong\u003e\u003c\/strong\u003e \u003cp\u003e\u003cstrong\u003eSilvia Mayoral\u003c\/strong\u003e \u003c\/p\u003e \u003cp\u003eis Professor of Finance in the Business Department of Carlos III University, Spain. Her academic activity is devoted to Financial Markets, with a special focus on Risk Measurement and Asset Pricing. \u003c\/p\u003e\u003cstrong\u003e\u003c\/strong\u003e \u003cp\u003e\u003cstrong\u003eErika Gomes-Gonçalves\u003c\/strong\u003e \u003c\/p\u003e \u003cp\u003ePh.D. in Business and Quantitative Methods at the University Carlos III of Madrid (UC3M), Spain. Bachelor in Mathematics at Simón Bolívar University (USB), Caracas, Venezuela. Currently, she works as Independent Scholar and Data Science Consultant in Madrid. \u003c\/p\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 222\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 0.47 x 9.61 x 6.69 IN\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003eIllustrated:\u003c\/strong\u003e Yes\u003c\/div\u003e\n            \u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e March 17, 2023\u003c\/div\u003e\n            ","brand":"BooksCloud","offers":[{"title":"Default Title","offer_id":47212429377785,"sku":"9783111047386","price":98.26,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0789\/2782\/3097\/files\/cUpjZ1NwdmZXU28rZlkwOURXbDM0dz09_23067802-ccac-4268-80da-55ca3e6510e2.webp?v=1768091507","url":"https:\/\/bookscloud.io\/products\/loss-data-analysis-the-maximum-entropy-approach-paperback-1","provider":"BooksCloud Book Dropshipping","version":"1.0","type":"link"}