Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
Henryk Gzyl; Pier-Luigi Novi-Inverardi; Aldo Tagliani
| Year of publication: |
2013
|
|---|---|
| Authors: | Gzyl, Henryk ; Novi-Inverardi, Pier-Luigi ; Tagliani, Aldo |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 2, p. 457-463
|
| Subject: | Ruin problems | Laplace transform | Moments | Maximum entropy method | Entropie | Entropy | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Risiko | Risk | Momentenmethode | Method of moments |
| 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://www.econbiz.de/10010195910