Maxentropic approach to decompound aggregate risk losses
Erika Gomes-Gonçalves; Henryk Gzyl; Silvia Mayoral
| Year of publication: |
2015
|
|---|---|
| Authors: | Gomes-Gonçalves, Erika ; Gzyl, Henryk ; Mayoral, Silvia |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 326-336
|
| Subject: | Frequency disentangling | Decompounding | Density of individual losses | Maximum entropy | Entropie | Entropy | Verlust | Loss | Statistische Verteilung | Statistical distribution | Risiko | Risk | Aggregation | Schätztheorie | Estimation theory | Operationelles Risiko | Operational risk | Risikomodell | Risk model |
| 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/10011398090