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~isPartOf:"Betriebswirtschaftliche Forschung und Praxis : BFuP"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Gzyl, Henryk"
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Gzyl, Henryk
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Betriebswirtschaftliche Forschung und Praxis : BFuP
Insurance / Mathematics & economics
The journal of operational risk
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Two maxentropic approaches to determine the probability density of compound risk losses
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 42-53
Persistent link: https://www.econbiz.de/10011312089
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Determination of the probability of ultimate ruin by maximum entropy applied to fractional moments
Gzyl, Henryk
;
Novi-Inverardi, Pier-Luigi
;
Tagliani, Aldo
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 457-463
Persistent link: https://www.econbiz.de/10010195910
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