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Maxentropic approach to decompound aggregate risk losses
Gomes-Gonçalves, Erika
;
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 326-336
Persistent link: https://www.econbiz.de/10011398090
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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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