Loss Data Analysis - (De Gruyter Stem) by Henryk Gzyl & Silvia Mayoral & Erika Gomes-Gonçalves (Paperback)

Name: Loss Data Analysis - (De Gruyter Stem) by Henryk Gzyl & Silvia Mayoral & Erika Gomes-Gonçalves (Paperback)
Brand: de Gruyter
SKU: 1006744835
Price: 88.99 USD
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About this item

Highlights

This volume deals with two complementary topics.
About the Author: Henryk Gzyl, IESA, Caracas, Venezuela.
210 Pages
Mathematics, Probability & Statistics
Series Name: de Gruyter Stem

Description

About the Book

With applications in insurance, banking and finance as well as engineering and the natural sciences, Operational Risk Assessment is an important tool to mitigate losses. This textbook focuses on loss data analysis using a maximum entropy approach. A

Book Synopsis

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.

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.

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.

About the Author

Henryk Gzyl, IESA, Caracas, Venezuela.
Erika Gomes-Goncalves and Silvia Mayoral, Universidad Carlos III de Madrid, Spain.

Dimensions (Overall): 9.61 Inches (H) x 6.69 Inches (W) x .45 Inches (D)

Weight: .76 Pounds

Suggested Age: 22 Years and Up

Number of Pages: 210

Genre: Mathematics

Sub-Genre: Probability & Statistics

Series Title: De Gruyter Stem

Publisher: De Gruyter

Theme: General

Format: Paperback

Author: Henryk Gzyl & Silvia Mayoral & Erika Gomes-Gonçalves

Language: English

Street Date: February 5, 2018

TCIN: 1006744835

UPC: 9783110516043

Item Number (DPCI): 247-14-4747

Origin: Made in the USA or Imported

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Shipping details

Estimated ship dimensions: 0.45 inches length x 6.69 inches width x 9.61 inches height

Estimated ship weight: 0.76 pounds

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