Название: Loss Data Analysis: The Maximum Entropy Approach, 2nd, extended edition
Автор: Henryk Gzyl, Silvia Mayoral, Erika Gomes-Goncalves
Издательство: De Gruyter
Год: 2023
Страниц: 222
Язык: английский
Формат: pdf (true), epub
Размер: 24.3 MB
This is an introductory course on loss data analysis. By that we mean the determination of the density of the probability of cumulative losses. Even though the main motivations come from applications to the insurance, banking and financial industries, the mathematical problem that we shall deal with appears in many application in engineering and natural sciences, where the appropriate name would be accumulated damage data analysis or systems reliability data analysis. Introductory does not mean simple: because the nature of the problems to be treated is complicated, some sophisticated tools may be required to deal with it. To conclude, we mention that all numerical examples were produced using R. 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.
Автор: Henryk Gzyl, Silvia Mayoral, Erika Gomes-Goncalves
Издательство: De Gruyter
Год: 2023
Страниц: 222
Язык: английский
Формат: pdf (true), epub
Размер: 24.3 MB
This is an introductory course on loss data analysis. By that we mean the determination of the density of the probability of cumulative losses. Even though the main motivations come from applications to the insurance, banking and financial industries, the mathematical problem that we shall deal with appears in many application in engineering and natural sciences, where the appropriate name would be accumulated damage data analysis or systems reliability data analysis. Introductory does not mean simple: because the nature of the problems to be treated is complicated, some sophisticated tools may be required to deal with it. To conclude, we mention that all numerical examples were produced using R. 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.