Loss Data Analysis: The Maximum Entropy Approach (De Gruyter STEM)
Language: English
Published by De Gruyter, 2018
Series: Book 2 of 256 - De Gruyter STEM
- Softcover
- New
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- Title
- Loss Data Analysis: The Maximum Entropy Approach (De Gruyter STEM)
- Author
- Gzyl, Henryk; Mayoral, Silvia; Gomes-Gonçalves, Erika
- Publisher
- De Gruyter
- Publication year
- 2018
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3110516047
- ISBN 13
- 9783110516043
- Series
- Book 2 of 256: De Gruyter STEM
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. After introductions of statistical tools and frequency models, specific examples using R are discussed.
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About the Author
Henryk Gzyl, IESA, Caracas, Venezuela.Erika Gomes-Goncalves and Silvia Mayoral, Universidad Carlos III de Madrid, Spain.
"About the title" may belong to another edition of this title.
California Books
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