Two maxentropic approaches to determine the probability density of compound risk losses (Q2347057): Difference between revisions

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Latest revision as of 02:52, 10 July 2024

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Two maxentropic approaches to determine the probability density of compound risk losses
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    Two maxentropic approaches to determine the probability density of compound risk losses (English)
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    26 May 2015
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    total loss distribution
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    maximum entropy methods
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    Laplace transform
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    decompounding
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