Maxentropic approach to decompound aggregate risk losses (Q495498): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2015.07.003 / rank
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Latest revision as of 19:24, 9 December 2024

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Maxentropic approach to decompound aggregate risk losses
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    Maxentropic approach to decompound aggregate risk losses (English)
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    14 September 2015
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    frequency disentangling
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    decompounding
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    density of individual losses
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    maximum entropy
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