Two maxentropic approaches to determine the probability density of compound risk losses (Q2347057)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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