Two maxentropic approaches to determine the probability density of compound risk losses
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Publication:2347057
DOI10.1016/j.insmatheco.2015.03.001zbMath1318.91113arXiv1411.5625OpenAlexW2076709060MaRDI QIDQ2347057
Erika Gomes-Gonçalves, Silvia Mayoral, Henryk Gzyl
Publication date: 26 May 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.5625
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