Maxentropic approach to decompound aggregate risk losses
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Publication:495498
DOI10.1016/J.INSMATHECO.2015.07.003zbMATH Open1348.62236OpenAlexW152479665MaRDI QIDQ495498FDOQ495498
Authors: Erika Gomes-Gonçalves, Henryk Gzyl, Silvia Mayoral 
Publication date: 14 September 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.07.003
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- Two maxentropic approaches to determine the probability density of compound risk losses
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