Maxentropic approach to decompound aggregate risk losses
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Publication:495498
DOI10.1016/j.insmatheco.2015.07.003zbMath1348.62236MaRDI QIDQ495498
Henryk Gzyl, Erika Gomes-Gonçalves, 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
62P05: Applications of statistics to actuarial sciences and financial mathematics
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