Maxentropic approach to decompound aggregate risk losses
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Cites work
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- A Handbook of Statistical Analyses Using R
- A kernel type nonparametric density estimator for decompounding
- A new look at the statistical model identification
- Cluster Identification Using Projections
- Decompounding Poisson random sums: recursively truncated estimates in the discrete case
- Decompounding random sums: a nonparametric approach
- Density reconstructions with errors in the data
- Estimating the dimension of a model
- Information Theory and Statistical Mechanics
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Operational Risk
- Statistical analysis of finite mixture distributions
- Two maxentropic approaches to determine the probability density of compound risk losses
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