Maximum Entropy Methods for Loss Data Analysis: Aggregation and Disaggregation Problems
The analysis of loss data is of utmost interest in many branches of the financial and insurance industries, in structural engineering and in operation research, among others. In the financial industry, the determination of the distribution of losses is the first step to take to compute regulatory ri...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-08-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/21/8/762 |