Maximum Entropy Methods for Loss Data Analysis: Aggregation and Disaggregation Problems
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DOI: 10.3390/e21080762
Abstract: 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… read more here.
Keywords: analysis; maximum entropy; distribution losses; loss data ... See more keywords