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Loss Data Analysis: The Maximum Entropy Approach

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AuthorEr, Gzyl, Henryk / Mayoral, Silvia / Gomes-Gon?alves
ISBN9783110516043
Published LanguageEnglish
Publication Year2018
PublisherDe Gruyter
BindingPaperback
Original Price€70.00
Pages198
Ships By2-3 days
SKU: DG-235 Categories: ,

Description

With applications in insurance, banking and finance as well as engineering and the natural sciences, Operational Risk Assessment is an important tool to mitigate losses. This textbook focuses on loss data analysis using a maximum entropy approach. After introductions of statistical tools and frequency models, specific examples using R are discussed.

Additional information

Weight0.413 kg
Dimensions24 × 17 cm
Author

, , ,

ISBN

Publisher

Original Price

Pages

198

Ships By

2-3 days