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Gzyl, Henryk / Mayoral, Silvia / Gomes-Goncalves, Erika

Loss Data Analysis

The Maximum Entropy Approach

Series:De Gruyter Textbook

    600,00 € / $690.99 / £492.99*

    eBook (EPUB)
    Publication Date:
    2018
    To be published:
    February 2018
    ISBN
    978-3-11-051613-5
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    Overview

    • Presents tools for mathematical finance, engineering and the sciences.
    • Includes real-world mathematical examples.

    Aims and Scope

    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.

    Details

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    Henryk Gzyl, IESA, Caracas, Venezuela.
    Erika Gomes-Goncalves and Silvia Mayoral, Universidad Carlos III de Madrid, Spain.

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