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Loss Data Analysis

The Maximum Entropy Approach

Language EnglishEnglish
Book Paperback
Book Loss Data Analysis Henryk Gzyl
Libristo code: 18256200
Publishers De Gruyter, February 2018
With applications in insurance, banking and finance as well as engineering and the natural sciences,... Full description
? points 170 b
70.27
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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.

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