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4 research outputs found
Maximum Entropy Approach to the Loss Data Aggregation Problem
Author
A Mcneil
C Alexander
+16 more
E Gomes
E Gomes-Gon�alves
E Gomes-Gon�alves
E Gomes-Gon�alves
E T Jaynes
Erika Gomes-Gonnalves
F Aue
H Gzyl
H Gzyl
H Panjer
Henryk Gzyl
J M Borwein
M Brockman
P Shen
P V Shevchenko
Silvia Mayoral
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
No full text
Crossref
LDA: Analysis of the Sample Dependence in Density Reconstruction by Maxentropic Methods
Author
A Cherny
E Gomes-Gon�alves
+17 more
E Gomes-Gon�alves
E Gomes-Gon�alves
E T Jaynes
Erika Gomes-Gonnalves
F Aue
H Gzyl
H Gzyl
H Panjer
Henryk Gzyl
M Brockmann
M G Cruz
P Embrechts
P V Shevchenko
P W Iseger
R J Hyndman
S Kullback
Silvia Mayoral
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
Maxentropic Approach to Decompound Aggregate Risk Losses
Author
A S Wang
B Buchmann
+25 more
B Van Es
C Biernacki
D M Titterington
D Pe�a
D Pe�a
E Gomes-Gon�alves
E Gomes-Gon�alves
E Gomes-Gon�alves
E T Jaynes
Erika Gomes-Gonnalves
G Mclachlan
G Schwarz
H Akaike
H Akaike
H Bozdogan
H Caussinus
H Panjer
Henryk Gzyl
J D Swait
J V Stone
M B�gsted
M Werner
Silvia Mayoral
T Hothorn
V Ramaswamy
Publication venue
'Elsevier BV'
Publication date
01/01/2015
Field of study
No full text
Crossref
Maxentropic and Quantitative Methods in Operational Risk Modeling
Author
A Cherny
A Martin-L�f
+83 more
A Mcneil
A S Tay
A S Wang
B Berliner
B Buchmann
B Buchmann
B Van Es
Berkowitz Back
C Alexander
C Biernacki
Consider Ruppert
D C Mosteller
D M Titterington
D Pe�a
D Pe�a
D Pe�a
D Ruppert
E Gomes
E Gomes-Gon�alves
E Gomes-Gon�alves
E Gomes-Gon�alves
E Gomes-Gon�alves
E Gomes-Gon�alves
E L Crow
E T Jaynes
E T Jaynes
Erika Gomes-Gonnalves
F Aue
F Esscher
F Gamboa
F X Diebold
G D Lin
G Marsaglia
G Mclachlan
G Schwarz
G Temnov
H Akaike
H Akaike
H Bozdogan
H Caussinus
H Gzyl
H Gzyl
H Gzyl
H Gzyl
H Gzyl
H Gzyl
H Gzyl
H H Panjer
I Csisz�r
I Csisz�r
J Barzilai
J Berkowitz
J D Swait
J Li
J M Borwein
J N Kapur
J V Stone
Le Courtois
M A Stephens
M B?gsted
M Brockmann
M G Cruz
M Rosenblatt
M Werner
O Thas
P Embrechts
P F Christoffersen
P L Brocket
P Shen
P V Shevchenko
P W Den Iseger
R B Leipnik
R J Hyndman
R T Rockafellar
R Zhou
S Haberman
Sme Conv
T Gneiting
T Hothorn
T Rolski
V Ramaswamy
W H�rdle
Y R Gel
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
No full text
Crossref