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Loss Data Analysis: The Maximum Entropy Approach

By (author) Henryk Gzyl, By (author) Silvia Mayoral, By (author) Erika Gomes-GonÃ§alves

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This volume deals with two complementary topics. On one hand the book deals with the problem of determining the the probability distribution of a positive compound random variable, a problem which appears in the banking and insurance industries, in many areas of operational research and in reliability problems in the engineering sciences. On the other hand, the methodology proposed to solve such problems, which is based on an application of the maximum entropy method to invert the Laplace transform of the distributions, can be applied to many other problems. The book contains applications to a large variety of problems, including the problem of dependence of the sample data used to estimate empirically the Laplace transform of the random variable. Contents Introduction Frequency models Individual severity models Some detailed examples Some traditional approaches to the aggregation problem Laplace transforms and fractional moment problems The standard maximum entropy method Extensions of the method of maximum entropy Superresolution in maxentropic Laplace transform inversion Sample data dependence Disentangling frequencies and decompounding losses Computations using the maxentropic density Review of statistical procedures

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Fifteen Dogs

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176 pages
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A pack of dogs are granted the power of human thought - but what will it do to them? A surprising and insightful look at the beauty and perils of consciousness.

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The Ballerina and the Bull: Anarchist Utopias in the Age of Finance

Johanna Isaacson
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288 pages
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Our moment has seen the resurgence of an anarchist sensibility, from the uprisings in Seattle in 1999 to the Occupy movement of 2011.

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Bonsai Success in Southern Africa

Carl Morrow
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160 pages
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In this uniquely Southern African book, Carl Morrow and Keith Kirsten guide readers step by step into the magical realms of bonsai as a hobby, horticultural practice and art form.

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