Download or read book Loss Data Analysis written by Henryk Gzyl and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-02-05 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Download or read book Loss Data Analysis written by Henryk Gzyl and published by Walter de Gruyter GmbH & Co KG. This book was released on 2023-03-06 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Download or read book Mathematical and Statistical Methods for Actuarial Sciences and Finance written by Marco Corazza and published by Springer. This book was released on 2018-07-17 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: The interaction between mathematicians, statisticians and econometricians working in actuarial sciences and finance is producing numerous meaningful scientific results. This volume introduces new ideas, in the form of four-page papers, presented at the international conference Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF), held at Universidad Carlos III de Madrid (Spain), 4th-6th April 2018. The book covers a wide variety of subjects in actuarial science and financial fields, all discussed in the context of the cooperation between the three quantitative approaches. The topics include: actuarial models; analysis of high frequency financial data; behavioural finance; carbon and green finance; credit risk methods and models; dynamic optimization in finance; financial econometrics; forecasting of dynamical actuarial and financial phenomena; fund performance evaluation; insurance portfolio risk analysis; interest rate models; longevity risk; machine learning and soft-computing in finance; management in insurance business; models and methods for financial time series analysis, models for financial derivatives; multivariate techniques for financial markets analysis; optimization in insurance; pricing; probability in actuarial sciences, insurance and finance; real world finance; risk management; solvency analysis; sovereign risk; static and dynamic portfolio selection and management; trading systems. This book is a valuable resource for academics, PhD students, practitioners, professionals and researchers, and is also of interest to other readers with quantitative background knowledge.

Download or read book Maximum Entropy and Bayesian Methods Garching Germany 1998 written by Wolfgang von der Linden and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1978 Edwin T. Jaynes and Myron Tribus initiated a series of workshops to exchange ideas and recent developments in technical aspects and applications of Bayesian probability theory. The first workshop was held at the University of Wyoming in 1981 organized by C.R. Smith and W.T. Grandy. Due to its success, the workshop was held annually during the last 18 years. Over the years, the emphasis of the workshop shifted gradually from fundamental concepts of Bayesian probability theory to increasingly realistic and challenging applications. The 18th international workshop on Maximum Entropy and Bayesian Methods was held in Garching / Munich (Germany) (27-31. July 1998). Opening lectures by G. Larry Bretthorst and by Myron Tribus were dedicated to one of th the pioneers of Bayesian probability theory who died on the 30 of April 1998: Edwin Thompson Jaynes. Jaynes revealed and advocated the correct meaning of 'probability' as the state of knowledge rather than a physical property. This inter pretation allowed him to unravel longstanding mysteries and paradoxes. Bayesian probability theory, "the logic of science" - as E.T. Jaynes called it - provides the framework to make the best possible scientific inference given all available exper imental and theoretical information. We gratefully acknowledge the efforts of Tribus and Bretthorst in commemorating the outstanding contributions of E.T. Jaynes to the development of probability theory.

Download or read book Data Analysis Methods in Physical Oceanography written by Richard E. Thomson and published by Elsevier. This book was released on 2024-07-16 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data Analysis Methods in Physical Oceanography, Fourth Edition provides a practical reference to established and modern data analysis techniques in earth and ocean sciences. In five sections, the book addresses data acquisition and recording, data processing and presentation, statistical methods and error handling, analysis of spatial data fields, and time series analysis methods. The updated edition includes new information on autonomous platforms and new analysis tools such as "deep learning and convolutional neural networks. A section on extreme value statistics has been added, and the section on wavelet analysis has been expanded. This book brings together relevant techniques and references recent papers where these techniques have been trialed. In addition, it presents valuable examples using physical oceanography data. For students, the sections on data acquisition are useful for a compilation of all the measurement methods. - Includes content co-authored by scientists from academia and industry, both of whom have more than 30 years of experience in oceanographic research and field work - Provides boxed worked examples that address typical data analysis problems, including examples with computer code (e.g., python code, MATLAB code) - Presents brief summaries at the end of the more difficult sections to help readers looking for foundational information

Download or read book Maximum Entropy and Bayesian Methods Santa Barbara California U S A 1993 written by Glenn R. Heidbreder and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: Maximum entropy and Bayesian methods have fundamental, central roles in scientific inference, and, with the growing availability of computer power, are being successfully applied in an increasing number of applications in many disciplines. This volume contains selected papers presented at the Thirteenth International Workshop on Maximum Entropy and Bayesian Methods. It includes an extensive tutorial section, and a variety of contributions detailing application in the physical sciences, engineering, law, and economics. Audience: Researchers and other professionals whose work requires the application of practical statistical inference.

Download or read book The Method Of Maximum Entropy written by Henryk Gzyl and published by World Scientific. This book was released on 1995-03-16 with total page 161 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is an outgrowth of a set of lecture notes on the maximum entropy method delivered at the 1st Venezuelan School of Mathematics. This yearly event aims at acquainting graduate students and university teachers with the trends, techniques and open problems of current interest. In this book the author reviews several versions of the maximum entropy method and makes its underlying philosophy clear.

Download or read book Maximum Entropy and Bayesian Methods written by John Skilling and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 521 pages. Available in PDF, EPUB and Kindle. Book excerpt: Cambridge, England, 1988

Download or read book Astronomical Image and Data Analysis written by J.-L. Starck and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using information and scale as central themes, this comprehensive survey explains how to handle real problems in astronomical data analysis through a modern arsenal of powerful techniques. The coverage includes chapters or appendices on: detection and filtering; image compression; multichannel, multiscale, and catalog data analytical methods; wavelets transforms, Picard iteration, and software tools.

Download or read book Bayesian Inference and Maximum Entropy Methods in Science and Engineering written by Rainer Fischer and published by A I P Press. This book was released on 2004-11-19 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: All papers were peer reviewed. Bayesian Inference and Maximum Entropy Methods in Science and Engineering provide a framework for analyzing ill-conditioned data. Maximum Entropy is a theoretical method to draw conclusions when little information is available. Bayesian probability theory provides a formalism for scientific reasoning by analyzing noisy or imcomplete data using prior knowledge.

Download or read book Gully Erosion Studies from India and Surrounding Regions written by Pravat Kumar Shit and published by Springer Nature. This book was released on 2019-11-19 with total page 483 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers the scientific basis for the ample evaluation of badland management in India and some surrounding regions. It examines the processes operating in the headwaters and main channels of ephemeral rivers in lateritic environments of India. In particular, the book covers a range of vital topics in the areas of gully erosion and water to soil erosion at lateritic uplands regions of India and other regions in Asia. It explores the probable gully erosion modeling through Remote Sensing & GIS Techniques. It is divided into three units. Unit I deals with the introduction of badland, types of badland and the process of badland formation. Unit II is devoted to a description of quantitative measurements. Unit III deals with the control and management processes related to various issues from different regions. As such this book serves as a reference book for research activities in this area. It is an efficient guide for aspiring researchers in applied geography, explaining advanced techniques to help students recognize both simple and complex concepts.

Download or read book Image Processing and Data Analysis written by Jean-Luc Starck and published by Cambridge University Press. This book was released on 1998 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: Powerful techniques have been developed in recent years for the analysis of digital data, especially the manipulation of images. This book provides an in-depth introduction to a range of these innovative, avante-garde data-processing techniques. It develops the reader's understanding of each technique and then shows with practical examples how they can be applied to improve the skills of graduate students and researchers in astronomy, electrical engineering, physics, geophysics and medical imaging. What sets this book apart from others on the subject is the complementary blend of theory and practical application. Throughout, it is copiously illustrated with real-world examples from astronomy, electrical engineering, remote sensing and medicine. It also shows how many, more traditional, methods can be enhanced by incorporating the new wavelet and multiscale methods into the processing. For graduate students and researchers already experienced in image processing and data analysis, this book provides an indispensable guide to a wide range of exciting and original data-analysis techniques.

Download or read book Artificial Intelligence Algorithms and Applications written by Kangshun Li and published by Springer Nature. This book was released on 2020-05-25 with total page 811 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed proceedings of the 11th International Symposium on Intelligence Computation and Applications, ISICA 2019, held in Guangzhou, China, in November 2019. The 65 papers presented were carefully reviewed and selected from the total of 112 submissions. This volume features the most up-to-date research in evolutionary algorithms, parallel computing and quantum computing, evolutionary multi-objective and dynamic optimization, intelligent multimedia systems, virtualization and AI applications, smart scheduling, intelligent control, big data and cloud computing, deep learning, and hybrid machine learning systems.The papers are organized according to the following topical sections: new frontier in evolutionary algorithms; evolutionary multi-objective and dynamic optimization; intelligent multimedia systems; virtualization and AI applications; smart scheduling; intelligent control; big data and cloud computing; statistical learning.

Download or read book Computational Intelligence in Decision and Control written by Da Ruan and published by World Scientific. This book was released on 2008 with total page 1201 pages. Available in PDF, EPUB and Kindle. Book excerpt: FLINS, originally an acronym for Fuzzy Logic and Intelligent Technologies in Nuclear Science, is now extended to Computational Intelligence for applied research. The contributions to the eighth edition in the series of FLINS conferences cover state-of-the-art research, development, and technology for computational intelligence systems in general, and for intelligent decision and control in particular.

Download or read book Electron Energy Loss Spectroscopy in the Electron Microscope written by R.F. Egerton and published by Springer Science & Business Media. This book was released on 2011-07-29 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: Within the last 30 years, electron energy-loss spectroscopy (EELS) has become a standard analytical technique used in the transmission electron microscope to extract chemical and structural information down to the atomic level. In two previous editions, Electron Energy-Loss Spectroscopy in the Electron Microscope has become the standard reference guide to the instrumentation, physics and procedures involved, and the kind of results obtainable. Within the last few years, the commercial availability of lens-aberration correctors and electron-beam monochromators has further increased the spatial and energy resolution of EELS. This thoroughly updated and revised Third Edition incorporates these new developments, as well as advances in electron-scattering theory, spectral and image processing, and recent applications in fields such as nanotechnology. The appendices now contain a listing of inelastic mean free paths and a description of more than 20 MATLAB programs for calculating EELS data.

Download or read book Fast NMR Data Acquisition written by Mehdi Mobli and published by Royal Society of Chemistry. This book was released on 2017-05-18 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing a definitive reference source on novel methods in NMR acquisition and processing, this book will highlight similarities and differences between emerging approaches and focus on identifying which methods are best suited for different applications. The highly qualified editors have conducted extensive research into the fundamentals of fast methods of data acquisition in NMR, including applications of non-Fourier methods of spectrum analysis. With contributions from additional distinguished experts in allied fields, clear explanations are provided on methods that speed up NMR experiments using different ways to manipulate the nuclei in the sample, modern methods for estimating the spectrum from the time domain response recorded during an NMR experiment, and finally how the data is sampled. Starting with a historical overview of Fourier Transformation and its role in modern NMR spectroscopy, this volume will clarify and demystify this important emerging field for spectroscopists and analytical chemists in industry and academia.

Download or read book The Cross Entropy Method written by Reuven Y. Rubinstein and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rubinstein is the pioneer of the well-known score function and cross-entropy methods. Accessible to a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist and practitioner, who is interested in smart simulation, fast optimization, learning algorithms, and image processing.