3 papers
stat.ME2020
Exponential Dispersion Models for Overdispersed Zero-Inflated Count Data
Shaul K. Bar-Lev, Ad Ridder
We consider three new classes of exponential dispersion models of discrete probability distributions which are defined by specifying their variance functions in their mean value pa…
math.ST2020
New exponential dispersion models for count data -- the ABM and LM classes
Shaul K. Bar-Lev, Ad Ridder
In their fundamental paper on cubic variance functions, Letac and Mora (The Annals of Statistics,1990) presented a systematic, rigorous and comprehensive study of natural exponenti…
math.PR2018
Monte Carlo Methods for Insurance Risk Computation
Shaul Bar-Lev, Ad Ridder
In this paper we consider the problem of computing tail probabilities of the distribution of a random sum of positive random variables. We assume that the individual variables foll…