activity
20192025
most citedGeneralizing the log-Moyal distribution and regression models for heavy tailed loss data

3 citations · 4 across the 6 of their papers we have counts for

collaborators

7 papers

cs.LG2025

FERD: Fairness-Enhanced Data-Free Robustness Distillation

Zhengxiao Li, Liming Lu, Xu Zheng +4

Data-Free Robustness Distillation (DFRD) aims to transfer the robustness from the teacher to the student without accessing the training data. While existing methods focus on overal…

stat.ME2023★ 1 cited

Analyzing covariate clustering effects in healthcare cost subgroups: insights and applications for prediction

Zhengxiao Li, Yifan Huang, Yang Cao

Healthcare cost prediction is a challenging task due to the high-dimensionality and high correlation among covariates. Additionally, the skewed, heavy-tailed, and often multi-modal…

stat.AP2023

Dynamic online prediction model and its application to automobile claim frequency data

Jiakun Jiang, Zhengxiao Li, Liang Yang

Prediction modelling of claim frequency is an important task for pricing and risk management in non-life insurance and needed to be updated frequently with the changes in the insur…

stat.ME2022

A new class of composite GBII regression models with varying threshold for modelling heavy-tailed data

Zhengxiao Li, Fei Wang, Zhengtang Zhao

The four-parameter generalized beta distribution of the second kind (GBII) has been proposed for modelling insurance losses with heavy-tailed features. The aim of this paper is to…

stat.ME2021

A new class of copula regression models for modelling multivariate heavy-tailed data

Zhengxiao Li, Jan Beirlant, Liang Yang

A new class of copulas, termed the MGL copula class, is introduced. The new copula originates from extracting the dependence function of the multivariate generalized log-Moyal-gamm…

stat.AP2020

Risk Loadings in Classification Ratemaking

Liang Yang, Zhengxiao Li, Shengwang Meng

The risk premium of a policy is the sum of the pure premium and the risk loading. In the classification ratemaking process, generalized linear models are usually used to calculate…