2 papers
stat.ME2022
Heavy-Tailed Loss Frequencies from Mixtures of Negative Binomial and Poisson Counts
Jiansheng Dai, Ziheng Huang, Michael R. Powers +1
Heavy-tailed random variables have been used in insurance research to model both loss frequencies and loss severities, with substantially more emphasis on the latter. In the presen…
math.PR2020
Characterizing the Zeta Distribution via Continuous Mixtures
Jiansheng Dai, Ziheng Huang, Michael R. Powers +1
We offer two novel characterizations of the Zeta distribution: first, as tractable continuous mixtures of Negative Binomial distributions (with fixed shape parameter, r > 0), and s…