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stat.ME2025
Assessing Risk Heterogeneity through Heavy-Tailed Frequency and Severity Mixtures
Michael R. Powers, Jiaxin Xu
The analysis of risk typically involves dividing a random damage-generation process into separate frequency (event-count) and severity (damage-magnitude) components. In the present…
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…