activity
20102026
most citedOn the small-time behavior of subordinators

3 citations · 4 across the 7 of their papers we have counts for

collaborators

9 papers

stat.AP2026

From Counting to Continuous Natural Exponential Families

Shaul K. Bar-Lev

Natural exponential families (NEFs) are characterized by their variance functions (VFs), namely by the pair \((V,M)\), where \(V\) expresses the variance as a function of the mean…

stat.ME2026

Exact two-sided p-values in natural exponential families: coincidence, non-uniqueness, and sample-size stability

Shaul K. Bar-Lev, Linard Hoessly

We study the non-uniqueness of exact two-sided -values in continuous one-parameter natural exponential families (NEFs). For directed one-sided problems, the tail -value agree…

stat.ME2024★ 1 cited

Optimal E-Values for Exponential Families: the Simple Case

Peter Grünwald, Tyron Lardy, Yunda Hao +2

We provide a general condition under which e-variables in the form of a simple-vs.-simple likelihood ratio exist when the null hypothesis is a composite, multivariate exponential f…

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…